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RYDVX vs. RYPRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYDVX vs. RYPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Dividend Value Fund (RYDVX) and Royce Premier Fund (RYPRX). The values are adjusted to include any dividend payments, if applicable.

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RYDVX vs. RYPRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
RYPRX
Royce Premier Fund
1.55%5.74%2.91%22.76%-15.67%16.07%11.51%34.45%-10.65%23.47%

Returns By Period

In the year-to-date period, RYDVX achieves a 1.00% return, which is significantly lower than RYPRX's 1.55% return. Over the past 10 years, RYDVX has underperformed RYPRX with an annualized return of -1.78%, while RYPRX has yielded a comparatively higher 9.94% 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%

RYPRX

1D
-0.95%
1M
-10.37%
YTD
1.55%
6M
3.03%
1Y
15.21%
3Y*
7.42%
5Y*
3.75%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYDVX vs. RYPRX - Expense Ratio Comparison

RYDVX has a 1.34% expense ratio, which is higher than RYPRX's 1.17% expense ratio.


Return for Risk

RYDVX vs. RYPRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYDVX
RYDVX Risk / Return Rank: 11
Overall Rank
RYDVX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
RYDVX Sortino Ratio Rank: 11
Sortino Ratio Rank
RYDVX Omega Ratio Rank: 00
Omega Ratio Rank
RYDVX Calmar Ratio Rank: 00
Calmar Ratio Rank
RYDVX Martin Ratio Rank: 11
Martin Ratio Rank

RYPRX
RYPRX Risk / Return Rank: 2929
Overall Rank
RYPRX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RYPRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RYPRX Omega Ratio Rank: 2727
Omega Ratio Rank
RYPRX Calmar Ratio Rank: 3131
Calmar Ratio Rank
RYPRX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYDVX vs. RYPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Dividend Value Fund (RYDVX) and Royce Premier Fund (RYPRX). 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.


RYDVXRYPRXDifference

Sharpe ratio

Return per unit of total volatility

-0.91

0.68

-1.59

Sortino ratio

Return per unit of downside risk

-0.83

1.13

-1.96

Omega ratio

Gain probability vs. loss probability

0.68

1.14

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.92

0.86

-1.78

Martin ratio

Return relative to average drawdown

-1.63

2.73

-4.36

RYDVX vs. RYPRX - Sharpe Ratio Comparison

The current RYDVX Sharpe Ratio is -0.91, which is lower than the RYPRX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of RYDVX and RYPRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYDVXRYPRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

0.68

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.19

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.47

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.58

-0.46

Correlation

The correlation between RYDVX and RYPRX is 0.93, 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. RYPRX - Dividend Comparison

RYDVX's dividend yield for the trailing twelve months is around 0.99%, less than RYPRX's 11.86% yield.


TTM20252024202320222021202020192018201720162015
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%
RYPRX
Royce Premier Fund
11.86%12.05%9.52%6.89%9.00%21.23%5.55%20.68%29.26%15.18%13.42%24.26%

Drawdowns

RYDVX vs. RYPRX - Drawdown Comparison

The maximum RYDVX drawdown since its inception was -68.51%, which is greater than RYPRX's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for RYDVX and RYPRX.


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Drawdown Indicators


RYDVXRYPRXDifference

Max Drawdown

Largest peak-to-trough decline

-68.51%

-51.47%

-17.04%

Max Drawdown (1Y)

Largest decline over 1 year

-68.51%

-14.54%

-53.97%

Max Drawdown (5Y)

Largest decline over 5 years

-68.51%

-26.14%

-42.37%

Max Drawdown (10Y)

Largest decline over 10 years

-68.51%

-40.30%

-28.21%

Current Drawdown

Current decline from peak

-66.69%

-14.54%

-52.15%

Average Drawdown

Average peak-to-trough decline

-8.58%

-6.27%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.64%

4.56%

+34.08%

Volatility

RYDVX vs. RYPRX - Volatility Comparison

The current volatility for Royce Dividend Value Fund (RYDVX) is 5.12%, while Royce Premier Fund (RYPRX) has a volatility of 5.89%. This indicates that RYDVX experiences smaller price fluctuations and is considered to be less risky than RYPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYDVXRYPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.89%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

105.46%

12.91%

+92.55%

Volatility (1Y)

Calculated over the trailing 1-year period

68.67%

22.64%

+46.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.58%

19.76%

+14.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.35%

21.20%

+7.15%