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 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. SQLV - Performance Comparison
Key characteristics
RYSEX:
-1.11
SQLV:
-0.69
RYSEX:
-1.37
SQLV:
-0.88
RYSEX:
0.79
SQLV:
0.89
RYSEX:
-0.51
SQLV:
-0.59
RYSEX:
-1.96
SQLV:
-2.08
RYSEX:
11.85%
SQLV:
6.96%
RYSEX:
20.96%
SQLV:
20.97%
RYSEX:
-52.13%
SQLV:
-48.35%
RYSEX:
-45.48%
SQLV:
-24.52%
Returns By Period
In the year-to-date period, RYSEX achieves a -15.00% return, which is significantly higher than SQLV's -18.98% return.
RYSEX
-15.00%
-8.63%
-23.33%
-22.66%
2.04%
-4.60%
SQLV
-18.98%
-11.76%
-16.46%
-13.68%
18.51%
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 Rank
RYSEX
SQLV
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 3.15%, more than SQLV's 1.42% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 3.15% | 2.68% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% |
SQLV Legg Mason Small-Cap Quality Value ETF | 1.42% | 1.12% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
RYSEX vs. SQLV - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -52.13%, which is greater than SQLV's maximum 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 7.85%, while Legg Mason Small-Cap Quality Value ETF (SQLV) has a volatility of 9.38%. 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.