RMT vs. DGRS
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and WisdomTree U.S. 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.
Performance
RMT vs. DGRS - Performance Comparison
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RMT vs. DGRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 12.17% | 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 | 7.71% | -0.43% | 10.40% | 21.16% | -13.11% | 23.11% | 7.86% | 24.20% | -10.75% | 7.25% |
Returns By Period
In the year-to-date period, RMT achieves a 12.17% return, which is significantly higher than DGRS's 7.71% return. Over the past 10 years, RMT has outperformed DGRS with an annualized return of 13.92%, while DGRS has yielded a comparatively lower 9.19% annualized return.
RMT
- 1D
- 1.77%
- 1M
- -6.33%
- YTD
- 12.17%
- 6M
- 14.38%
- 1Y
- 48.38%
- 3Y*
- 18.59%
- 5Y*
- 8.79%
- 10Y*
- 13.92%
DGRS
- 1D
- 0.55%
- 1M
- -3.85%
- YTD
- 7.71%
- 6M
- 7.61%
- 1Y
- 16.95%
- 3Y*
- 11.33%
- 5Y*
- 5.47%
- 10Y*
- 9.19%
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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.
| RMT | DGRS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.77 | +1.34 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.25 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.16 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 1.25 | +2.20 |
Martin ratioReturn relative to average drawdown | 12.76 | 4.18 | +8.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RMT | DGRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.77 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.27 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.39 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.02 |
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.
Dividends
RMT vs. DGRS - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 6.86%, more than DGRS's 2.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 6.86% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund | 2.39% | 2.68% | 2.15% | 2.36% | 2.88% | 2.19% | 2.32% | 2.39% | 2.64% | 1.90% | 1.82% | 2.55% |
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 | -13.73% | -14.03% | +0.30% |
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 | -6.33% | -5.39% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -6.80% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 4.19% | -0.48% |
Volatility
RMT vs. DGRS - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 8.78% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.78%. 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 | 8.78% | 4.78% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 12.48% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 22.24% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 20.51% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 23.63% | -1.38% |