RYTRX vs. RYDVX
RYTRX (Royce Total Return Fund) and RYDVX (Royce Dividend Value Fund) are both mutual funds - RYTRX is a Small Cap Value Equities fund managed by Royce Investment Partners, while RYDVX is a Mid Cap Blend Equities fund managed by Royce Investment Partners. Over the past 10 years, RYTRX returned 9.78%/yr vs 11.56%/yr for RYDVX. Their 0.95 correlation means they have historically moved very closely together. RYTRX charges 1.25%/yr vs 1.34%/yr for RYDVX.
Performance
RYTRX vs. RYDVX - Performance Comparison
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Returns By Period
In the year-to-date period, RYTRX achieves a 16.89% return, which is significantly lower than RYDVX's 19.75% return. Over the past 10 years, RYTRX has underperformed RYDVX with an annualized return of 9.78%, while RYDVX has yielded a comparatively higher 11.56% annualized return.
RYTRX
- 1D
- 0.12%
- 1M
- 1.78%
- 6M
- 9.44%
- YTD
- 16.89%
- 1Y
- 25.69%
- 3Y*
- 12.23%
- 5Y*
- 8.63%
- 10Y*
- 9.78%
- ALL TIME*
- 9.80%
RYDVX
- 1D
- 0.00%
- 1M
- 3.54%
- 6M
- 10.23%
- YTD
- 19.75%
- 1Y
- 32.11%
- 3Y*
- 18.61%
- 5Y*
- 11.07%
- 10Y*
- 11.56%
- ALL TIME*
- 9.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RYTRX vs. RYDVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTRX Royce Total Return Fund | 16.89% | 2.57% | 9.96% | 24.39% | -13.59% | 25.58% | 3.84% | 23.53% | -12.68% | 13.27% |
RYDVX Royce Dividend Value Fund | 19.75% | 9.44% | 19.41% | 23.29% | -13.63% | 20.00% | 4.45% | 30.00% | -16.33% | 21.39% |
Correlation
The correlation between RYTRX and RYDVX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005 | 0.95 |
The correlation between RYTRX and RYDVX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
RYTRX vs. RYDVX — Risk / Return Rank
RYTRX
RYDVX
RYTRX vs. RYDVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Royce Dividend Value Fund (RYDVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RYTRX | RYDVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.43 | -0.69 |
| Martin ratioReturn relative to average drawdown | 4.94 | 7.02 | -2.08 |
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Drawdowns
RYTRX vs. RYDVX - Drawdown Comparison
The maximum RYTRX drawdown since its inception was -54.24%, roughly equal to the maximum RYDVX drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for RYTRX and RYDVX.
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Drawdown Indicators
| RYTRX | RYDVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.24% | -53.36% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -12.32% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -21.45% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -27.35% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | -41.49% | +0.67% |
Current DrawdownCurrent decline from peak | -0.87% | -0.75% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -7.49% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 4.26% | +0.44% |
Volatility
RYTRX vs. RYDVX - Volatility Comparison
Royce Total Return Fund (RYTRX) and Royce Dividend Value Fund (RYDVX) have volatilities of 4.56% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTRX | RYDVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 4.57% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 11.71% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 18.48% | -1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 19.06% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 19.62% | +1.52% |
RYTRX vs. RYDVX - Expense Ratio Comparison
RYTRX has a 1.25% expense ratio, which is lower than RYDVX's 1.34% expense ratio.
Dividends
RYTRX vs. RYDVX - Dividend Comparison
RYTRX's dividend yield for the trailing twelve months is around 11.07%, less than RYDVX's 154.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYDVX Royce Dividend Value Fund | 154.32% | 185.21% | 21.24% | 11.80% | 0.57% | 14.07% | 5.55% | 15.61% | 14.15% | 14.26% | 10.48% | 11.39% |
RYTRX Royce Total Return Fund | 11.07% | 12.72% | 7.73% | 9.77% | 15.94% | 32.86% | 20.91% | 9.54% | 23.54% | 13.86% | 9.56% | 14.86% |
Frequently Asked Questions
With a correlation of 0.91, RYTRX and RYDVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RYDVX has higher volatility (4.57%) compared to RYTRX (4.56%). In terms of maximum drawdown, RYTRX dropped -54.24% vs RYDVX's -53.36%.
RYDVX currently has the higher Sharpe Ratio (1.62 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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