GMSMX vs. RYOTX
Compare and contrast key facts about GuideMark Small/Mid Cap Core Fund (GMSMX) and Royce Micro Cap Series Fund (RYOTX).
GMSMX is managed by GuideMark. It was launched on Jun 29, 2001. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
GMSMX vs. RYOTX - Performance Comparison
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GMSMX vs. RYOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMSMX GuideMark Small/Mid Cap Core Fund | 0.00% | 8.76% | 11.29% | 17.73% | -18.23% | 24.45% | 21.98% | 23.25% | -9.38% | 14.46% |
RYOTX Royce Micro Cap Series Fund | 9.23% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
Over the past 10 years, GMSMX has underperformed RYOTX with an annualized return of 10.22%, while RYOTX has yielded a comparatively higher 11.46% annualized return.
GMSMX
- 1D
- 3.16%
- 1M
- -5.42%
- YTD
- 0.00%
- 6M
- 0.91%
- 1Y
- 17.10%
- 3Y*
- 11.58%
- 5Y*
- 4.46%
- 10Y*
- 10.22%
RYOTX
- 1D
- 2.99%
- 1M
- -7.15%
- YTD
- 9.23%
- 6M
- 10.78%
- 1Y
- 45.50%
- 3Y*
- 17.84%
- 5Y*
- 7.08%
- 10Y*
- 11.46%
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GMSMX vs. RYOTX - Expense Ratio Comparison
GMSMX has a 1.17% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
GMSMX vs. RYOTX — Risk / Return Rank
GMSMX
RYOTX
GMSMX vs. RYOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark Small/Mid Cap Core Fund (GMSMX) and Royce Micro Cap Series Fund (RYOTX). 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.
| GMSMX | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 1.73 | -0.91 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.37 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 3.26 | -1.93 |
Martin ratioReturn relative to average drawdown | 5.06 | 11.42 | -6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GMSMX | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.73 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.30 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.59 | -0.32 |
Correlation
The correlation between GMSMX and RYOTX is 0.91, 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.
Dividends
GMSMX vs. RYOTX - Dividend Comparison
GMSMX's dividend yield for the trailing twelve months is around 6.91%, less than RYOTX's 13.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMSMX GuideMark Small/Mid Cap Core Fund | 6.91% | 6.91% | 9.08% | 0.67% | 2.29% | 11.71% | 2.06% | 1.43% | 6.72% | 34.90% | 0.28% | 2.83% |
RYOTX Royce Micro Cap Series Fund | 13.68% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
GMSMX vs. RYOTX - Drawdown Comparison
The maximum GMSMX drawdown since its inception was -70.55%, which is greater than RYOTX's maximum drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for GMSMX and RYOTX.
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Drawdown Indicators
| GMSMX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.55% | -56.86% | -13.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -13.59% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.90% | -35.84% | +6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.31% | -44.87% | +3.56% |
Current DrawdownCurrent decline from peak | -6.35% | -7.15% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -14.93% | -9.47% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.88% | -0.33% |
Volatility
GMSMX vs. RYOTX - Volatility Comparison
The current volatility for GuideMark Small/Mid Cap Core Fund (GMSMX) is 6.88%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that GMSMX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMSMX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 9.07% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 17.62% | -4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 26.53% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 23.39% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 23.03% | -1.33% |