RMT vs. PEXL
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and Pacer US Export Leaders ETF (PEXL).
PEXL is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Export Leaders ETF Index. It was launched on Jul 23, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMT or PEXL.
Key characteristics
| RMT | PEXL | |
|---|---|---|
| YTD Return | 16.81% | 10.59% |
| 1Y Return | 39.07% | 24.48% |
| 3Y Return (Ann) | 2.59% | 3.52% |
| 5Y Return (Ann) | 13.41% | 15.57% |
| Sharpe Ratio | 1.90 | 1.48 |
| Sortino Ratio | 2.62 | 2.07 |
| Omega Ratio | 1.32 | 1.26 |
| Calmar Ratio | 1.73 | 1.94 |
| Martin Ratio | 10.56 | 7.51 |
| Ulcer Index | 3.78% | 3.22% |
| Daily Std Dev | 21.00% | 16.41% |
| Max Drawdown | -73.93% | -33.67% |
| Current Drawdown | -1.35% | -2.14% |
Correlation
The correlation between RMT and PEXL is 0.69, 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.
Performance
RMT vs. PEXL - Performance Comparison
In the year-to-date period, RMT achieves a 16.81% return, which is significantly higher than PEXL's 10.59% return. 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. PEXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) and Pacer US Export Leaders ETF (PEXL). 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. PEXL - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 7.35%, more than PEXL's 0.44% 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% |
PEXL Pacer US Export Leaders ETF | 0.44% | 0.49% | 0.59% | 0.22% | 0.48% | 0.48% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RMT vs. PEXL - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.93%, which is greater than PEXL's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for RMT and PEXL. For additional features, visit the drawdowns tool.
Volatility
RMT vs. PEXL - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 6.97% compared to Pacer US Export Leaders ETF (PEXL) at 4.82%. This indicates that RMT's price experiences larger fluctuations and is considered to be riskier than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.