INDX-RLV

Russell 1000 Value

Index

$2,514.45−3.18 (−0.13%)Close Oct 16, 2026

Sep 30, 2002 – Oct 16, 2026

Final balance: $59,805
CAGR: +7.72%
Max drawdown: −62.23%
Sharpe ratio: 0.49

Growth of $10,000

Trailing returns (%)

Russell 1000 Value's average annual return was 9.41% over the last 10 years and 6.02% over the last 20 years, through Oct 16, 2026. $10,000 in the Russell 1000 Value on Oct 14, 2016 grew to $24,570 by Oct 16, 2026.

Ticker	1M	3M	6M	YTD	1Y	3Y	5Y	10Y	15Y	20Y	Since 2002
INDX-RLV	+1.72	+2.52	+13.62	+21.38	+26.61	+18.90	+9.40	+9.41	+10.04	+6.02	+7.72

1M: +1.72%
3M: +2.52%
6M: +13.62%
YTD: +21.38%
1Y: +26.61%
3Y: +18.90%
5Y: +9.40%
10Y: +9.41%
15Y: +10.04%
20Y: +6.02%
Since 2002: +7.72%

Annual returns

2002 from Sep 30 · 2026 through Oct 16

Russell 1000 Value returns by year

Year	Return
2026 through Oct 16	+21.38%
2025	+13.58%
2024	+11.94%
2023	+8.84%
2022	−9.50%
2021	+22.58%
2020	+0.15%
2019	+23.23%
2018	−10.55%
2017	+10.90%
2016	+14.29%
2015	−6.19%
2014	+10.85%
2013	+29.44%
2012	+14.47%
2011	−2.06%
2010	+12.88%
2009	+16.27%
2008	−38.82%
2007	−2.66%
2006	+19.22%
2005	+4.43%
2004	+13.70%
2003	+26.73%
2002 from Sep 30	+8.41%

Metrics

Since 2002

Volatility	19.16%
Sortino ratio	0.68
Calmar ratio	0.12
Best year, 2013	+29.44%
Worst year, 2008	−38.82%
Positive years	17 of 23
Longest drawdown	6.4 years

Worst drawdowns

Since 2002

Decline	Peak	Bottom	Recovered	Length
−62.2%	Jun 2007	Mar 2009	Oct 2013	6.4 years
−38.6%	Jan 2020	Mar 2020	Jan 2021	1 year
−20.4%	Jan 2022	Sep 2022	Feb 2024	2.1 years
−20.2%	Jan 2018	Dec 2018	Nov 2019	1.8 years
−17.6%	Dec 2014	Feb 2016	Aug 2016	1.6 years