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.
Performance
RTDYX vs. XSLV - Performance Comparison
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RTDYX vs. XSLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | -3.50% | 16.05% | 22.01% | 24.92% | -16.48% | 27.22% | 13.88% | 30.27% | -7.16% | 21.59% |
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.92% | 0.31% | 9.81% | 1.34% | -11.83% | 29.34% | -17.40% | 22.35% | -5.41% | 8.57% |
Returns By Period
In the year-to-date period, RTDYX achieves a -3.50% return, which is significantly lower than XSLV's 2.92% return. Over the past 10 years, RTDYX has outperformed XSLV with an annualized return of 12.92%, while XSLV has yielded a comparatively lower 5.51% annualized return.
RTDYX
- 1D
- 2.84%
- 1M
- -4.67%
- YTD
- -3.50%
- 6M
- -1.78%
- 1Y
- 17.19%
- 3Y*
- 16.79%
- 5Y*
- 10.87%
- 10Y*
- 12.92%
XSLV
- 1D
- 0.45%
- 1M
- -3.94%
- YTD
- 2.92%
- 6M
- 3.66%
- 1Y
- 5.06%
- 3Y*
- 6.31%
- 5Y*
- 2.78%
- 10Y*
- 5.51%
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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.
Return for Risk
RTDYX vs. XSLV — Risk / Return Rank
RTDYX
XSLV
RTDYX vs. XSLV - Risk-Adjusted Trends 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.
| RTDYX | XSLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.32 | +0.65 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.58 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.07 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.49 | +0.98 |
Martin ratioReturn relative to average drawdown | 7.28 | 1.70 | +5.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RTDYX | XSLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.32 | +0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.17 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.28 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.40 | +0.15 |
Correlation
The correlation between RTDYX and XSLV is 0.72, 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.
Dividends
RTDYX vs. XSLV - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 36.45%, more than XSLV's 2.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 36.45% | 35.18% | 31.60% | 4.66% | 6.03% | 6.51% | 3.44% | 6.62% | 11.47% | 7.65% | 1.79% | 2.57% |
XSLV Invesco S&P SmallCap Low Volatility ETF | 2.69% | 2.14% | 2.55% | 2.35% | 2.78% | 1.05% | 2.49% | 2.43% | 2.75% | 1.87% | 1.96% | 2.20% |
Drawdowns
RTDYX vs. XSLV - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, 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.
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Drawdown Indicators
| RTDYX | XSLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -44.34% | +6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -11.26% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -24.72% | -12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -44.34% | +6.91% |
Current DrawdownCurrent decline from peak | -16.96% | -4.82% | -12.14% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -7.37% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.26% | -0.74% |
Volatility
RTDYX vs. XSLV - Volatility Comparison
Russell Investments Multifactor U.S. Equity Fund (RTDYX) has a higher volatility of 5.21% compared to Invesco S&P SmallCap Low Volatility ETF (XSLV) at 3.58%. This indicates that RTDYX's price experiences larger fluctuations and is considered to be riskier than XSLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | XSLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 3.58% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 8.87% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 15.86% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 16.67% | +7.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 19.93% | +2.17% |