RYSEX vs. VOO
Compare and contrast key facts about Royce Special Equity Fund (RYSEX) and Vanguard S&P 500 ETF (VOO).
RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
RYSEX vs. VOO - Performance Comparison
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RYSEX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 4.13% | 3.66% | 2.93% | 12.96% | -6.60% | 22.24% | 7.43% | 12.73% | -9.96% | 7.13% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, RYSEX achieves a 4.13% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, RYSEX has underperformed VOO with an annualized return of 7.66%, while VOO has yielded a comparatively higher 14.14% annualized return.
RYSEX
- 1D
- 0.76%
- 1M
- -3.12%
- YTD
- 4.13%
- 6M
- 6.06%
- 1Y
- 17.87%
- 3Y*
- 6.67%
- 5Y*
- 4.40%
- 10Y*
- 7.66%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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RYSEX vs. VOO - Expense Ratio Comparison
RYSEX has a 1.20% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
RYSEX vs. VOO — Risk / Return Rank
RYSEX
VOO
RYSEX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Special Equity Fund (RYSEX) and Vanguard S&P 500 ETF (VOO). 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.
| RYSEX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 1.01 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.53 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.55 | +0.10 |
Martin ratioReturn relative to average drawdown | 5.46 | 7.31 | -1.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYSEX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.01 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.71 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.79 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
Correlation
The correlation between RYSEX and VOO is 0.76, 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. VOO - Dividend Comparison
RYSEX's dividend yield for the trailing twelve months is around 11.87%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 11.87% | 12.36% | 16.35% | 5.32% | 12.34% | 16.53% | 3.70% | 11.56% | 13.11% | 8.24% | 7.72% | 11.68% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
RYSEX vs. VOO - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -43.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for RYSEX and VOO.
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Drawdown Indicators
| RYSEX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.25% | -33.99% | -9.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -11.98% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -24.52% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -32.13% | -33.99% | +1.86% |
Current DrawdownCurrent decline from peak | -5.62% | -5.55% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -3.72% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.55% | +0.77% |
Volatility
RYSEX vs. VOO - Volatility Comparison
The current volatility for Royce Special Equity Fund (RYSEX) is 3.54%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that RYSEX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYSEX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.34% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 9.47% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.14% | 18.11% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 16.82% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 17.99% | -0.59% |