RMT vs. VOO
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RMT or VOO.
Key characteristics
| RMT | VOO | |
|---|---|---|
| YTD Return | 15.66% | 26.94% |
| 1Y Return | 33.19% | 35.06% |
| 3Y Return (Ann) | 2.25% | 10.23% |
| 5Y Return (Ann) | 13.02% | 15.77% |
| 10Y Return (Ann) | 9.27% | 13.41% |
| Sharpe Ratio | 1.79 | 3.08 |
| Sortino Ratio | 2.49 | 4.09 |
| Omega Ratio | 1.30 | 1.58 |
| Calmar Ratio | 1.78 | 4.46 |
| Martin Ratio | 9.96 | 20.36 |
| Ulcer Index | 3.78% | 1.85% |
| Daily Std Dev | 21.02% | 12.23% |
| Max Drawdown | -73.93% | -33.99% |
| Current Drawdown | -2.32% | -0.25% |
Correlation
The correlation between RMT and VOO is 0.74, 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. VOO - Performance Comparison
In the year-to-date period, RMT achieves a 15.66% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, RMT has underperformed VOO with an annualized return of 9.27%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
RMT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro-Cap Trust, Inc. (RMT) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 7.43%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMT Royce Micro-Cap Trust, Inc. | 7.43% | 8.01% | 10.94% | 7.27% | 6.03% | 7.96% | 10.11% | 7.31% | 7.84% | 17.36% | 28.77% | 10.94% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RMT vs. VOO - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RMT and VOO. For additional features, visit the drawdowns tool.
Volatility
RMT vs. VOO - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 7.03% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that RMT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.