See what your fund actually adds
Russell Investment Tax-Managed U.S. Large Cap Fund Class A RTLAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | RTLAX | Replication |
|---|---|---|
| Annualized growth | 10.4% | 13.4% |
| Annualized volatility | 16.0% | 16.3% |
| Sharpe ratio | 0.70 | 0.85 |
| Maximum drawdown | 25.4% | 23.9% |
| Replication fit (R²) | 0.99 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model RTLAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 100.0% |