RMT vs. DGRS
RMT (Royce Micro-Cap Trust, Inc.) is a stock, while DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) is Quality Factor fund tracking the WisdomTree U.S. SmallCap Quality Dividend Growth Index. Over the past 10 years, RMT returned 14.76%/yr vs 9.82%/yr for DGRS. Their 0.76 correlation means they have sometimes moved together and sometimes differently.
Performance
RMT vs. DGRS - Performance Comparison
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Returns By Period
In the year-to-date period, RMT achieves a 34.82% return, which is significantly higher than DGRS's 21.67% return. Over the past 10 years, RMT has outperformed DGRS with an annualized return of 14.76%, while DGRS has yielded a comparatively lower 9.82% annualized return.
RMT
- 1D
- -0.58%
- 1M
- -5.29%
- 6M
- 22.38%
- YTD
- 34.82%
- 1Y
- 56.50%
- 3Y*
- 23.28%
- 5Y*
- 11.62%
- 10Y*
- 14.76%
- ALL TIME*
- 10.18%
DGRS
- 1D
- 0.23%
- 1M
- 1.90%
- 6M
- 12.89%
- YTD
- 21.67%
- 1Y
- 31.79%
- 3Y*
- 12.75%
- 5Y*
- 8.44%
- 10Y*
- 9.82%
- ALL TIME*
- 9.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.61M | $2.32M | $1.84M | |
| $1.65M | $1.79M | $1.92M |
RMT vs. DGRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 34.82% | 16.10% | 13.97% | 15.81% | -16.82% | 22.56% | 27.97% | 25.05% | -14.88% | 25.27% |
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 21.67% | -0.43% | 10.40% | 21.16% | -13.11% | 23.11% | 7.86% | 24.20% | -10.75% | 7.25% |
Correlation
The correlation between RMT and DGRS is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2013 | 0.76 |
The correlation between RMT and DGRS shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RMT vs. DGRS — Risk / Return Rank
RMT
DGRS
RMT vs. DGRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RMT | DGRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | 2.98 | +1.84 |
| Martin ratioReturn relative to average drawdown | 15.82 | 9.53 | +6.29 |
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Drawdowns
RMT vs. DGRS - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.94%, which is greater than DGRS's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for RMT and DGRS.
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Drawdown Indicators
| RMT | DGRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -44.83% | -29.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -9.68% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -26.41% | -27.57% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -27.57% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -50.40% | -44.83% | -5.57% |
Current DrawdownCurrent decline from peak | -7.22% | -1.24% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -14.05% | -6.66% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.03% | +0.43% |
Volatility
RMT vs. DGRS - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 5.76% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 3.72%. This indicates that RMT's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMT | DGRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.72% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.91% | 10.52% | +5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 17.17% | +3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.85% | 20.22% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.44% | 23.57% | -1.13% |
Dividends
RMT vs. DGRS - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 6.02%, more than DGRS's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.04% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
RMT Royce Micro-Cap Trust, Inc. | 6.02% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
Frequently Asked Questions
RMT and DGRS have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RMT has higher volatility (5.76%) compared to DGRS (3.72%). In terms of maximum drawdown, RMT dropped -73.94% vs DGRS's -44.83%.
RMT currently has the higher Sharpe Ratio (2.60 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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