RYDVX vs. PENNX
Compare and contrast key facts about Royce Dividend Value Fund (RYDVX) and Royce Pennsylvania Mutual Fund (PENNX).
RYDVX is managed by Royce Investment Partners. It was launched on May 3, 2004. PENNX is managed by Royce Investment Partners. It was launched on Oct 31, 1972.
Performance
RYDVX vs. PENNX - Performance Comparison
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RYDVX vs. PENNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYDVX Royce Dividend Value Fund | 1.00% | -64.46% | 19.41% | 23.29% | -13.63% | 20.00% | 4.45% | 30.00% | -16.33% | 21.39% |
PENNX Royce Pennsylvania Mutual Fund | 0.87% | 9.02% | 7.02% | 26.82% | -17.18% | 21.49% | 14.11% | 26.61% | -9.94% | 16.00% |
Returns By Period
In the year-to-date period, RYDVX achieves a 1.00% return, which is significantly higher than PENNX's 0.87% return. Over the past 10 years, RYDVX has underperformed PENNX with an annualized return of -1.78%, while PENNX has yielded a comparatively higher 10.43% annualized return.
RYDVX
- 1D
- -0.45%
- 1M
- -7.80%
- YTD
- 1.00%
- 6M
- -65.55%
- 1Y
- -62.22%
- 3Y*
- -20.85%
- 5Y*
- -13.26%
- 10Y*
- -1.78%
PENNX
- 1D
- -1.17%
- 1M
- -8.36%
- YTD
- 0.87%
- 6M
- 2.90%
- 1Y
- 21.24%
- 3Y*
- 11.33%
- 5Y*
- 5.76%
- 10Y*
- 10.43%
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RYDVX vs. PENNX - Expense Ratio Comparison
RYDVX has a 1.34% expense ratio, which is higher than PENNX's 0.92% expense ratio.
Return for Risk
RYDVX vs. PENNX — Risk / Return Rank
RYDVX
PENNX
RYDVX vs. PENNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Dividend Value Fund (RYDVX) and Royce Pennsylvania Mutual Fund (PENNX). 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.
| RYDVX | PENNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.91 | 0.94 | -1.85 |
Sortino ratioReturn per unit of downside risk | -0.83 | 1.46 | -2.29 |
Omega ratioGain probability vs. loss probability | 0.68 | 1.19 | -0.51 |
Calmar ratioReturn relative to maximum drawdown | -0.92 | 1.33 | -2.25 |
Martin ratioReturn relative to average drawdown | -1.63 | 5.24 | -6.88 |
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
| RYDVX | PENNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.91 | 0.94 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.28 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.49 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.48 | -0.36 |
Correlation
The correlation between RYDVX and PENNX is 0.95, 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
RYDVX vs. PENNX - Dividend Comparison
RYDVX's dividend yield for the trailing twelve months is around 0.99%, less than PENNX's 6.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYDVX Royce Dividend Value Fund | 0.99% | 1.36% | 21.24% | 11.80% | 0.57% | 14.07% | 5.55% | 15.61% | 14.15% | 14.26% | 10.48% | 11.39% |
PENNX Royce Pennsylvania Mutual Fund | 6.64% | 6.70% | 9.35% | 4.91% | 5.19% | 28.20% | 5.05% | 3.85% | 23.68% | 21.27% | 7.15% | 23.31% |
Drawdowns
RYDVX vs. PENNX - Drawdown Comparison
The maximum RYDVX drawdown since its inception was -68.51%, which is greater than PENNX's maximum drawdown of -57.00%. Use the drawdown chart below to compare losses from any high point for RYDVX and PENNX.
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Drawdown Indicators
| RYDVX | PENNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.51% | -57.00% | -11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -68.51% | -13.65% | -54.86% |
Max Drawdown (5Y)Largest decline over 5 years | -68.51% | -27.58% | -40.93% |
Max Drawdown (10Y)Largest decline over 10 years | -68.51% | -41.10% | -27.41% |
Current DrawdownCurrent decline from peak | -66.69% | -10.21% | -56.48% |
Average DrawdownAverage peak-to-trough decline | -8.58% | -9.43% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.64% | 3.47% | +35.17% |
Volatility
RYDVX vs. PENNX - Volatility Comparison
The current volatility for Royce Dividend Value Fund (RYDVX) is 5.12%, while Royce Pennsylvania Mutual Fund (PENNX) has a volatility of 6.36%. This indicates that RYDVX experiences smaller price fluctuations and is considered to be less risky than PENNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYDVX | PENNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 6.36% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 105.46% | 12.84% | +92.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.67% | 22.40% | +46.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.58% | 20.67% | +13.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 21.49% | +6.86% |