PortfoliosLab logoPortfoliosLab logo
RYPRX vs. TISBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYPRX vs. TISBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Premier Fund (RYPRX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RYPRX vs. TISBX - 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%
TISBX
TIAA-CREF Small-Cap Blend Index Fund
-2.48%12.72%11.60%17.07%-20.31%14.85%20.14%25.61%-10.99%13.14%

Returns By Period

In the year-to-date period, RYPRX achieves a 1.55% return, which is significantly higher than TISBX's -2.48% return. Over the past 10 years, RYPRX has outperformed TISBX with an annualized return of 9.94%, while TISBX has yielded a comparatively lower 9.40% 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%

TISBX

1D
-1.45%
1M
-8.16%
YTD
-2.48%
6M
-0.39%
1Y
21.39%
3Y*
11.79%
5Y*
3.13%
10Y*
9.40%
*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.


RYPRX vs. TISBX - Expense Ratio Comparison

RYPRX has a 1.17% expense ratio, which is higher than TISBX's 0.05% expense ratio.


Return for Risk

RYPRX vs. TISBX — 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

TISBX
TISBX Risk / Return Rank: 4747
Overall Rank
TISBX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TISBX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TISBX Omega Ratio Rank: 4040
Omega Ratio Rank
TISBX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TISBX Martin Ratio Rank: 4747
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. TISBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Premier Fund (RYPRX) and TIAA-CREF Small-Cap Blend Index Fund (TISBX). 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.


RYPRXTISBXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.91

-0.23

Sortino ratio

Return per unit of downside risk

1.13

1.39

-0.27

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.86

1.22

-0.36

Martin ratio

Return relative to average drawdown

2.73

4.66

-1.93

RYPRX vs. TISBX - Sharpe Ratio Comparison

The current RYPRX Sharpe Ratio is 0.68, which is comparable to the TISBX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of RYPRX and TISBX, 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


RYPRXTISBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.91

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.14

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.40

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.35

+0.23

Correlation

The correlation between RYPRX and TISBX 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

RYPRX vs. TISBX - Dividend Comparison

RYPRX's dividend yield for the trailing twelve months is around 11.86%, more than TISBX's 4.23% 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%
TISBX
TIAA-CREF Small-Cap Blend Index Fund
4.23%4.12%6.82%3.09%1.97%8.96%2.65%5.16%9.29%4.49%4.03%4.77%

Drawdowns

RYPRX vs. TISBX - Drawdown Comparison

The maximum RYPRX drawdown since its inception was -51.47%, smaller than the maximum TISBX drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for RYPRX and TISBX.


Loading graphics...

Drawdown Indicators


RYPRXTISBXDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-56.50%

+5.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-13.90%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-31.89%

+5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.30%

-41.69%

+1.39%

Current Drawdown

Current decline from peak

-14.54%

-10.95%

-3.59%

Average Drawdown

Average peak-to-trough decline

-6.27%

-9.74%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

3.83%

+0.73%

Volatility

RYPRX vs. TISBX - Volatility Comparison

The current volatility for Royce Premier Fund (RYPRX) is 5.89%, while TIAA-CREF Small-Cap Blend Index Fund (TISBX) has a volatility of 6.56%. This indicates that RYPRX experiences smaller price fluctuations and is considered to be less risky than TISBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RYPRXTISBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

6.56%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

14.13%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

23.17%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

22.53%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

23.37%

-2.17%