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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYSEX or VOO.
Key characteristics
| RYSEX | VOO | |
|---|---|---|
| YTD Return | 9.79% | 27.15% |
| 1Y Return | 23.79% | 39.90% |
| 3Y Return (Ann) | 4.77% | 10.28% |
| 5Y Return (Ann) | 9.34% | 16.00% |
| 10Y Return (Ann) | 6.95% | 13.43% |
| Sharpe Ratio | 1.41 | 3.15 |
| Sortino Ratio | 2.14 | 4.19 |
| Omega Ratio | 1.26 | 1.59 |
| Calmar Ratio | 2.32 | 4.60 |
| Martin Ratio | 5.51 | 21.00 |
| Ulcer Index | 4.20% | 1.85% |
| Daily Std Dev | 16.49% | 12.34% |
| Max Drawdown | -43.27% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
RYSEX vs. VOO - Performance Comparison
In the year-to-date period, RYSEX achieves a 9.79% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, RYSEX has underperformed VOO with an annualized return of 6.95%, while VOO has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
RYSEX vs. VOO - Dividend Comparison
RYSEX's dividend yield for the trailing twelve months is around 1.35%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 1.35% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% | 0.12% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
RYSEX vs. VOO - Drawdown Comparison
The maximum RYSEX drawdown since its inception was -43.27%, 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.
Volatility
RYSEX vs. VOO - Volatility Comparison
Royce Special Equity Fund (RYSEX) has a higher volatility of 6.40% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that RYSEX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.