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RYPRX vs. RYIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYPRX vs. RYIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Premier Fund (RYPRX) and Royce International Premier Fund (RYIPX). The values are adjusted to include any dividend payments, if applicable.

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RYPRX vs. RYIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYPRX
Royce Premier Fund
1.55%5.74%2.91%22.76%-15.67%16.07%11.51%34.45%-10.65%23.47%
RYIPX
Royce International Premier Fund
-9.99%9.37%-7.37%7.68%-27.27%5.77%15.74%34.22%-12.76%39.80%

Returns By Period

In the year-to-date period, RYPRX achieves a 1.55% return, which is significantly higher than RYIPX's -9.99% return. Over the past 10 years, RYPRX has outperformed RYIPX with an annualized return of 9.94%, while RYIPX has yielded a comparatively lower 3.74% annualized return.


RYPRX

1D
-0.95%
1M
-10.37%
YTD
1.55%
6M
3.03%
1Y
15.21%
3Y*
7.42%
5Y*
3.75%
10Y*
9.94%

RYIPX

1D
-0.43%
1M
-10.69%
YTD
-9.99%
6M
-13.08%
1Y
-1.35%
3Y*
-2.90%
5Y*
-4.98%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYPRX vs. RYIPX - Expense Ratio Comparison

RYPRX has a 1.17% expense ratio, which is lower than RYIPX's 1.44% expense ratio.


Return for Risk

RYPRX vs. RYIPX — Risk / Return Rank

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

RYPRX
RYPRX Risk / Return Rank: 2929
Overall Rank
RYPRX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RYPRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RYPRX Omega Ratio Rank: 2727
Omega Ratio Rank
RYPRX Calmar Ratio Rank: 3131
Calmar Ratio Rank
RYPRX Martin Ratio Rank: 2525
Martin Ratio Rank

RYIPX
RYIPX Risk / Return Rank: 33
Overall Rank
RYIPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RYIPX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYIPX Omega Ratio Rank: 33
Omega Ratio Rank
RYIPX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYIPX Martin Ratio Rank: 44
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.

RYPRX vs. RYIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Premier Fund (RYPRX) and Royce International Premier Fund (RYIPX). 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.


RYPRXRYIPXDifference

Sharpe ratio

Return per unit of total volatility

0.68

-0.17

+0.84

Sortino ratio

Return per unit of downside risk

1.13

-0.13

+1.26

Omega ratio

Gain probability vs. loss probability

1.14

0.98

+0.16

Calmar ratio

Return relative to maximum drawdown

0.86

-0.21

+1.06

Martin ratio

Return relative to average drawdown

2.73

-0.56

+3.29

RYPRX vs. RYIPX - Sharpe Ratio Comparison

The current RYPRX Sharpe Ratio is 0.68, which is higher than the RYIPX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of RYPRX and RYIPX, 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


RYPRXRYIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.17

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.33

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.25

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.28

+0.31

Correlation

The correlation between RYPRX and RYIPX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYPRX vs. RYIPX - Dividend Comparison

RYPRX's dividend yield for the trailing twelve months is around 11.86%, more than RYIPX's 0.88% yield.


TTM20252024202320222021202020192018201720162015
RYPRX
Royce Premier Fund
11.86%12.05%9.52%6.89%9.00%21.23%5.55%20.68%29.26%15.18%13.42%24.26%
RYIPX
Royce International Premier Fund
0.88%0.79%4.10%2.18%3.18%4.51%0.00%0.20%0.00%0.71%2.40%2.61%

Drawdowns

RYPRX vs. RYIPX - Drawdown Comparison

The maximum RYPRX drawdown since its inception was -51.47%, which is greater than RYIPX's maximum drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for RYPRX and RYIPX.


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Drawdown Indicators


RYPRXRYIPXDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-42.14%

-9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-16.68%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-42.14%

+16.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-42.14%

+1.84%

Current Drawdown

Current decline from peak

-14.54%

-34.81%

+20.27%

Average Drawdown

Average peak-to-trough decline

-6.27%

-12.18%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

6.17%

-1.61%

Volatility

RYPRX vs. RYIPX - Volatility Comparison

Royce Premier Fund (RYPRX) has a higher volatility of 5.89% compared to Royce International Premier Fund (RYIPX) at 5.39%. This indicates that RYPRX's price experiences larger fluctuations and is considered to be riskier than RYIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYPRXRYIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

5.39%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

9.16%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

13.55%

+9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

15.28%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

15.12%

+6.08%