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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTDYX or XSMO.
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.
Performance
RTDYX vs. XSMO - Performance Comparison
Key characteristics
RTDYX:
-0.21
XSMO:
0.82
RTDYX:
-0.06
XSMO:
1.33
RTDYX:
0.98
XSMO:
1.16
RTDYX:
-0.23
XSMO:
1.45
RTDYX:
-0.60
XSMO:
3.78
RTDYX:
10.16%
XSMO:
4.48%
RTDYX:
28.54%
XSMO:
20.57%
RTDYX:
-34.88%
XSMO:
-58.07%
RTDYX:
-22.89%
XSMO:
-7.20%
Returns By Period
In the year-to-date period, RTDYX achieves a 4.63% return, which is significantly higher than XSMO's 3.22% return. Over the past 10 years, RTDYX has underperformed XSMO with an annualized return of 5.46%, while XSMO has yielded a comparatively higher 11.20% annualized return.
RTDYX
4.63%
2.23%
-15.27%
-5.07%
4.68%
5.46%
XSMO
3.22%
-0.64%
6.19%
19.83%
11.83%
11.20%
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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.
Risk-Adjusted Performance
RTDYX vs. XSMO — Risk-Adjusted Performance Rank
RTDYX
XSMO
RTDYX vs. XSMO - 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 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.
Dividends
RTDYX vs. XSMO - Dividend Comparison
RTDYX's dividend yield for the trailing twelve months is around 1.54%, more than XSMO's 0.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX Russell Investments Multifactor U.S. Equity Fund | 1.54% | 1.61% | 1.16% | 1.56% | 1.00% | 1.56% | 1.55% | 1.64% | 1.59% | 1.79% | 1.49% | 0.59% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.61% | 0.63% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.65% | 0.28% | 0.30% | 0.35% | 1.31% |
Drawdowns
RTDYX vs. XSMO - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -34.88%, smaller than the maximum XSMO drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for RTDYX and XSMO. For additional features, visit the drawdowns tool.
Volatility
RTDYX vs. XSMO - Volatility Comparison
The current volatility for Russell Investments Multifactor U.S. Equity Fund (RTDYX) is 3.08%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 3.98%. 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.