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

Performance

RYOTX vs. WESCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Micro Cap Series Fund (RYOTX) and TETON Westwood SmallCap Equity Fund (WESCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYOTX vs. WESCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYOTX
Royce Micro Cap Series Fund
6.06%13.51%13.24%19.51%-22.66%30.36%24.56%21.19%-9.09%5.29%
WESCX
TETON Westwood SmallCap Equity Fund
6.21%17.26%15.48%12.61%-12.48%29.72%10.93%28.43%-13.71%15.82%

Returns By Period

The year-to-date returns for both investments are quite close, with RYOTX having a 6.06% return and WESCX slightly higher at 6.21%. Over the past 10 years, RYOTX has underperformed WESCX with an annualized return of 11.13%, while WESCX has yielded a comparatively higher 13.08% annualized return.


RYOTX

1D
-1.84%
1M
-8.37%
YTD
6.06%
6M
8.18%
1Y
41.43%
3Y*
16.69%
5Y*
6.90%
10Y*
11.13%

WESCX

1D
-1.64%
1M
-8.28%
YTD
6.21%
6M
15.03%
1Y
37.79%
3Y*
17.04%
5Y*
9.06%
10Y*
13.08%
*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. WESCX - Expense Ratio Comparison

RYOTX has a 1.20% expense ratio, which is lower than WESCX's 1.25% expense ratio.


Return for Risk

RYOTX vs. WESCX — Risk / Return Rank

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

RYOTX
RYOTX Risk / Return Rank: 8383
Overall Rank
RYOTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RYOTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RYOTX Omega Ratio Rank: 7373
Omega Ratio Rank
RYOTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYOTX Martin Ratio Rank: 8888
Martin Ratio Rank

WESCX
WESCX Risk / Return Rank: 8383
Overall Rank
WESCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WESCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WESCX Omega Ratio Rank: 7777
Omega Ratio Rank
WESCX Calmar Ratio Rank: 8888
Calmar Ratio Rank
WESCX Martin Ratio Rank: 8585
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. WESCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Micro Cap Series Fund (RYOTX) and TETON Westwood SmallCap Equity Fund (WESCX). 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.


RYOTXWESCXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.53

0.00

Sortino ratio

Return per unit of downside risk

2.14

2.12

+0.02

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.02

Calmar ratio

Return relative to maximum drawdown

2.67

2.32

+0.35

Martin ratio

Return relative to average drawdown

9.42

8.83

+0.58

RYOTX vs. WESCX - Sharpe Ratio Comparison

The current RYOTX Sharpe Ratio is 1.53, which is comparable to the WESCX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of RYOTX and WESCX, 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


RYOTXWESCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.53

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.42

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.55

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.32

+0.26

Correlation

The correlation between RYOTX and WESCX is 0.88, 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. WESCX - Dividend Comparison

RYOTX's dividend yield for the trailing twelve months is around 14.09%, more than WESCX's 7.06% yield.


TTM20252024202320222021202020192018201720162015
RYOTX
Royce Micro Cap Series Fund
14.09%14.94%12.20%6.97%5.10%23.10%7.40%2.72%13.95%7.76%11.41%12.99%
WESCX
TETON Westwood SmallCap Equity Fund
7.06%7.50%27.81%2.81%1.60%5.60%0.01%4.66%14.77%9.13%9.32%18.92%

Drawdowns

RYOTX vs. WESCX - Drawdown Comparison

The maximum RYOTX drawdown since its inception was -56.86%, smaller than the maximum WESCX drawdown of -70.60%. Use the drawdown chart below to compare losses from any high point for RYOTX and WESCX.


Loading graphics...

Drawdown Indicators


RYOTXWESCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.86%

-70.60%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-14.72%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

-26.22%

-9.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.87%

-45.13%

+0.26%

Current Drawdown

Current decline from peak

-9.85%

-10.19%

+0.34%

Average Drawdown

Average peak-to-trough decline

-9.47%

-20.27%

+10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.86%

-0.01%

Volatility

RYOTX vs. WESCX - Volatility Comparison

Royce Micro Cap Series Fund (RYOTX) has a higher volatility of 8.66% compared to TETON Westwood SmallCap Equity Fund (WESCX) at 7.22%. This indicates that RYOTX's price experiences larger fluctuations and is considered to be riskier than WESCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYOTXWESCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

7.22%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

17.38%

14.05%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.43%

24.90%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

21.65%

+1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.01%

23.65%

-0.64%