RTDYX vs. XSMO
Compare and contrast key facts about Russell Investments Multifactor U.S. Equity Fund (RTDYX) and Invesco S&P SmallCap Momentum ETF (XSMO).
RTDYX is managed by Russell. It was launched on Jul 31, 2014. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
RTDYX vs. XSMO - Performance Comparison
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RTDYX vs. XSMO - 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% |
XSMO Invesco S&P SmallCap Momentum ETF | 7.05% | 9.80% | 17.45% | 21.55% | -15.44% | 19.24% | 21.96% | 28.65% | -3.44% | 23.95% |
Returns By Period
In the year-to-date period, RTDYX achieves a -3.50% return, which is significantly lower than XSMO's 7.05% return. Over the past 10 years, RTDYX has underperformed XSMO with an annualized return of 12.92%, while XSMO has yielded a comparatively higher 13.73% 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%
XSMO
- 1D
- 1.24%
- 1M
- -4.33%
- YTD
- 7.05%
- 6M
- 4.97%
- 1Y
- 23.58%
- 3Y*
- 19.37%
- 5Y*
- 8.69%
- 10Y*
- 13.73%
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RTDYX vs. XSMO - Expense Ratio Comparison
RTDYX has a 0.35% expense ratio, which is lower than XSMO's 0.39% expense ratio.
Return for Risk
RTDYX vs. XSMO — Risk / Return Rank
RTDYX
XSMO
RTDYX vs. XSMO - 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 Momentum ETF (XSMO). 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 | XSMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.07 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.59 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.75 | -0.27 |
Martin ratioReturn relative to average drawdown | 7.28 | 7.23 | +0.05 |
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 | XSMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.07 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.38 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.36 | +0.18 |
Correlation
The correlation between RTDYX and XSMO is 0.77, 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. XSMO - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 36.45%, more than XSMO's 0.60% 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% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.60% | 0.75% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% |
Drawdowns
RTDYX vs. XSMO - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -37.43%, smaller than the maximum XSMO drawdown of -58.06%. Use the drawdown chart below to compare losses from any high point for RTDYX and XSMO.
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Drawdown Indicators
| RTDYX | XSMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -58.06% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -13.42% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -29.62% | -7.81% |
Max Drawdown (10Y)Largest decline over 10 years | -37.43% | -39.39% | +1.96% |
Current DrawdownCurrent decline from peak | -16.96% | -4.59% | -12.37% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -11.21% | +4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.24% | -0.72% |
Volatility
RTDYX vs. XSMO - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 5.21%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 7.71%. This indicates that RTDYX experiences smaller price fluctuations and is considered to be less risky than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTDYX | XSMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 7.71% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 13.63% | -4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 22.11% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 22.87% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 24.05% | -1.95% |