RTIYX vs. VOO
Compare and contrast key facts about Russell Investments Multifactor International Equity Fund (RTIYX) and Vanguard S&P 500 ETF (VOO).
RTIYX is managed by Russell. It was launched on Jul 30, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTIYX or VOO.
Correlation
The correlation between RTIYX and VOO is 0.75, 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
RTIYX vs. VOO - Performance Comparison
Key characteristics
RTIYX:
0.94
VOO:
1.81
RTIYX:
1.34
VOO:
2.44
RTIYX:
1.17
VOO:
1.33
RTIYX:
1.26
VOO:
2.74
RTIYX:
3.06
VOO:
11.43
RTIYX:
3.77%
VOO:
2.02%
RTIYX:
12.35%
VOO:
12.77%
RTIYX:
-37.86%
VOO:
-33.99%
RTIYX:
-2.35%
VOO:
-0.72%
Returns By Period
In the year-to-date period, RTIYX achieves a 6.45% return, which is significantly higher than VOO's 3.31% return. Over the past 10 years, RTIYX has underperformed VOO with an annualized return of 4.77%, while VOO has yielded a comparatively higher 13.25% annualized return.
RTIYX
6.45%
7.20%
4.73%
11.00%
5.93%
4.77%
VOO
3.31%
4.26%
12.44%
22.48%
14.26%
13.25%
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RTIYX vs. VOO - Expense Ratio Comparison
RTIYX has a 0.44% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
RTIYX vs. VOO — Risk-Adjusted Performance Rank
RTIYX
VOO
RTIYX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Multifactor International Equity Fund (RTIYX) and Vanguard S&P 500 ETF (VOO). 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
RTIYX vs. VOO - Dividend Comparison
RTIYX's dividend yield for the trailing twelve months is around 5.02%, more than VOO's 1.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTIYX Russell Investments Multifactor International Equity Fund | 5.02% | 5.35% | 3.43% | 2.24% | 6.39% | 2.11% | 5.46% | 3.50% | 2.64% | 2.39% | 2.94% | 0.68% |
VOO Vanguard S&P 500 ETF | 1.20% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
RTIYX vs. VOO - Drawdown Comparison
The maximum RTIYX drawdown since its inception was -37.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RTIYX and VOO. For additional features, visit the drawdowns tool.
Volatility
RTIYX vs. VOO - Volatility Comparison
Russell Investments Multifactor International Equity Fund (RTIYX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.35% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.