RVT vs. VOO
Compare and contrast key facts about Royce Value Trust Inc. (RVT) 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: RVT or VOO.
Key characteristics
| RVT | VOO | |
|---|---|---|
| YTD Return | 22.01% | 26.88% |
| 1Y Return | 46.10% | 37.59% |
| 3Y Return (Ann) | 3.30% | 10.23% |
| 5Y Return (Ann) | 11.97% | 15.93% |
| 10Y Return (Ann) | 10.07% | 13.41% |
| Sharpe Ratio | 2.29 | 3.06 |
| Sortino Ratio | 3.14 | 4.08 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 1.74 | 4.43 |
| Martin Ratio | 13.10 | 20.25 |
| Ulcer Index | 3.55% | 1.85% |
| Daily Std Dev | 20.34% | 12.23% |
| Max Drawdown | -72.31% | -33.99% |
| Current Drawdown | -0.65% | -0.30% |
Correlation
The correlation between RVT and VOO is 0.78, 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
RVT vs. VOO - Performance Comparison
In the year-to-date period, RVT achieves a 22.01% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, RVT has underperformed VOO with an annualized return of 10.07%, 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.
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Risk-Adjusted Performance
RVT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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
RVT vs. VOO - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 6.67%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 6.67% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
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
RVT vs. VOO - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RVT and VOO. For additional features, visit the drawdowns tool.
Volatility
RVT vs. VOO - Volatility Comparison
Royce Value Trust Inc. (RVT) has a higher volatility of 6.81% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that RVT'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.