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Russell Investments Multi-Factor International Equity Pool B

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International Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeC Click for more information on Fundata’s ESG Grade

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

NAVPS
(09-19-2025) 		$11.92
Change
-$0.05 (-0.42%)

As at August 31, 2025

As at March 31, 2025

As at August 31, 2025

Period
Created with Highcharts 10.3.3Jan 2023Jul 2023Jan 2024Jul 2024Jan 2025Jul 2025Oct 2022Apr 2023Oct 2023Apr 2024Oct 2024Apr 2025May 2018May 2019May 2020May 2021May 2022May 2023May 2024May 2025May 20…$8,000$10,000$12,000$14,000$16,000$18,000Period

Legend

Russell Investments Multi-Factor International Equity Pool B

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Fund Returns

Inception Return (April 06, 2018): 5.25%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 3.47% 4.19% 7.22% 16.45% 14.47% 15.94% 16.94% 7.67% 10.36% 8.51% 6.11% - - -
Benchmark 3.32% 6.11% 10.68% 18.41% 16.71% 17.28% 18.31% 7.77% 10.72% 9.90% 7.95% 8.12% 8.63% 7.83%
Category Average 2.24% 2.80% 5.53% 12.72% 10.92% 13.96% 15.21% 5.19% 8.23% 8.02% 6.49% 6.44% 7.01% 6.36%
Category Rank 174 / 822 244 / 810 227 / 789 187 / 785 226 / 779 224 / 744 231 / 705 177 / 687 193 / 659 310 / 610 393 / 553 - - -
Quartile Ranking 1 2 2 1 2 2 2 2 2 3 3 - - -

Monthly Return

Created with Highcharts 10.3.3-4%-2%0%2%4%6%8%
Monthly Return
Return % Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Fund 0.69% -2.72% 0.66% -0.30% 5.85% 2.61% -0.61% -0.32% 3.87% 1.51% -0.80% 3.47%
Benchmark 1.09% -2.68% 0.03% 0.16% 5.72% 1.20% -0.76% 0.66% 4.41% 2.18% 0.51% 3.32%

Best Monthly Return Since Inception

11.89% (November 2022)

Worst Monthly Return Since Inception

-11.53% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund - - - - 11.15% -0.47% 11.03% -7.89% 12.73% 11.25%
Benchmark 19.41% -1.70% 18.37% -6.81% 16.27% 8.01% 8.97% -10.67% 15.74% 11.18%
Category Average 13.82% -2.56% 17.84% -8.91% 17.54% 7.87% 8.64% -12.60% 13.75% 10.76%
Quartile Ranking - - - - 4 4 2 2 3 3
Category Rank - - - - 520/ 587 509/ 637 199/ 667 196/ 689 465/ 719 466/ 754

Best Calendar Return (Last 10 years)

12.73% (2023)

Worst Calendar Return (Last 10 years)

-7.89% (2022)

Asset Allocation

Asset Allocation
Name Percent
International Equity 96.30
Cash and Equivalents 3.14
Income Trust Units 0.56

Sector Allocation

Sector Allocation
Name Percent
Financial Services 23.59
Consumer Goods 14.16
Healthcare 10.78
Industrial Goods 8.94
Technology 8.42
Other 34.11

Geographic Allocation

Geographic Allocation
Name Percent
Europe 64.17
Asia 31.56
North America 2.67
Africa and Middle East 1.60

Top Holdings

Top Holdings
Name Percent
Sap SE 1.53
RICL CAD CASH MGT FND SERIES O 1.47
Shell PLC 1.35
ASML Holding NV 1.30
Roche Holding AG - Partcptn 1.29
Nestle SA Cl N 1.25
Novartis AG Cl N 1.18
Novo Nordisk A/S Cl B 1.16
CANADIAN DOLLAR 1.15
HSBC Holdings PLC 1.13

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return89101112131415161718190%5%10%15%20%25%30%

Russell Investments Multi-Factor International Equity Pool B

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 11.37% 12.17% -
Beta 0.98% 0.94% -
Alpha -0.01% 0.00% -
Rsquared 0.94% 0.93% -
Sharpe 1.09% 0.66% -
Sortino 2.54% 1.14% -
Treynor 0.13% 0.09% -
Tax Efficiency 92.66% 88.53% -
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 -

Risk Rating

Rating 6 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 8.34% 11.37% 12.17% -
Beta 1.00% 0.98% 0.94% -
Alpha -0.02% -0.01% 0.00% -
Rsquared 0.91% 0.94% 0.93% -
Sharpe 1.30% 1.09% 0.66% -
Sortino 3.25% 2.54% 1.14% -
Treynor 0.11% 0.13% 0.09% -
Tax Efficiency 92.02% 92.66% 88.53% -

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A37.3​37.330.9​30.90%10%20%30%40%50%60%70%80%90%100%

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A35.3​35.330.6​30.60%10%20%30%40%50%60%70%80%90%100%

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A59.4​59.442.7​42.70%10%20%30%40%50%60%70%80%90%100%

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A34.6​34.628.4​28.40%10%20%30%40%50%60%70%80%90%100%

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date April 06, 2018
Instrument Type Mutual Fund
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $0

Fund Codes

FundServ Code Load Code Sales Status
FRC454

Investment Objectives

The Fund’s investment objective is to provide long-term capital growth by investing principally in equity securities of issuers outside of Canada and the United States using multiple factors to select investments. The investment objective cannot be changed unless unitholders of the Fund approve the change at a meeting.

Investment Strategy

This Fund uses research driven analysis that seeks to isolate and assess a diversified set of factors, each of which is intended to identify suitable investments for the Fund. The Fund uses the following styles: value, momentum, quality, low volatility, growth and small-capitalization. The Fund may use derivatives to hedge against changes in the value of the Fund’s investments caused by changes to the exchange rates between the Canadian dollar and other currencies.

Portfolio Management

Portfolio Manager

Russell Investments Canada Limited
Sub-Advisor

Russell Investment Management, LLC

Management and Organization

Fund Manager

Russell Investments Canada Limited
Custodian

State Street Trust Company Canada
Registrar

International Financial Data Services (Canada) Ltd
Distributor

Russell Investments Canada Limited

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 500
PAC Subsequent 500
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 1.76%
Management Fee 1.30%
Load Back Fee Only
FE Max 5.00%
DSC Max -
Trailer Fee Max (FE) 1.00%
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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