DGRS vs. RMT
Compare and contrast key facts about WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Royce Micro-Cap Trust, Inc. (RMT).
DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRS or RMT.
Key characteristics
| DGRS | RMT | |
|---|---|---|
| YTD Return | 1.11% | 0.74% |
| 1Y Return | 25.36% | 24.09% |
| 3Y Return (Ann) | 2.98% | 0.46% |
| 5Y Return (Ann) | 8.12% | 10.11% |
| 10Y Return (Ann) | 8.29% | 8.34% |
| Sharpe Ratio | 1.25 | 1.21 |
| Daily Std Dev | 18.68% | 18.09% |
| Max Drawdown | -44.83% | -73.93% |
| Current Drawdown | -3.74% | -7.73% |
Correlation
The correlation between DGRS and RMT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DGRS vs. RMT - Performance Comparison
In the year-to-date period, DGRS achieves a 1.11% return, which is significantly higher than RMT's 0.74% return. Both investments have delivered pretty close results over the past 10 years, with DGRS having a 8.29% annualized return and RMT not far ahead at 8.34%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DGRS vs. RMT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) and Royce Micro-Cap Trust, Inc. (RMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DGRS vs. RMT - Dividend Comparison
DGRS's dividend yield for the trailing twelve months is around 2.32%, less than RMT's 7.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 2.32% | 2.36% | 2.88% | 2.19% | 2.31% | 2.39% | 2.63% | 2.08% | 1.82% | 2.54% | 2.06% | 0.49% |
RMT Royce Micro-Cap Trust, Inc. | 7.99% | 8.01% | 10.94% | 7.22% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% | 28.77% | 10.94% |
Drawdowns
DGRS vs. RMT - Drawdown Comparison
The maximum DGRS drawdown since its inception was -44.83%, smaller than the maximum RMT drawdown of -73.93%. Use the drawdown chart below to compare losses from any high point for DGRS and RMT. For additional features, visit the drawdowns tool.
Volatility
DGRS vs. RMT - Volatility Comparison
The current volatility for WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) is 4.87%, while Royce Micro-Cap Trust, Inc. (RMT) has a volatility of 5.44%. This indicates that DGRS experiences smaller price fluctuations and is considered to be less risky than RMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.