RYPRX vs. XSVM
Compare and contrast key facts about Royce Premier Fund (RYPRX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
RYPRX is managed by Royce Investment Partners. It was launched on Dec 31, 1991. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
RYPRX vs. XSVM - Performance Comparison
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RYPRX vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYPRX Royce Premier Fund | 1.55% | 5.74% | 2.91% | 22.76% | -15.67% | 16.07% | 11.51% | 34.45% | -10.65% | 23.47% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.00% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
Returns By Period
In the year-to-date period, RYPRX achieves a 1.55% return, which is significantly lower than XSVM's 6.00% return. Over the past 10 years, RYPRX has underperformed XSVM with an annualized return of 9.94%, while XSVM has yielded a comparatively higher 12.15% 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%
XSVM
- 1D
- 2.01%
- 1M
- -1.98%
- YTD
- 6.00%
- 6M
- 7.74%
- 1Y
- 22.66%
- 3Y*
- 11.96%
- 5Y*
- 6.11%
- 10Y*
- 12.15%
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RYPRX vs. XSVM - Expense Ratio Comparison
RYPRX has a 1.17% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Return for Risk
RYPRX vs. XSVM — Risk / Return Rank
RYPRX
XSVM
RYPRX vs. XSVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Premier Fund (RYPRX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.
| RYPRX | XSVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 1.02 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.56 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.73 | -0.88 |
Martin ratioReturn relative to average drawdown | 2.73 | 5.64 | -2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYPRX | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.02 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.27 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.49 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.35 | +0.24 |
Correlation
The correlation between RYPRX and XSVM is 0.86, 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. XSVM - Dividend Comparison
RYPRX's dividend yield for the trailing twelve months is around 11.86%, more than XSVM's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.00% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Drawdowns
RYPRX vs. XSVM - Drawdown Comparison
The maximum RYPRX drawdown since its inception was -51.47%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for RYPRX and XSVM.
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Drawdown Indicators
| RYPRX | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.47% | -62.57% | +11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -13.35% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.14% | -26.21% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -49.02% | +8.72% |
Current DrawdownCurrent decline from peak | -14.54% | -5.79% | -8.75% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -11.65% | +5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 4.10% | +0.46% |
Volatility
RYPRX vs. XSVM - Volatility Comparison
Royce Premier Fund (RYPRX) has a higher volatility of 5.89% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 5.44%. This indicates that RYPRX's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYPRX | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 5.44% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 13.19% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 22.34% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 22.98% | -3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 25.07% | -3.87% |