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RMT vs. PEXL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

RMT vs. PEXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Micro-Cap Trust, Inc. (RMT) and Pacer US Export Leaders ETF (PEXL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.49%
-0.64%
RMT
PEXL

Key characteristics

Sharpe Ratio

RMT:

0.74

PEXL:

0.44

Sortino Ratio

RMT:

1.14

PEXL:

0.71

Omega Ratio

RMT:

1.14

PEXL:

1.09

Calmar Ratio

RMT:

1.13

PEXL:

0.66

Martin Ratio

RMT:

3.80

PEXL:

2.13

Ulcer Index

RMT:

3.93%

PEXL:

3.42%

Daily Std Dev

RMT:

20.19%

PEXL:

16.45%

Max Drawdown

RMT:

-73.93%

PEXL:

-33.67%

Current Drawdown

RMT:

-5.28%

PEXL:

-5.14%

Returns By Period

In the year-to-date period, RMT achieves a 12.80% return, which is significantly higher than PEXL's 7.20% return.


RMT

YTD

12.80%

1M

-3.23%

6M

10.49%

1Y

12.80%

5Y*

11.21%

10Y*

8.62%

PEXL

YTD

7.20%

1M

-3.31%

6M

-0.64%

1Y

6.75%

5Y*

13.20%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for RMT, currently valued at 0.74, compared to the broader market-4.00-2.000.002.000.740.44
The chart of Sortino ratio for RMT, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.140.71
The chart of Omega ratio for RMT, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.09
The chart of Calmar ratio for RMT, currently valued at 1.13, compared to the broader market0.002.004.006.001.130.66
The chart of Martin ratio for RMT, currently valued at 3.80, compared to the broader market-5.000.005.0010.0015.0020.0025.003.802.13
RMT
PEXL

The current RMT Sharpe Ratio is 0.74, which is higher than the PEXL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of RMT and PEXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.74
0.44
RMT
PEXL

Dividends

RMT vs. PEXL - Dividend Comparison

RMT's dividend yield for the trailing twelve months is around 7.67%, more than PEXL's 0.45% yield.


TTM20232022202120202019201820172016201520142013
RMT
Royce Micro-Cap Trust, Inc.
7.67%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
0.45%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.28%
-5.14%
RMT
PEXL

Volatility

RMT vs. PEXL - Volatility Comparison

Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 5.11% compared to Pacer US Export Leaders ETF (PEXL) at 4.69%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.11%
4.69%
RMT
PEXL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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