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.
Key characteristics
| RYSEX | SQLV | |
|---|---|---|
| YTD Return | 7.10% | 9.34% |
| 1Y Return | 15.46% | 22.82% |
| 3Y Return (Ann) | 3.66% | 3.82% |
| 5Y Return (Ann) | 8.86% | 12.85% |
| Sharpe Ratio | 1.19 | 1.39 |
| Sortino Ratio | 1.83 | 2.15 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 1.97 | 2.79 |
| Martin Ratio | 4.68 | 6.58 |
| Ulcer Index | 4.21% | 4.37% |
| Daily Std Dev | 16.59% | 20.63% |
| Max Drawdown | -43.27% | -48.35% |
| Current Drawdown | -2.61% | -2.38% |
Correlation
The correlation between RYSEX and SQLV is 0.69, 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
In the year-to-date period, RYSEX achieves a 7.10% return, which is significantly lower than SQLV's 9.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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's dividend yield for the trailing twelve months is around 1.39%, more than SQLV's 1.06% 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% |
SQLV Legg Mason Small-Cap Quality Value ETF | 1.06% | 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
The current volatility for Royce Special Equity Fund (RYSEX) is 6.83%, while Legg Mason Small-Cap Quality Value ETF (SQLV) has a volatility of 8.15%. This indicates that RYSEX experiences smaller price fluctuations and is considered to be less risky than SQLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.