RTDYX vs. XSLV
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Invesco S&P SmallCap Low Volatility ETF (XSLV).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. XSLV is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Low Volatility Index. It was launched on Feb 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTDYX or XSLV.
Key characteristics
RTDYX | XSLV | |
---|---|---|
YTD Return | 17.08% | 9.92% |
1Y Return | 26.31% | 20.75% |
3Y Return (Ann) | 9.41% | 2.95% |
5Y Return (Ann) | 13.96% | 1.91% |
10Y Return (Ann) | 11.81% | 6.94% |
Sharpe Ratio | 2.03 | 1.29 |
Daily Std Dev | 12.82% | 15.84% |
Max Drawdown | -34.13% | -44.34% |
Current Drawdown | -0.98% | -2.70% |
Correlation
The correlation between RTDYX and XSLV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RTDYX vs. XSLV - Performance Comparison
In the year-to-date period, RTDYX achieves a 17.08% return, which is significantly higher than XSLV's 9.92% return. Over the past 10 years, RTDYX has outperformed XSLV with an annualized return of 11.81%, while XSLV has yielded a comparatively lower 6.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RTDYX vs. XSLV - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is higher than XSLV's 0.25% expense ratio.
Risk-Adjusted Performance
RTDYX vs. XSLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Invesco S&P SmallCap Low Volatility ETF (XSLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
RTDYX vs. XSLV - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 3.88%, more than XSLV's 1.48% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Russell Investments Multifactor U.S. Equity Fund | 3.88% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% | 0.67% | 0.00% |
Invesco S&P SmallCap Low Volatility ETF | 1.48% | 2.35% | 2.78% | 1.05% | 2.49% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% | 2.39% | 1.59% |
Drawdowns
RTDYX vs. XSLV - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -34.13%, smaller than the maximum XSLV drawdown of -44.34%. Use the drawdown chart below to compare losses from any high point for RTDYX and XSLV. For additional features, visit the drawdowns tool.
Volatility
RTDYX vs. XSLV - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 4.04%, while Invesco S&P SmallCap Low Volatility ETF (XSLV) has a volatility of 4.29%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than XSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.