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Russell Investments Multifactor U.S. Equity Fund Class A RTDAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RTDAX | Replication |
|---|---|---|
| Annualized growth | 12.5% | 13.2% |
| Annualized volatility | 16.1% | 16.6% |
| Sharpe ratio | 0.81 | 0.83 |
| Maximum drawdown | 22.8% | 23.6% |
| Replication fit (R²) | 0.99 · Tracking error 1.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model RTDAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 42.6% |
| LRGF | Factor · Multi-Factor | 29.1% |
| VTI | US Broad Market | 10.6% |
| VUG | Style · Growth | 9.1% |
| VBR | Small-Cap · Value | 8.6% |