RGT vs. VOO
Compare and contrast key facts about Royce Global Value Trust, Inc. (RGT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGT or VOO.
Performance
RGT vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, RGT achieves a 18.36% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, RGT has underperformed VOO with an annualized return of 6.82%, while VOO has yielded a comparatively higher 13.18% annualized return.
RGT
18.36%
-0.60%
5.39%
31.41%
7.25%
6.82%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| RGT | VOO | |
|---|---|---|
| Sharpe Ratio | 1.97 | 2.70 |
| Sortino Ratio | 2.70 | 3.60 |
| Omega Ratio | 1.34 | 1.50 |
| Calmar Ratio | 0.82 | 3.90 |
| Martin Ratio | 11.94 | 17.65 |
| Ulcer Index | 2.65% | 1.86% |
| Daily Std Dev | 16.04% | 12.19% |
| Max Drawdown | -46.83% | -33.99% |
| Current Drawdown | -19.03% | -0.86% |
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Correlation
The correlation between RGT and VOO is 0.68, 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.
Risk-Adjusted Performance
RGT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Global Value Trust, Inc. (RGT) and Vanguard S&P 500 ETF (VOO). 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
RGT vs. VOO - Dividend Comparison
RGT's dividend yield for the trailing twelve months is around 1.30%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGT Royce Global Value Trust, Inc. | 1.30% | 1.54% | 1.50% | 21.07% | 8.91% | 0.51% | 0.45% | 1.02% | 1.74% | 1.34% | 1.87% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RGT vs. VOO - Drawdown Comparison
The maximum RGT drawdown since its inception was -46.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RGT and VOO. For additional features, visit the drawdowns tool.
Volatility
RGT vs. VOO - Volatility Comparison
Royce Global Value Trust, Inc. (RGT) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.90% and 3.99%, 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.