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RIPIX vs. MXMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIPIX vs. MXMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce International Premier Fund Institutional Class (RIPIX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). The values are adjusted to include any dividend payments, if applicable.

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RIPIX vs. MXMGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RIPIX
Royce International Premier Fund Institutional Class
-9.90%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
-6.76%2.99%9.02%19.61%-22.82%15.25%23.65%31.28%-7.32%

Returns By Period

In the year-to-date period, RIPIX achieves a -9.90% return, which is significantly lower than MXMGX's -6.76% return.


RIPIX

1D
-0.44%
1M
-10.68%
YTD
-9.90%
6M
-12.89%
1Y
-0.99%
3Y*
-2.49%
5Y*
-4.59%
10Y*

MXMGX

1D
-0.36%
1M
-9.29%
YTD
-6.76%
6M
-6.22%
1Y
3.56%
3Y*
5.30%
5Y*
1.49%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIPIX vs. MXMGX - Expense Ratio Comparison

RIPIX has a 1.04% expense ratio, which is higher than MXMGX's 1.02% expense ratio.


Return for Risk

RIPIX vs. MXMGX — Risk / Return Rank

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

RIPIX
RIPIX Risk / Return Rank: 44
Overall Rank
RIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 33
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 44
Martin Ratio Rank

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

RIPIX vs. MXMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce International Premier Fund Institutional Class (RIPIX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.


RIPIXMXMGXDifference

Sharpe ratio

Return per unit of total volatility

-0.14

0.10

-0.23

Sortino ratio

Return per unit of downside risk

-0.09

0.29

-0.38

Omega ratio

Gain probability vs. loss probability

0.99

1.04

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.19

0.04

-0.23

Martin ratio

Return relative to average drawdown

-0.51

0.18

-0.69

RIPIX vs. MXMGX - Sharpe Ratio Comparison

The current RIPIX Sharpe Ratio is -0.14, which is lower than the MXMGX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of RIPIX and MXMGX, 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


RIPIXMXMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.10

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.08

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.27

-0.23

Correlation

The correlation between RIPIX and MXMGX is 0.63, 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

RIPIX vs. MXMGX - Dividend Comparison

RIPIX's dividend yield for the trailing twelve months is around 1.62%, less than MXMGX's 1.80% yield.


TTM202520242023202220212020201920182017
RIPIX
Royce International Premier Fund Institutional Class
1.62%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
1.80%1.68%3.66%2.39%2.66%4.92%2.74%2.19%6.13%4.53%

Drawdowns

RIPIX vs. MXMGX - Drawdown Comparison

The maximum RIPIX drawdown since its inception was -41.89%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for RIPIX and MXMGX.


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Drawdown Indicators


RIPIXMXMGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.89%

-60.97%

+19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-12.47%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-41.89%

-32.33%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

Current Drawdown

Current decline from peak

-33.58%

-10.29%

-23.29%

Average Drawdown

Average peak-to-trough decline

-17.83%

-11.85%

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

3.46%

+2.57%

Volatility

RIPIX vs. MXMGX - Volatility Comparison

Royce International Premier Fund Institutional Class (RIPIX) has a higher volatility of 5.45% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 4.76%. This indicates that RIPIX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIPIXMXMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

4.76%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

9.94%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.61%

20.51%

-6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

18.96%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

18.91%

-2.77%