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RYIPX vs. RIPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYIPX vs. RIPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce International Premier Fund (RYIPX) and Royce International Premier Fund Institutional Class (RIPIX). The values are adjusted to include any dividend payments, if applicable.

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RYIPX vs. RIPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RYIPX
Royce International Premier Fund
-9.99%9.37%-7.37%7.68%-27.27%5.77%15.74%34.22%-12.76%
RIPIX
Royce International Premier Fund Institutional Class
-9.90%9.89%-7.04%8.14%-26.99%6.22%16.11%34.69%-12.52%

Returns By Period

The year-to-date returns for both investments are quite close, with RYIPX having a -9.99% return and RIPIX slightly higher at -9.90%.


RYIPX

1D
-0.43%
1M
-10.69%
YTD
-9.99%
6M
-13.08%
1Y
-1.35%
3Y*
-2.90%
5Y*
-4.98%
10Y*
3.74%

RIPIX

1D
-0.44%
1M
-10.68%
YTD
-9.90%
6M
-12.89%
1Y
-0.99%
3Y*
-2.49%
5Y*
-4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYIPX vs. RIPIX - Expense Ratio Comparison

RYIPX has a 1.44% expense ratio, which is higher than RIPIX's 1.04% expense ratio.


Return for Risk

RYIPX vs. RIPIX — Risk / Return Rank

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

RYIPX
RYIPX Risk / Return Rank: 33
Overall Rank
RYIPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RYIPX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYIPX Omega Ratio Rank: 33
Omega Ratio Rank
RYIPX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYIPX Martin Ratio Rank: 44
Martin Ratio Rank

RIPIX
RIPIX Risk / Return Rank: 44
Overall Rank
RIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RIPIX Sortino Ratio Rank: 33
Sortino Ratio Rank
RIPIX Omega Ratio Rank: 33
Omega Ratio Rank
RIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
RIPIX Martin Ratio Rank: 44
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.

RYIPX vs. RIPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce International Premier Fund (RYIPX) and Royce International Premier Fund Institutional Class (RIPIX). 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.


RYIPXRIPIXDifference

Sharpe ratio

Return per unit of total volatility

-0.17

-0.14

-0.03

Sortino ratio

Return per unit of downside risk

-0.13

-0.09

-0.04

Omega ratio

Gain probability vs. loss probability

0.98

0.99

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.21

-0.19

-0.02

Martin ratio

Return relative to average drawdown

-0.56

-0.51

-0.05

RYIPX vs. RIPIX - Sharpe Ratio Comparison

The current RYIPX Sharpe Ratio is -0.17, which is comparable to the RIPIX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of RYIPX and RIPIX, 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


RYIPXRIPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

-0.14

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.30

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.04

+0.23

Correlation

The correlation between RYIPX and RIPIX is 1.00, 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

RYIPX vs. RIPIX - Dividend Comparison

RYIPX's dividend yield for the trailing twelve months is around 0.88%, less than RIPIX's 1.62% yield.


TTM20252024202320222021202020192018201720162015
RYIPX
Royce International Premier Fund
0.88%0.79%4.10%2.18%3.18%4.51%0.00%0.20%0.00%0.71%2.40%2.61%
RIPIX
Royce International Premier Fund Institutional Class
1.62%1.46%5.66%3.09%3.87%5.02%0.36%0.58%0.54%0.00%0.00%0.00%

Drawdowns

RYIPX vs. RIPIX - Drawdown Comparison

The maximum RYIPX drawdown since its inception was -42.14%, roughly equal to the maximum RIPIX drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for RYIPX and RIPIX.


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Drawdown Indicators


RYIPXRIPIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.14%

-41.89%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-16.38%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-42.14%

-41.89%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.14%

Current Drawdown

Current decline from peak

-34.81%

-33.58%

-1.23%

Average Drawdown

Average peak-to-trough decline

-12.18%

-17.83%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

6.03%

+0.14%

Volatility

RYIPX vs. RIPIX - Volatility Comparison

Royce International Premier Fund (RYIPX) and Royce International Premier Fund Institutional Class (RIPIX) have volatilities of 5.39% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYIPXRIPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.45%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

9.22%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

13.61%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

15.26%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

16.14%

-1.02%