RYSEX vs. RYOTX
Compare and contrast key facts about Royce Special Equity Fund (RYSEX) and Royce Micro Cap Series Fund (RYOTX).
RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
RYSEX vs. RYOTX - Performance Comparison
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RYSEX vs. RYOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 4.13% | 3.66% | 2.93% | 12.96% | -6.60% | 22.24% | 7.43% | 12.73% | -9.96% | 7.13% |
RYOTX Royce Micro Cap Series Fund | 9.23% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
In the year-to-date period, RYSEX achieves a 4.13% return, which is significantly lower than RYOTX's 9.23% return. Over the past 10 years, RYSEX has underperformed RYOTX with an annualized return of 7.66%, while RYOTX has yielded a comparatively higher 11.46% annualized return.
RYSEX
- 1D
- 0.76%
- 1M
- -3.12%
- YTD
- 4.13%
- 6M
- 6.06%
- 1Y
- 17.87%
- 3Y*
- 6.67%
- 5Y*
- 4.40%
- 10Y*
- 7.66%
RYOTX
- 1D
- 2.99%
- 1M
- -7.15%
- YTD
- 9.23%
- 6M
- 10.78%
- 1Y
- 45.50%
- 3Y*
- 17.84%
- 5Y*
- 7.08%
- 10Y*
- 11.46%
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RYSEX vs. RYOTX - Expense Ratio Comparison
Both RYSEX and RYOTX have an expense ratio of 1.20%.
Return for Risk
RYSEX vs. RYOTX — Risk / Return Rank
RYSEX
RYOTX
RYSEX vs. RYOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Special Equity Fund (RYSEX) and Royce Micro Cap Series Fund (RYOTX). 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.
| RYSEX | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.73 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.37 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.31 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.26 | -1.61 |
Martin ratioReturn relative to average drawdown | 5.46 | 11.42 | -5.96 |
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
| RYSEX | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.73 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.30 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.59 | -0.07 |
Correlation
The correlation between RYSEX and RYOTX is 0.84, 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
RYSEX vs. RYOTX - Dividend Comparison
RYSEX's dividend yield for the trailing twelve months is around 11.87%, less than RYOTX's 13.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 11.87% | 12.36% | 16.35% | 5.32% | 12.34% | 16.53% | 3.70% | 11.56% | 13.11% | 8.24% | 7.72% | 11.68% |
RYOTX Royce Micro Cap Series Fund | 13.68% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
RYSEX vs. RYOTX - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -43.25%, smaller than the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for RYSEX and RYOTX.
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Drawdown Indicators
| RYSEX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.25% | -56.86% | +13.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -13.59% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -35.84% | +12.81% |
Max Drawdown (10Y)Largest decline over 10 years | -32.13% | -44.87% | +12.74% |
Current DrawdownCurrent decline from peak | -5.62% | -7.15% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -9.47% | +3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.88% | -0.56% |
Volatility
RYSEX vs. RYOTX - Volatility Comparison
The current volatility for Royce Special Equity Fund (RYSEX) is 3.54%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that RYSEX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSEX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 9.07% | -5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 17.62% | -7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 26.53% | -8.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 23.39% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 23.03% | -5.63% |