Preheat an oven to 450°F/230°C.
Bring a pot of salted water to a boil. Add the rutabagas, carrots and parsnips and simmer until they give slightly when pierced with a fork, about 5 minutes.
Place the rutabagas, carrots, parsnips, Brussels sprouts and sweet potatoes in a large roasting pan.
Melt the butter in a small sauce pan and stir in the oil, thyme, sage and nutmeg.
Drizzle the butter mixture over the vegetables and toss to coat them completely. Season to taste with salt and pepper.
Pour the Marsala into the bottom of the roasting pan. Cover pan tightly with foil and bake in the oven for 40 minutes.
Remove the foil, toss the vegetables, and continue to cook until the Marsala is evaporated and the vegetables can be easily pierced with a knife, about 20 - 30 minutes.
Place the roasted vegetables on a platter and serve immediately.