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 | 0.35% | 19.24% |
| 1Y Return | 8.98% | 28.44% |
| 3Y Return (Ann) | 4.96% | 10.06% |
| 5Y Return (Ann) | 8.23% | 15.24% |
| 10Y Return (Ann) | 6.27% | 12.92% |
| Sharpe Ratio | 0.53 | 2.11 |
| Daily Std Dev | 15.73% | 12.65% |
| Max Drawdown | -43.27% | -33.99% |
| Current Drawdown | -7.06% | -0.33% |
Correlation
The correlation between RYSEX and VOO is 0.77, 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 0.35% return, which is significantly lower than VOO's 19.24% return. Over the past 10 years, RYSEX has underperformed VOO with an annualized return of 6.27%, while VOO has yielded a comparatively higher 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 5.30%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYSEX Royce Special Equity Fund | 5.30% | 5.32% | 12.34% | 16.53% | 3.70% | 11.56% | 13.11% | 8.80% | 7.72% | 11.68% | 10.43% | 8.92% |
VOO Vanguard S&P 500 ETF | 1.28% | 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 5.14% compared to Vanguard S&P 500 ETF (VOO) at 3.93%. 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.