PortfoliosLab logoPortfoliosLab logo
RYOTX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYOTX vs. TSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Micro Cap Series Fund (RYOTX) and Thrivent Small Cap Stock Fund Class S (TSCSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYOTX vs. TSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYOTX
Royce Micro Cap Series Fund
9.23%13.51%13.24%19.51%-22.66%30.36%24.56%21.19%-9.09%5.29%
TSCSX
Thrivent Small Cap Stock Fund Class S
-0.43%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%

Returns By Period

In the year-to-date period, RYOTX achieves a 9.23% return, which is significantly higher than TSCSX's -0.43% return. Both investments have delivered pretty close results over the past 10 years, with RYOTX having a 11.46% annualized return and TSCSX not far ahead at 11.84%.


RYOTX

1D
2.99%
1M
-7.15%
YTD
9.23%
6M
10.78%
1Y
45.50%
3Y*
17.84%
5Y*
7.08%
10Y*
11.46%

TSCSX

1D
2.95%
1M
-7.00%
YTD
-0.43%
6M
0.95%
1Y
12.76%
3Y*
7.16%
5Y*
4.26%
10Y*
11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RYOTX vs. TSCSX - Expense Ratio Comparison

RYOTX has a 1.20% expense ratio, which is higher than TSCSX's 0.80% expense ratio.


Return for Risk

RYOTX vs. TSCSX — Risk / Return Rank

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

RYOTX
RYOTX Risk / Return Rank: 8686
Overall Rank
RYOTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RYOTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RYOTX Omega Ratio Rank: 7575
Omega Ratio Rank
RYOTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RYOTX Martin Ratio Rank: 9191
Martin Ratio Rank

TSCSX
TSCSX Risk / Return Rank: 2525
Overall Rank
TSCSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 2020
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2929
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.

RYOTX vs. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Micro Cap Series Fund (RYOTX) and Thrivent Small Cap Stock Fund Class S (TSCSX). 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.


RYOTXTSCSXDifference

Sharpe ratio

Return per unit of total volatility

1.73

0.60

+1.13

Sortino ratio

Return per unit of downside risk

2.37

1.00

+1.37

Omega ratio

Gain probability vs. loss probability

1.31

1.13

+0.17

Calmar ratio

Return relative to maximum drawdown

3.26

0.93

+2.33

Martin ratio

Return relative to average drawdown

11.42

3.34

+8.09

RYOTX vs. TSCSX - Sharpe Ratio Comparison

The current RYOTX Sharpe Ratio is 1.73, which is higher than the TSCSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RYOTX and TSCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RYOTXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

0.60

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.20

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.54

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.39

+0.19

Correlation

The correlation between RYOTX and TSCSX is 0.89, 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

RYOTX vs. TSCSX - Dividend Comparison

RYOTX's dividend yield for the trailing twelve months is around 13.68%, more than TSCSX's 2.37% yield.


TTM20252024202320222021202020192018201720162015
RYOTX
Royce Micro Cap Series Fund
13.68%14.94%12.20%6.97%5.10%23.10%7.40%2.72%13.95%7.76%11.41%12.99%
TSCSX
Thrivent Small Cap Stock Fund Class S
2.37%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%

Drawdowns

RYOTX vs. TSCSX - Drawdown Comparison

The maximum RYOTX drawdown since its inception was -56.86%, roughly equal to the maximum TSCSX drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for RYOTX and TSCSX.


Loading graphics...

Drawdown Indicators


RYOTXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.86%

-56.66%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-14.31%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-27.04%

-8.80%

Max Drawdown (10Y)

Largest decline over 10 years

-44.87%

-41.63%

-3.24%

Current Drawdown

Current decline from peak

-7.15%

-8.75%

+1.60%

Average Drawdown

Average peak-to-trough decline

-9.47%

-10.29%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

4.00%

-0.12%

Volatility

RYOTX vs. TSCSX - Volatility Comparison

Royce Micro Cap Series Fund (RYOTX) has a higher volatility of 9.07% compared to Thrivent Small Cap Stock Fund Class S (TSCSX) at 7.15%. This indicates that RYOTX's price experiences larger fluctuations and is considered to be riskier than TSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYOTXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

7.15%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.62%

12.82%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

26.53%

22.30%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

21.69%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.03%

22.10%

+0.93%