RYPRX vs. SCHA
Compare and contrast key facts about Royce Premier Fund (RYPRX) and Schwab U.S. Small-Cap ETF (SCHA).
RYPRX is managed by Royce Investment Partners. It was launched on Dec 31, 1991. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYPRX or SCHA.
Key characteristics
RYPRX | SCHA | |
---|---|---|
YTD Return | 4.43% | 8.51% |
1Y Return | 14.94% | 21.05% |
3Y Return (Ann) | 4.76% | 1.46% |
5Y Return (Ann) | 8.41% | 8.88% |
10Y Return (Ann) | 8.38% | 8.18% |
Sharpe Ratio | 0.75 | 1.02 |
Daily Std Dev | 20.45% | 19.98% |
Max Drawdown | -51.48% | -42.41% |
Current Drawdown | -4.68% | -3.70% |
Correlation
The correlation between RYPRX and SCHA is 0.94, 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
RYPRX vs. SCHA - Performance Comparison
In the year-to-date period, RYPRX achieves a 4.43% return, which is significantly lower than SCHA's 8.51% return. Both investments have delivered pretty close results over the past 10 years, with RYPRX having a 8.38% annualized return and SCHA not far behind at 8.18%. 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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RYPRX vs. SCHA - Expense Ratio Comparison
RYPRX has a 1.17% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Risk-Adjusted Performance
RYPRX vs. SCHA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Premier Fund (RYPRX) and Schwab U.S. Small-Cap ETF (SCHA). 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
RYPRX vs. SCHA - Dividend Comparison
RYPRX's dividend yield for the trailing twelve months is around 6.60%, more than SCHA's 1.29% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Royce Premier Fund | 6.60% | 6.89% | 9.00% | 21.23% | 5.55% | 20.68% | 29.26% | 15.29% | 13.42% | 24.26% | 10.92% | 10.24% |
Schwab U.S. Small-Cap ETF | 1.29% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
Drawdowns
RYPRX vs. SCHA - Drawdown Comparison
The maximum RYPRX drawdown since its inception was -51.48%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for RYPRX and SCHA. For additional features, visit the drawdowns tool.
Volatility
RYPRX vs. SCHA - Volatility Comparison
Royce Premier Fund (RYPRX) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 5.79% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.