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RYPNX vs. PRVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYPNX vs. PRVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Opportunity Fund (RYPNX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). The values are adjusted to include any dividend payments, if applicable.

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RYPNX vs. PRVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYPNX
Royce Opportunity Fund
3.47%11.95%10.20%19.72%-17.19%30.34%26.52%28.24%-20.10%21.69%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
1.00%21.38%10.96%12.46%-18.42%25.60%12.58%25.95%-11.49%12.86%

Returns By Period

In the year-to-date period, RYPNX achieves a 3.47% return, which is significantly higher than PRVIX's 1.00% return. Over the past 10 years, RYPNX has outperformed PRVIX with an annualized return of 12.72%, while PRVIX has yielded a comparatively lower 10.74% annualized return.


RYPNX

1D
-1.74%
1M
-7.96%
YTD
3.47%
6M
5.36%
1Y
32.91%
3Y*
12.98%
5Y*
5.69%
10Y*
12.72%

PRVIX

1D
-0.92%
1M
-6.73%
YTD
1.00%
6M
15.65%
1Y
29.88%
3Y*
15.16%
5Y*
6.86%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYPNX vs. PRVIX - Expense Ratio Comparison

RYPNX has a 1.21% expense ratio, which is higher than PRVIX's 0.66% expense ratio.


Return for Risk

RYPNX vs. PRVIX — Risk / Return Rank

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

RYPNX
RYPNX Risk / Return Rank: 6969
Overall Rank
RYPNX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
RYPNX Sortino Ratio Rank: 7070
Sortino Ratio Rank
RYPNX Omega Ratio Rank: 6262
Omega Ratio Rank
RYPNX Calmar Ratio Rank: 7676
Calmar Ratio Rank
RYPNX Martin Ratio Rank: 7171
Martin Ratio Rank

PRVIX
PRVIX Risk / Return Rank: 7878
Overall Rank
PRVIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PRVIX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRVIX Omega Ratio Rank: 7373
Omega Ratio Rank
PRVIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRVIX Martin Ratio Rank: 8181
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. PRVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Opportunity Fund (RYPNX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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.


RYPNXPRVIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.30

-0.11

Sortino ratio

Return per unit of downside risk

1.75

2.08

-0.33

Omega ratio

Gain probability vs. loss probability

1.24

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.76

1.93

-0.17

Martin ratio

Return relative to average drawdown

6.74

8.07

-1.34

RYPNX vs. PRVIX - Sharpe Ratio Comparison

The current RYPNX Sharpe Ratio is 1.19, which is comparable to the PRVIX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of RYPNX and PRVIX, 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


RYPNXPRVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.30

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.34

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.51

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.50

0.00

Correlation

The correlation between RYPNX and PRVIX is 0.93, 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. PRVIX - Dividend Comparison

RYPNX's dividend yield for the trailing twelve months is around 9.31%, less than PRVIX's 22.88% yield.


TTM20252024202320222021202020192018201720162015
RYPNX
Royce Opportunity Fund
9.31%9.63%7.95%4.52%5.12%22.51%0.00%1.57%10.21%14.91%6.89%10.04%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
22.88%23.11%9.96%3.40%5.54%7.15%2.12%4.72%9.61%3.79%3.88%22.61%

Drawdowns

RYPNX vs. PRVIX - Drawdown Comparison

The maximum RYPNX drawdown since its inception was -69.31%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for RYPNX and PRVIX.


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Drawdown Indicators


RYPNXPRVIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.31%

-40.95%

-28.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-14.06%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-28.00%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.61%

-40.95%

-9.66%

Current Drawdown

Current decline from peak

-9.29%

-8.14%

-1.15%

Average Drawdown

Average peak-to-trough decline

-10.73%

-8.44%

-2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

3.65%

+0.54%

Volatility

RYPNX vs. PRVIX - Volatility Comparison

Royce Opportunity Fund (RYPNX) has a higher volatility of 7.51% compared to T. Rowe Price Small-Cap Value Fund Class I (PRVIX) at 6.11%. This indicates that RYPNX's price experiences larger fluctuations and is considered to be riskier than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYPNXPRVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

6.11%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.25%

15.98%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

27.08%

23.85%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

20.43%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.28%

21.29%

+3.99%