RYSEX vs. RYVVX
Compare and contrast key facts about Royce Special Equity Fund (RYSEX) and Rydex S&P 500 Pure Value Fund (RYVVX).
RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998. RYVVX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSEX or RYVVX.
Key characteristics
| RYSEX | RYVVX | |
|---|---|---|
| YTD Return | 7.10% | 14.52% |
| 1Y Return | 15.46% | 27.50% |
| 3Y Return (Ann) | 3.66% | 5.06% |
| 5Y Return (Ann) | 8.86% | 6.86% |
| 10Y Return (Ann) | 6.69% | 5.81% |
| Sharpe Ratio | 1.19 | 2.08 |
| Sortino Ratio | 1.83 | 3.00 |
| Omega Ratio | 1.22 | 1.37 |
| Calmar Ratio | 1.97 | 1.84 |
| Martin Ratio | 4.68 | 9.89 |
| Ulcer Index | 4.21% | 3.20% |
| Daily Std Dev | 16.59% | 15.20% |
| Max Drawdown | -43.27% | -76.18% |
| Current Drawdown | -2.61% | -0.49% |
Correlation
The correlation between RYSEX and RYVVX is 0.82, 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
RYSEX vs. RYVVX - Performance Comparison
In the year-to-date period, RYSEX achieves a 7.10% return, which is significantly lower than RYVVX's 14.52% return. Over the past 10 years, RYSEX has outperformed RYVVX with an annualized return of 6.69%, while RYVVX has yielded a comparatively lower 5.81% 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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RYSEX vs. RYVVX - Expense Ratio Comparison
RYSEX has a 1.20% expense ratio, which is lower than RYVVX's 2.26% expense ratio.
Risk-Adjusted Performance
RYSEX vs. RYVVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Special Equity Fund (RYSEX) and Rydex S&P 500 Pure Value Fund (RYVVX). 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
RYSEX vs. RYVVX - Dividend Comparison
RYSEX's dividend yield for the trailing twelve months is around 1.39%, less than RYVVX's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 1.39% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% | 0.12% |
RYVVX Rydex S&P 500 Pure Value Fund | 1.95% | 2.24% | 2.86% | 2.87% | 1.13% | 1.17% | 1.96% | 0.37% | 1.04% | 1.72% | 0.11% | 0.19% |
Drawdowns
RYSEX vs. RYVVX - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -43.27%, smaller than the maximum RYVVX drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for RYSEX and RYVVX. For additional features, visit the drawdowns tool.
Volatility
RYSEX vs. RYVVX - Volatility Comparison
Royce Special Equity Fund (RYSEX) has a higher volatility of 6.83% compared to Rydex S&P 500 Pure Value Fund (RYVVX) at 5.72%. This indicates that RYSEX's price experiences larger fluctuations and is considered to be riskier than RYVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.