RYSEX vs. RYTRX
Compare and contrast key facts about Royce Special Equity Fund (RYSEX) and Royce Total Return Fund (RYTRX).
RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998. RYTRX is managed by Royce Investment Partners. It was launched on Dec 15, 1993.
Performance
RYSEX vs. RYTRX - Performance Comparison
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RYSEX vs. RYTRX - 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% |
RYTRX Royce Total Return Fund | -1.01% | 2.57% | 9.96% | 24.39% | -13.59% | 25.58% | 3.84% | 23.53% | -12.68% | 13.27% |
Returns By Period
In the year-to-date period, RYSEX achieves a 4.13% return, which is significantly higher than RYTRX's -1.01% return. Over the past 10 years, RYSEX has underperformed RYTRX with an annualized return of 7.66%, while RYTRX has yielded a comparatively higher 8.61% 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%
RYTRX
- 1D
- 1.79%
- 1M
- -4.61%
- YTD
- -1.01%
- 6M
- 0.12%
- 1Y
- 7.86%
- 3Y*
- 10.72%
- 5Y*
- 4.88%
- 10Y*
- 8.61%
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RYSEX vs. RYTRX - Expense Ratio Comparison
RYSEX has a 1.20% expense ratio, which is lower than RYTRX's 1.25% expense ratio.
Return for Risk
RYSEX vs. RYTRX — Risk / Return Rank
RYSEX
RYTRX
RYSEX vs. RYTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Special Equity Fund (RYSEX) and Royce Total Return Fund (RYTRX). 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 | RYTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.36 | +0.66 |
Sortino ratioReturn per unit of downside risk | 1.61 | 0.68 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.54 | +1.12 |
Martin ratioReturn relative to average drawdown | 5.46 | 1.53 | +3.93 |
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 | RYTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.36 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.24 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.41 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.51 | 0.00 |
Correlation
The correlation between RYSEX and RYTRX is 0.90, 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. RYTRX - Dividend Comparison
RYSEX's dividend yield for the trailing twelve months is around 11.87%, less than RYTRX's 13.11% 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% |
RYTRX Royce Total Return Fund | 13.11% | 12.72% | 7.73% | 9.77% | 15.94% | 32.86% | 20.91% | 9.54% | 23.54% | 13.86% | 9.56% | 14.86% |
Drawdowns
RYSEX vs. RYTRX - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -43.25%, smaller than the maximum RYTRX drawdown of -54.24%. Use the drawdown chart below to compare losses from any high point for RYSEX and RYTRX.
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Drawdown Indicators
| RYSEX | RYTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.25% | -54.24% | +10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -14.66% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -24.31% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -32.13% | -40.82% | +8.69% |
Current DrawdownCurrent decline from peak | -5.62% | -9.89% | +4.27% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -6.30% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 5.14% | -1.82% |
Volatility
RYSEX vs. RYTRX - Volatility Comparison
The current volatility for Royce Special Equity Fund (RYSEX) is 3.54%, while Royce Total Return Fund (RYTRX) has a volatility of 5.01%. This indicates that RYSEX experiences smaller price fluctuations and is considered to be less risky than RYTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSEX | RYTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.01% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 12.08% | -2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 22.15% | -4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 20.38% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 21.16% | -3.76% |