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RYSEX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.8

Performance

RYSEX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Special Equity Fund (RYSEX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
-12.33%
557.08%
RYSEX
VOO

Key characteristics

Sharpe Ratio

RYSEX:

-0.92

VOO:

0.54

Sortino Ratio

RYSEX:

-1.14

VOO:

0.88

Omega Ratio

RYSEX:

0.83

VOO:

1.13

Calmar Ratio

RYSEX:

-0.43

VOO:

0.55

Martin Ratio

RYSEX:

-1.50

VOO:

2.27

Ulcer Index

RYSEX:

13.71%

VOO:

4.55%

Daily Std Dev

RYSEX:

22.42%

VOO:

19.19%

Max Drawdown

RYSEX:

-52.13%

VOO:

-33.99%

Current Drawdown

RYSEX:

-44.22%

VOO:

-9.90%

Returns By Period

In the year-to-date period, RYSEX achieves a -13.03% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, RYSEX has underperformed VOO with an annualized return of -4.24%, while VOO has yielded a comparatively higher 12.12% annualized return.


RYSEX

YTD

-13.03%

1M

-6.31%

6M

-21.92%

1Y

-20.26%

5Y*

-0.32%

10Y*

-4.24%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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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.


Expense ratio chart for RYSEX: current value is 1.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RYSEX: 1.20%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

RYSEX vs. VOO — Risk-Adjusted Performance Rank

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

RYSEX
The Risk-Adjusted Performance Rank of RYSEX is 11
Overall Rank
The Sharpe Ratio Rank of RYSEX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of RYSEX is 00
Sortino Ratio Rank
The Omega Ratio Rank of RYSEX is 11
Omega Ratio Rank
The Calmar Ratio Rank of RYSEX is 22
Calmar Ratio Rank
The Martin Ratio Rank of RYSEX is 11
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RYSEX vs. VOO - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for RYSEX, currently valued at -0.92, compared to the broader market-1.000.001.002.003.00
RYSEX: -0.92
VOO: 0.54
The chart of Sortino ratio for RYSEX, currently valued at -1.14, compared to the broader market-2.000.002.004.006.008.00
RYSEX: -1.14
VOO: 0.88
The chart of Omega ratio for RYSEX, currently valued at 0.83, compared to the broader market0.501.001.502.002.503.00
RYSEX: 0.83
VOO: 1.13
The chart of Calmar ratio for RYSEX, currently valued at -0.43, compared to the broader market0.002.004.006.008.0010.00
RYSEX: -0.43
VOO: 0.55
The chart of Martin ratio for RYSEX, currently valued at -1.50, compared to the broader market0.0010.0020.0030.0040.0050.00
RYSEX: -1.50
VOO: 2.27

The current RYSEX Sharpe Ratio is -0.92, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of RYSEX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.92
0.54
RYSEX
VOO

Dividends

RYSEX vs. VOO - Dividend Comparison

RYSEX's dividend yield for the trailing twelve months is around 18.79%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
RYSEX
Royce Special Equity Fund
18.79%16.35%5.32%12.34%16.53%3.70%11.56%13.11%8.80%7.72%11.68%10.43%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

RYSEX vs. VOO - Drawdown Comparison

The maximum RYSEX drawdown since its inception was -52.13%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.22%
-9.90%
RYSEX
VOO

Volatility

RYSEX vs. VOO - Volatility Comparison

The current volatility for Royce Special Equity Fund (RYSEX) is 10.89%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.89%
13.96%
RYSEX
VOO