RTDSX
Multifactor U.S. Equity Fund
RUSSELL INVESTMENT CO

Average annual returns

Through 2025
1 year
16.18%
3 year
21.20%
5 year
13.54%
10 year
13.51%

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

81 months through April 30, 2026
Volatility (ann.)
13.24%
Sharpe
1.53
Sortino
3.19
Max drawdown
-23.12%
Best month
12.41%
Worst month
-15.09%
Beta vs VTSAX
0.98
Correlation
1.00

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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