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PENNX vs. BUFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PENNX vs. BUFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Pennsylvania Mutual Fund (PENNX) and Buffalo Small Cap Fund (BUFSX). The values are adjusted to include any dividend payments, if applicable.

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PENNX vs. BUFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PENNX
Royce Pennsylvania Mutual Fund
0.87%9.02%7.02%26.82%-17.18%21.49%14.11%26.61%-9.94%16.00%
BUFSX
Buffalo Small Cap Fund
-7.54%-0.13%5.38%5.45%-30.01%4.44%66.49%40.97%-5.73%26.96%

Returns By Period

In the year-to-date period, PENNX achieves a 0.87% return, which is significantly higher than BUFSX's -7.54% return. Over the past 10 years, PENNX has outperformed BUFSX with an annualized return of 10.43%, while BUFSX has yielded a comparatively lower 8.96% annualized return.


PENNX

1D
-1.17%
1M
-8.36%
YTD
0.87%
6M
2.90%
1Y
21.24%
3Y*
11.33%
5Y*
5.76%
10Y*
10.43%

BUFSX

1D
-1.58%
1M
-11.35%
YTD
-7.54%
6M
-7.29%
1Y
2.46%
3Y*
-1.05%
5Y*
-6.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PENNX vs. BUFSX - Expense Ratio Comparison

PENNX has a 0.92% expense ratio, which is lower than BUFSX's 1.01% expense ratio.


Return for Risk

PENNX vs. BUFSX — Risk / Return Rank

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

PENNX
PENNX Risk / Return Rank: 5252
Overall Rank
PENNX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
PENNX Sortino Ratio Rank: 5555
Sortino Ratio Rank
PENNX Omega Ratio Rank: 4646
Omega Ratio Rank
PENNX Calmar Ratio Rank: 5757
Calmar Ratio Rank
PENNX Martin Ratio Rank: 5454
Martin Ratio Rank

BUFSX
BUFSX Risk / Return Rank: 77
Overall Rank
BUFSX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BUFSX Sortino Ratio Rank: 88
Sortino Ratio Rank
BUFSX Omega Ratio Rank: 77
Omega Ratio Rank
BUFSX Calmar Ratio Rank: 66
Calmar Ratio Rank
BUFSX Martin Ratio Rank: 66
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.

PENNX vs. BUFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Pennsylvania Mutual Fund (PENNX) and Buffalo Small Cap Fund (BUFSX). 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.


PENNXBUFSXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.09

+0.85

Sortino ratio

Return per unit of downside risk

1.46

0.30

+1.17

Omega ratio

Gain probability vs. loss probability

1.19

1.04

+0.16

Calmar ratio

Return relative to maximum drawdown

1.33

0.01

+1.32

Martin ratio

Return relative to average drawdown

5.24

0.03

+5.21

PENNX vs. BUFSX - Sharpe Ratio Comparison

The current PENNX Sharpe Ratio is 0.94, which is higher than the BUFSX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of PENNX and BUFSX, 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


PENNXBUFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.09

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.27

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.37

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.43

+0.05

Correlation

The correlation between PENNX and BUFSX is 0.88, 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

PENNX vs. BUFSX - Dividend Comparison

PENNX's dividend yield for the trailing twelve months is around 6.64%, while BUFSX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PENNX
Royce Pennsylvania Mutual Fund
6.64%6.70%9.35%4.91%5.19%28.20%5.05%3.85%23.68%21.27%7.15%23.31%
BUFSX
Buffalo Small Cap Fund
0.00%0.00%0.00%0.00%0.00%13.53%9.01%9.14%31.02%30.30%25.19%70.18%

Drawdowns

PENNX vs. BUFSX - Drawdown Comparison

The maximum PENNX drawdown since its inception was -57.00%, which is greater than BUFSX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for PENNX and BUFSX.


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Drawdown Indicators


PENNXBUFSXDifference

Max Drawdown

Largest peak-to-trough decline

-57.00%

-53.24%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-14.92%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-46.57%

+18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-41.10%

-46.74%

+5.64%

Current Drawdown

Current decline from peak

-10.21%

-37.02%

+26.81%

Average Drawdown

Average peak-to-trough decline

-9.43%

-12.82%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

4.21%

-0.74%

Volatility

PENNX vs. BUFSX - Volatility Comparison

Royce Pennsylvania Mutual Fund (PENNX) and Buffalo Small Cap Fund (BUFSX) have volatilities of 6.36% and 6.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PENNXBUFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

6.37%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.84%

13.84%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

23.32%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

24.65%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

24.50%

-3.01%