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HRIIX vs. RYIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HRIIX vs. RYIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hood River International Opportunity Fund Investor Class (HRIIX) and Royce International Premier Fund (RYIPX). The values are adjusted to include any dividend payments, if applicable.

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HRIIX vs. RYIPX - Yearly Performance Comparison


2026 (YTD)202520242023
HRIIX
Hood River International Opportunity Fund Investor Class
6.14%42.94%19.95%20.39%
RYIPX
Royce International Premier Fund
-9.99%9.37%-7.37%20.23%

Returns By Period

In the year-to-date period, HRIIX achieves a 6.14% return, which is significantly higher than RYIPX's -9.99% return.


HRIIX

1D
-2.33%
1M
-13.38%
YTD
6.14%
6M
13.09%
1Y
70.72%
3Y*
5Y*
10Y*

RYIPX

1D
-0.43%
1M
-10.69%
YTD
-9.99%
6M
-13.08%
1Y
-1.35%
3Y*
-2.90%
5Y*
-4.98%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HRIIX vs. RYIPX - Expense Ratio Comparison

HRIIX has a 1.51% expense ratio, which is higher than RYIPX's 1.44% expense ratio.


Return for Risk

HRIIX vs. RYIPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HRIIX
HRIIX Risk / Return Rank: 9797
Overall Rank
HRIIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HRIIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
HRIIX Omega Ratio Rank: 9494
Omega Ratio Rank
HRIIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
HRIIX Martin Ratio Rank: 9898
Martin Ratio Rank

RYIPX
RYIPX Risk / Return Rank: 33
Overall Rank
RYIPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RYIPX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYIPX Omega Ratio Rank: 33
Omega Ratio Rank
RYIPX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYIPX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HRIIX vs. RYIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hood River International Opportunity Fund Investor Class (HRIIX) and Royce International Premier Fund (RYIPX). 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.


HRIIXRYIPXDifference

Sharpe ratio

Return per unit of total volatility

2.87

-0.17

+3.03

Sortino ratio

Return per unit of downside risk

3.49

-0.13

+3.62

Omega ratio

Gain probability vs. loss probability

1.49

0.98

+0.51

Calmar ratio

Return relative to maximum drawdown

4.78

-0.21

+4.99

Martin ratio

Return relative to average drawdown

19.50

-0.56

+20.06

HRIIX vs. RYIPX - Sharpe Ratio Comparison

The current HRIIX Sharpe Ratio is 2.87, which is higher than the RYIPX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of HRIIX and RYIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HRIIXRYIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

-0.17

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.80

0.28

+1.52

Correlation

The correlation between HRIIX and RYIPX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HRIIX vs. RYIPX - Dividend Comparison

HRIIX's dividend yield for the trailing twelve months is around 5.43%, more than RYIPX's 0.88% yield.


TTM20252024202320222021202020192018201720162015
HRIIX
Hood River International Opportunity Fund Investor Class
5.43%5.76%0.03%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RYIPX
Royce International Premier Fund
0.88%0.79%4.10%2.18%3.18%4.51%0.00%0.20%0.00%0.71%2.40%2.61%

Drawdowns

HRIIX vs. RYIPX - Drawdown Comparison

The maximum HRIIX drawdown since its inception was -24.78%, smaller than the maximum RYIPX drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for HRIIX and RYIPX.


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Drawdown Indicators


HRIIXRYIPXDifference

Max Drawdown

Largest peak-to-trough decline

-24.78%

-42.14%

+17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-16.68%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-42.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.14%

Current Drawdown

Current decline from peak

-13.78%

-34.81%

+21.03%

Average Drawdown

Average peak-to-trough decline

-3.59%

-12.18%

+8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

6.17%

-2.79%

Volatility

HRIIX vs. RYIPX - Volatility Comparison

Hood River International Opportunity Fund Investor Class (HRIIX) has a higher volatility of 9.80% compared to Royce International Premier Fund (RYIPX) at 5.39%. This indicates that HRIIX's price experiences larger fluctuations and is considered to be riskier than RYIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HRIIXRYIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.80%

5.39%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

9.16%

+8.68%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

13.55%

+10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

15.28%

+6.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

15.12%

+6.31%