RYOTX vs. VTSAX
Compare and contrast key facts about Royce Micro Cap Series Fund (RYOTX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYOTX or VTSAX.
Key characteristics
| RYOTX | VTSAX | |
|---|---|---|
| YTD Return | 6.18% | 17.69% |
| 1Y Return | 19.40% | 27.64% |
| 3Y Return (Ann) | 1.37% | 8.23% |
| 5Y Return (Ann) | 11.90% | 14.53% |
| 10Y Return (Ann) | 6.92% | 12.28% |
| Sharpe Ratio | 0.85 | 2.09 |
| Daily Std Dev | 22.25% | 13.05% |
| Max Drawdown | -56.86% | -55.34% |
| Current Drawdown | -8.01% | -0.64% |
Correlation
The correlation between RYOTX and VTSAX is 0.83, 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
RYOTX vs. VTSAX - Performance Comparison
In the year-to-date period, RYOTX achieves a 6.18% return, which is significantly lower than VTSAX's 17.69% return. Over the past 10 years, RYOTX has underperformed VTSAX with an annualized return of 6.92%, while VTSAX has yielded a comparatively higher 12.28% 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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RYOTX vs. VTSAX - Expense Ratio Comparison
RYOTX has a 1.20% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
RYOTX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Micro Cap Series Fund (RYOTX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
RYOTX vs. VTSAX - Dividend Comparison
RYOTX's dividend yield for the trailing twelve months is around 6.56%, more than VTSAX's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYOTX Royce Micro Cap Series Fund | 6.56% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.81% | 11.41% | 12.99% | 10.25% | 7.26% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.31% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
RYOTX vs. VTSAX - Drawdown Comparison
The maximum RYOTX drawdown since its inception was -56.86%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for RYOTX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
RYOTX vs. VTSAX - Volatility Comparison
Royce Micro Cap Series Fund (RYOTX) has a higher volatility of 7.18% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. This indicates that RYOTX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.