Russell High Efficiency™ Factor Indexes

Efficient and effective tools for factor-based investing.

This index series employs a consistent, factor-based weighting methodology to deliver institutional quality exposure to commonly identified factors: Low Volatility, Momentum, Quality, and Value. Designed to be modular and investable, these indices offer investors the ability to combine factor exposures.

More about High Efficiency Factor Indexes

Featured Research

Smart Beta Guidebook
An Overview to Russell Smart Beta Indexes

Small Cap Perspectives - September 2014 (PDF)
Small Cap Perspectives: Quarterly Market analysis and commentary for the Russell 2000® Index.

Efficient exposure to low volatility, momentum, quality and value (PDF)
The Russell High Efficiency Factor Index (HEFI) series provides exposure to four commonly understood factors that drive equity returns: Low Volatility, Momentum, Quality and Value.

Smart Beta Survey (PDF)
Smart Beta: A deeper look at asset owner perceptions.