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RYPNX vs. HWSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYPNX vs. HWSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Opportunity Fund (RYPNX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). The values are adjusted to include any dividend payments, if applicable.

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RYPNX vs. HWSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYPNX
Royce Opportunity Fund
6.37%11.95%10.20%19.72%-17.19%30.34%26.52%28.24%-20.10%21.69%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
9.00%1.38%4.77%18.56%2.81%35.32%-0.50%20.26%-15.23%7.39%

Returns By Period

In the year-to-date period, RYPNX achieves a 6.37% return, which is significantly lower than HWSAX's 9.00% return. Over the past 10 years, RYPNX has outperformed HWSAX with an annualized return of 13.04%, while HWSAX has yielded a comparatively lower 9.96% annualized return.


RYPNX

1D
2.80%
1M
-6.74%
YTD
6.37%
6M
7.49%
1Y
36.43%
3Y*
14.02%
5Y*
5.93%
10Y*
13.04%

HWSAX

1D
1.75%
1M
0.95%
YTD
9.00%
6M
7.38%
1Y
18.60%
3Y*
10.15%
5Y*
9.03%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYPNX vs. HWSAX - Expense Ratio Comparison

Both RYPNX and HWSAX have an expense ratio of 1.21%.


Return for Risk

RYPNX vs. HWSAX — Risk / Return Rank

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

RYPNX
RYPNX Risk / Return Rank: 7575
Overall Rank
RYPNX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
RYPNX Sortino Ratio Rank: 7373
Sortino Ratio Rank
RYPNX Omega Ratio Rank: 6464
Omega Ratio Rank
RYPNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
RYPNX Martin Ratio Rank: 8080
Martin Ratio Rank

HWSAX
HWSAX Risk / Return Rank: 3232
Overall Rank
HWSAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HWSAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HWSAX Omega Ratio Rank: 3030
Omega Ratio Rank
HWSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWSAX Martin Ratio Rank: 3434
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.

RYPNX vs. HWSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Opportunity Fund (RYPNX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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.


RYPNXHWSAXDifference

Sharpe ratio

Return per unit of total volatility

1.36

0.78

+0.58

Sortino ratio

Return per unit of downside risk

1.94

1.22

+0.71

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

2.23

1.17

+1.06

Martin ratio

Return relative to average drawdown

8.50

4.34

+4.17

RYPNX vs. HWSAX - Sharpe Ratio Comparison

The current RYPNX Sharpe Ratio is 1.36, which is higher than the HWSAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of RYPNX and HWSAX, 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


RYPNXHWSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

0.78

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.42

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.41

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.47

+0.03

Correlation

The correlation between RYPNX and HWSAX is 0.92, 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

RYPNX vs. HWSAX - Dividend Comparison

RYPNX's dividend yield for the trailing twelve months is around 9.05%, more than HWSAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
RYPNX
Royce Opportunity Fund
9.05%9.63%7.95%4.52%5.12%22.51%0.00%1.57%10.21%14.91%6.89%10.04%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
0.64%0.69%8.19%1.79%13.39%0.22%0.63%4.62%9.45%4.80%0.00%11.67%

Drawdowns

RYPNX vs. HWSAX - Drawdown Comparison

The maximum RYPNX drawdown since its inception was -69.31%, roughly equal to the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for RYPNX and HWSAX.


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Drawdown Indicators


RYPNXHWSAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.31%

-72.14%

+2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-16.44%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-26.98%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-50.61%

-53.82%

+3.21%

Current Drawdown

Current decline from peak

-6.74%

-1.09%

-5.65%

Average Drawdown

Average peak-to-trough decline

-10.73%

-11.03%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

4.43%

-0.22%

Volatility

RYPNX vs. HWSAX - Volatility Comparison

Royce Opportunity Fund (RYPNX) has a higher volatility of 7.95% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that RYPNX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYPNXHWSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

4.45%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.47%

12.99%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

27.15%

23.99%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.28%

21.71%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

24.65%

+0.65%