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RYTRX vs. RYIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTRX vs. RYIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Total Return Fund (RYTRX) and Royce International Premier Fund (RYIPX). The values are adjusted to include any dividend payments, if applicable.

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RYTRX vs. RYIPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTRX
Royce Total Return Fund
-2.76%2.57%9.96%24.39%-13.59%25.58%3.84%23.53%-12.68%13.27%
RYIPX
Royce International Premier Fund
-9.99%9.37%-7.37%7.68%-27.27%5.77%15.74%34.22%-12.76%39.80%

Returns By Period

In the year-to-date period, RYTRX achieves a -2.76% return, which is significantly higher than RYIPX's -9.99% return. Over the past 10 years, RYTRX has outperformed RYIPX with an annualized return of 8.41%, while RYIPX has yielded a comparatively lower 3.74% annualized return.


RYTRX

1D
0.30%
1M
-5.76%
YTD
-2.76%
6M
-1.52%
1Y
6.11%
3Y*
10.07%
5Y*
4.80%
10Y*
8.41%

RYIPX

1D
-0.43%
1M
-10.69%
YTD
-9.99%
6M
-13.08%
1Y
-1.35%
3Y*
-2.90%
5Y*
-4.98%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYTRX vs. RYIPX - Expense Ratio Comparison

RYTRX has a 1.25% expense ratio, which is lower than RYIPX's 1.44% expense ratio.


Return for Risk

RYTRX vs. RYIPX — Risk / Return Rank

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

RYTRX
RYTRX Risk / Return Rank: 1111
Overall Rank
RYTRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RYTRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
RYTRX Omega Ratio Rank: 1212
Omega Ratio Rank
RYTRX Calmar Ratio Rank: 1111
Calmar Ratio Rank
RYTRX Martin Ratio Rank: 1010
Martin Ratio Rank

RYIPX
RYIPX Risk / Return Rank: 33
Overall Rank
RYIPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RYIPX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYIPX Omega Ratio Rank: 33
Omega Ratio Rank
RYIPX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYIPX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RYTRX vs. RYIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Royce International Premier Fund (RYIPX). 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.


RYTRXRYIPXDifference

Sharpe ratio

Return per unit of total volatility

0.27

-0.17

+0.44

Sortino ratio

Return per unit of downside risk

0.55

-0.13

+0.68

Omega ratio

Gain probability vs. loss probability

1.07

0.98

+0.09

Calmar ratio

Return relative to maximum drawdown

0.27

-0.21

+0.48

Martin ratio

Return relative to average drawdown

0.77

-0.56

+1.33

RYTRX vs. RYIPX - Sharpe Ratio Comparison

The current RYTRX Sharpe Ratio is 0.27, which is higher than the RYIPX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of RYTRX and RYIPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYTRXRYIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

-0.17

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.33

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.25

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.28

+0.23

Correlation

The correlation between RYTRX and RYIPX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RYTRX vs. RYIPX - Dividend Comparison

RYTRX's dividend yield for the trailing twelve months is around 13.34%, more than RYIPX's 0.88% yield.


TTM20252024202320222021202020192018201720162015
RYTRX
Royce Total Return Fund
13.34%12.72%7.73%9.77%15.94%32.86%20.91%9.54%23.54%13.86%9.56%14.86%
RYIPX
Royce International Premier Fund
0.88%0.79%4.10%2.18%3.18%4.51%0.00%0.20%0.00%0.71%2.40%2.61%

Drawdowns

RYTRX vs. RYIPX - Drawdown Comparison

The maximum RYTRX drawdown since its inception was -54.24%, which is greater than RYIPX's maximum drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for RYTRX and RYIPX.


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Drawdown Indicators


RYTRXRYIPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.24%

-42.14%

-12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-16.68%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-42.14%

+17.83%

Max Drawdown (10Y)

Largest decline over 10 years

-40.82%

-42.14%

+1.32%

Current Drawdown

Current decline from peak

-11.48%

-34.81%

+23.33%

Average Drawdown

Average peak-to-trough decline

-6.30%

-12.18%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

6.17%

-1.07%

Volatility

RYTRX vs. RYIPX - Volatility Comparison

The current volatility for Royce Total Return Fund (RYTRX) is 4.63%, while Royce International Premier Fund (RYIPX) has a volatility of 5.39%. This indicates that RYTRX experiences smaller price fluctuations and is considered to be less risky than RYIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTRXRYIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

5.39%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

9.16%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

13.55%

+8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

15.28%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

15.12%

+6.03%