RMT vs. DGRS
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS).
DGRS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. SmallCap Quality Dividend Growth Index. It was launched on Jul 25, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMT or DGRS.
Key characteristics
| RMT | DGRS | |
|---|---|---|
| YTD Return | 16.81% | 17.83% |
| 1Y Return | 39.07% | 39.79% |
| 3Y Return (Ann) | 2.59% | 7.08% |
| 5Y Return (Ann) | 13.41% | 10.99% |
| 10Y Return (Ann) | 9.38% | 9.28% |
| Sharpe Ratio | 1.90 | 1.97 |
| Sortino Ratio | 2.62 | 2.93 |
| Omega Ratio | 1.32 | 1.36 |
| Calmar Ratio | 1.73 | 3.15 |
| Martin Ratio | 10.56 | 11.09 |
| Ulcer Index | 3.78% | 3.56% |
| Daily Std Dev | 21.00% | 20.09% |
| Max Drawdown | -73.93% | -44.83% |
| Current Drawdown | -1.35% | -1.47% |
Correlation
The correlation between RMT and DGRS is 0.77, 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.
Performance
RMT vs. DGRS - Performance Comparison
In the year-to-date period, RMT achieves a 16.81% return, which is significantly lower than DGRS's 17.83% return. Both investments have delivered pretty close results over the past 10 years, with RMT having a 9.38% annualized return and DGRS not far behind at 9.28%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RMT vs. DGRS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) and WisdomTree US 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.
Dividends
RMT vs. DGRS - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 7.35%, more than DGRS's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 7.35% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% | 28.77% | 10.94% |
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 2.01% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 2.09% | 1.82% | 2.54% | 2.07% | 0.50% |
Drawdowns
RMT vs. DGRS - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.93%, 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. For additional features, visit the drawdowns tool.
Volatility
RMT vs. DGRS - Volatility Comparison
The current volatility for Royce Micro-Cap Trust, Inc. (RMT) is 6.97%, while WisdomTree US Smallcap Quality Dividend Growth Fund (DGRS) has a volatility of 7.93%. This indicates that RMT experiences smaller price fluctuations and is considered to be less risky than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.