RMT vs. VSIAX
Compare and contrast key facts about Royce Micro-Cap Trust, Inc. (RMT) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
RMT vs. VSIAX - Performance Comparison
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RMT vs. VSIAX - 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 3.10% | 9.09% | 11.34% | 17.06% | -9.31% | 28.10% | 5.80% | 22.76% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, RMT achieves a 12.17% return, which is significantly higher than VSIAX's 3.10% return. Over the past 10 years, RMT has outperformed VSIAX with an annualized return of 13.92%, while VSIAX has yielded a comparatively lower 10.08% 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%
VSIAX
- 1D
- 2.28%
- 1M
- -5.22%
- YTD
- 3.10%
- 6M
- 4.82%
- 1Y
- 18.55%
- 3Y*
- 13.36%
- 5Y*
- 7.55%
- 10Y*
- 10.08%
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Return for Risk
RMT vs. VSIAX — Risk / Return Rank
RMT
VSIAX
RMT vs. VSIAX - 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 Value Index Fund Admiral Shares (VSIAX). 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 | VSIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.92 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.41 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 1.37 | +2.08 |
Martin ratioReturn relative to average drawdown | 12.76 | 5.62 | +7.14 |
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 | VSIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 0.92 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.38 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.45 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.56 | -0.19 |
Correlation
The correlation between RMT and VSIAX is 0.81, 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. VSIAX - Dividend Comparison
RMT's dividend yield for the trailing twelve months is around 6.86%, more than VSIAX's 1.90% 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.90% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
RMT vs. VSIAX - Drawdown Comparison
The maximum RMT drawdown since its inception was -73.94%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for RMT and VSIAX.
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Drawdown Indicators
| RMT | VSIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -45.39% | -28.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -14.16% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -24.09% | -6.64% |
Max Drawdown (10Y)Largest decline over 10 years | -50.40% | -45.39% | -5.01% |
Current DrawdownCurrent decline from peak | -6.33% | -6.15% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -14.17% | -5.54% | -8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.44% | +0.27% |
Volatility
RMT vs. VSIAX - Volatility Comparison
Royce Micro-Cap Trust, Inc. (RMT) has a higher volatility of 8.78% compared to Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) at 5.52%. This indicates that RMT's price experiences larger fluctuations and is considered to be riskier than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RMT | VSIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 5.52% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.83% | 11.25% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.06% | 20.69% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 19.86% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.25% | 22.45% | -0.20% |