RYSEX vs. SQLV
Compare and contrast key facts about Royce Special Equity Fund (RYSEX) and Legg Mason Small-Cap Quality Value ETF (SQLV).
RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998. SQLV is a passively managed fund by Franklin Templeton that tracks the performance of the Royce Small-Cap Quality Value Index. It was launched on Jul 12, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSEX or SQLV.
Correlation
The correlation between RYSEX and SQLV is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RYSEX vs. SQLV - Performance Comparison
Key characteristics
RYSEX:
-0.49
SQLV:
0.30
RYSEX:
-0.48
SQLV:
0.59
RYSEX:
0.92
SQLV:
1.07
RYSEX:
-0.55
SQLV:
0.61
RYSEX:
-2.04
SQLV:
1.33
RYSEX:
5.11%
SQLV:
4.51%
RYSEX:
21.41%
SQLV:
19.97%
RYSEX:
-43.27%
SQLV:
-48.35%
RYSEX:
-18.93%
SQLV:
-7.42%
Returns By Period
In the year-to-date period, RYSEX achieves a -10.85% return, which is significantly lower than SQLV's 4.10% return.
RYSEX
-10.85%
-15.18%
-9.04%
-11.16%
4.11%
4.58%
SQLV
4.10%
-4.25%
10.86%
3.68%
10.66%
N/A
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RYSEX vs. SQLV - Expense Ratio Comparison
RYSEX has a 1.20% expense ratio, which is higher than SQLV's 0.62% expense ratio.
Risk-Adjusted Performance
RYSEX vs. SQLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Special Equity Fund (RYSEX) and Legg Mason Small-Cap Quality Value ETF (SQLV). 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. SQLV - Dividend Comparison
RYSEX has not paid dividends to shareholders, while SQLV's dividend yield for the trailing twelve months is around 1.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 0.00% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% | 0.12% |
SQLV Legg Mason Small-Cap Quality Value ETF | 1.12% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYSEX vs. SQLV - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -43.27%, smaller than the maximum SQLV drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for RYSEX and SQLV. For additional features, visit the drawdowns tool.
Volatility
RYSEX vs. SQLV - Volatility Comparison
Royce Special Equity Fund (RYSEX) has a higher volatility of 15.74% compared to Legg Mason Small-Cap Quality Value ETF (SQLV) at 5.59%. This indicates that RYSEX's price experiences larger fluctuations and is considered to be riskier than SQLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.