RMT vs. VBK
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and Vanguard Small-Cap Growth ETF (VBK).
VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
RMT vs. VBK - Performance Comparison
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RMT vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 10.22% | 16.10% | 13.97% | 15.81% | -16.82% | 22.56% | 27.97% | 25.05% | -14.88% | 25.27% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, RMT achieves a 10.22% return, which is significantly higher than VBK's 0.16% return. Over the past 10 years, RMT has outperformed VBK with an annualized return of 13.72%, while VBK has yielded a comparatively lower 10.46% annualized return.
RMT
- 1D
- 2.17%
- 1M
- -5.85%
- YTD
- 10.22%
- 6M
- 13.15%
- 1Y
- 44.77%
- 3Y*
- 17.90%
- 5Y*
- 8.41%
- 10Y*
- 13.72%
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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Return for Risk
RMT vs. VBK — Risk / Return Rank
RMT
VBK
RMT vs. VBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) and Vanguard Small-Cap Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.85 | +1.10 |
Sortino ratioReturn per unit of downside risk | 2.67 | 1.34 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.18 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 1.38 | +1.84 |
Martin ratioReturn relative to average drawdown | 12.00 | 5.52 | +6.48 |
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 | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.85 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.09 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.46 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.40 | -0.02 |
Correlation
The correlation between RMT and VBK is 0.79, 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. VBK - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 6.98%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 6.98% | 7.57% | 7.59% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
RMT vs. VBK - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.94%, which is greater than VBK's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for RMT and VBK.
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Drawdown Indicators
| RMT | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -58.68% | -15.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -14.56% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -38.39% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -50.40% | -38.70% | -11.70% |
Current DrawdownCurrent decline from peak | -7.96% | -7.57% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -10.22% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.65% | +0.04% |
Volatility
RMT vs. VBK - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 8.61% and 8.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMT | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 8.73% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 15.41% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.01% | 24.44% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 23.49% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 22.80% | -0.55% |