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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYPRX or XSVM.
Key characteristics
| RYPRX | XSVM | |
|---|---|---|
| YTD Return | 4.43% | 2.43% |
| 1Y Return | 14.94% | 16.14% |
| 3Y Return (Ann) | 4.76% | 5.14% |
| 5Y Return (Ann) | 8.41% | 14.29% |
| 10Y Return (Ann) | 8.38% | 10.37% |
| Sharpe Ratio | 0.75 | 0.76 |
| Daily Std Dev | 20.45% | 20.93% |
| Max Drawdown | -51.48% | -62.57% |
| Current Drawdown | -4.68% | -6.84% |
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.
Performance
RYPRX vs. XSVM - Performance Comparison
In the year-to-date period, RYPRX achieves a 4.43% return, which is significantly higher than XSVM's 2.43% return. Over the past 10 years, RYPRX has underperformed XSVM with an annualized return of 8.38%, while XSVM has yielded a comparatively higher 10.37% annualized return. 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. XSVM - Expense Ratio Comparison
RYPRX has a 1.17% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Risk-Adjusted Performance
RYPRX vs. XSVM - Risk-Adjusted Performance 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.
Dividends
RYPRX vs. XSVM - Dividend Comparison
RYPRX's dividend yield for the trailing twelve months is around 6.60%, more than XSVM's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYPRX 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% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.22% | 1.31% | 1.79% | 1.23% | 1.21% | 1.21% | 2.54% | 1.90% | 2.29% | 2.68% | 1.31% | 1.15% |
Drawdowns
RYPRX vs. XSVM - Drawdown Comparison
The maximum RYPRX drawdown since its inception was -51.48%, 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. For additional features, visit the drawdowns tool.
Volatility
RYPRX vs. XSVM - Volatility Comparison
The current volatility for Royce Premier Fund (RYPRX) is 5.79%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 6.70%. This indicates that RYPRX experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.