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RYSEX vs. SSCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYSEX vs. SSCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Special Equity Fund (RYSEX) and Columbia Select Small Cap Value Fund (SSCVX). The values are adjusted to include any dividend payments, if applicable.

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RYSEX vs. SSCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYSEX
Royce Special Equity Fund
3.35%3.66%2.93%12.96%-6.60%22.24%7.43%12.73%-9.96%7.13%
SSCVX
Columbia Select Small Cap Value Fund
5.82%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%

Returns By Period

In the year-to-date period, RYSEX achieves a 3.35% return, which is significantly lower than SSCVX's 5.82% return. Over the past 10 years, RYSEX has underperformed SSCVX with an annualized return of 7.57%, while SSCVX has yielded a comparatively higher 8.32% annualized return.


RYSEX

1D
0.35%
1M
-3.72%
YTD
3.35%
6M
5.06%
1Y
17.66%
3Y*
6.41%
5Y*
4.67%
10Y*
7.57%

SSCVX

1D
-1.40%
1M
-6.22%
YTD
5.82%
6M
6.09%
1Y
22.66%
3Y*
11.20%
5Y*
5.67%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYSEX vs. SSCVX - Expense Ratio Comparison

RYSEX has a 1.20% expense ratio, which is lower than SSCVX's 1.28% expense ratio.


Return for Risk

RYSEX vs. SSCVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RYSEX
RYSEX Risk / Return Rank: 5252
Overall Rank
RYSEX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RYSEX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RYSEX Omega Ratio Rank: 4444
Omega Ratio Rank
RYSEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
RYSEX Martin Ratio Rank: 4646
Martin Ratio Rank

SSCVX
SSCVX Risk / Return Rank: 5555
Overall Rank
SSCVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5151
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYSEX vs. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Special Equity Fund (RYSEX) and Columbia Select Small Cap Value Fund (SSCVX). 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.


RYSEXSSCVXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.00

-0.04

Sortino ratio

Return per unit of downside risk

1.51

1.51

0.00

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.41

1.32

+0.09

Martin ratio

Return relative to average drawdown

4.67

5.44

-0.77

RYSEX vs. SSCVX - Sharpe Ratio Comparison

The current RYSEX Sharpe Ratio is 0.96, which is comparable to the SSCVX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of RYSEX and SSCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYSEXSSCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.00

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.27

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.36

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.31

+0.20

Correlation

The correlation between RYSEX and SSCVX is 0.85, 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. SSCVX - Dividend Comparison

RYSEX's dividend yield for the trailing twelve months is around 11.96%, more than SSCVX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
RYSEX
Royce Special Equity Fund
11.96%12.36%16.35%5.32%12.34%16.53%3.70%11.56%13.11%8.24%7.72%11.68%
SSCVX
Columbia Select Small Cap Value Fund
10.36%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%

Drawdowns

RYSEX vs. SSCVX - Drawdown Comparison

The maximum RYSEX drawdown since its inception was -43.25%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for RYSEX and SSCVX.


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Drawdown Indicators


RYSEXSSCVXDifference

Max Drawdown

Largest peak-to-trough decline

-43.25%

-65.34%

+22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-15.41%

+4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-29.22%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.13%

-48.87%

+16.74%

Current Drawdown

Current decline from peak

-6.33%

-7.88%

+1.55%

Average Drawdown

Average peak-to-trough decline

-6.39%

-11.91%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.74%

-0.44%

Volatility

RYSEX vs. SSCVX - Volatility Comparison

The current volatility for Royce Special Equity Fund (RYSEX) is 3.43%, while Columbia Select Small Cap Value Fund (SSCVX) has a volatility of 6.07%. This indicates that RYSEX experiences smaller price fluctuations and is considered to be less risky than SSCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYSEXSSCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

6.07%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

12.52%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

22.83%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

21.18%

-4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

23.44%

-6.04%