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.
Key characteristics
| RTDYX | XSMO | |
|---|---|---|
| YTD Return | 17.08% | 14.81% |
| 1Y Return | 26.31% | 31.83% |
| 3Y Return (Ann) | 9.41% | 7.98% |
| 5Y Return (Ann) | 13.96% | 12.44% |
| 10Y Return (Ann) | 11.81% | 11.17% |
| Sharpe Ratio | 2.03 | 1.48 |
| Daily Std Dev | 12.82% | 21.09% |
| Max Drawdown | -34.13% | -58.07% |
| Current Drawdown | -0.98% | -3.31% |
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
In the year-to-date period, RTDYX achieves a 17.08% return, which is significantly higher than XSMO's 14.81% return. Over the past 10 years, RTDYX has outperformed XSMO with an annualized return of 11.81%, while XSMO has yielded a comparatively lower 11.17% 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. 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 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 3.88%, more than XSMO's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTDYX 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% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.31% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% | 1.31% | 0.91% |
Drawdowns
RTDYX vs. XSMO - Drawdown Comparison
The maximum RTDYX drawdown since its inception was -34.13%, 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 4.04%, while Invesco S&P SmallCap Momentum ETF (XSMO) has a volatility of 7.01%. 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.