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RYTRX vs. RYOTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTRX vs. RYOTX - Performance Comparison

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

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RYTRX vs. RYOTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYTRX
Royce Total Return Fund
-1.01%2.57%9.96%24.39%-13.59%25.58%3.84%23.53%-12.68%13.27%
RYOTX
Royce Micro Cap Series Fund
9.23%13.51%13.24%19.51%-22.66%30.36%24.56%21.19%-9.09%5.29%

Returns By Period

In the year-to-date period, RYTRX achieves a -1.01% return, which is significantly lower than RYOTX's 9.23% return. Over the past 10 years, RYTRX has underperformed RYOTX with an annualized return of 8.61%, while RYOTX has yielded a comparatively higher 11.46% annualized return.


RYTRX

1D
1.79%
1M
-4.61%
YTD
-1.01%
6M
0.12%
1Y
7.86%
3Y*
10.72%
5Y*
4.88%
10Y*
8.61%

RYOTX

1D
2.99%
1M
-7.15%
YTD
9.23%
6M
10.78%
1Y
45.50%
3Y*
17.84%
5Y*
7.08%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYTRX vs. RYOTX - Expense Ratio Comparison

RYTRX has a 1.25% expense ratio, which is higher than RYOTX's 1.20% expense ratio.


Return for Risk

RYTRX vs. RYOTX — Risk / Return Rank

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

RYTRX
RYTRX Risk / Return Rank: 1212
Overall Rank
RYTRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RYTRX Sortino Ratio Rank: 1212
Sortino Ratio Rank
RYTRX Omega Ratio Rank: 1111
Omega Ratio Rank
RYTRX Calmar Ratio Rank: 1414
Calmar Ratio Rank
RYTRX Martin Ratio Rank: 1313
Martin Ratio Rank

RYOTX
RYOTX Risk / Return Rank: 8686
Overall Rank
RYOTX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
RYOTX Sortino Ratio Rank: 8585
Sortino Ratio Rank
RYOTX Omega Ratio Rank: 7575
Omega Ratio Rank
RYOTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RYOTX Martin Ratio Rank: 9191
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. RYOTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Royce Micro Cap Series Fund (RYOTX). 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.


RYTRXRYOTXDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.73

-1.37

Sortino ratio

Return per unit of downside risk

0.68

2.37

-1.70

Omega ratio

Gain probability vs. loss probability

1.09

1.31

-0.22

Calmar ratio

Return relative to maximum drawdown

0.54

3.26

-2.72

Martin ratio

Return relative to average drawdown

1.53

11.42

-9.89

RYTRX vs. RYOTX - Sharpe Ratio Comparison

The current RYTRX Sharpe Ratio is 0.36, which is lower than the RYOTX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RYTRX and RYOTX, 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


RYTRXRYOTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.73

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.30

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.50

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.59

-0.07

Correlation

The correlation between RYTRX and RYOTX is 0.87, 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.


Dividends

RYTRX vs. RYOTX - Dividend Comparison

RYTRX's dividend yield for the trailing twelve months is around 13.11%, less than RYOTX's 13.68% yield.


TTM20252024202320222021202020192018201720162015
RYTRX
Royce Total Return Fund
13.11%12.72%7.73%9.77%15.94%32.86%20.91%9.54%23.54%13.86%9.56%14.86%
RYOTX
Royce Micro Cap Series Fund
13.68%14.94%12.20%6.97%5.10%23.10%7.40%2.72%13.95%7.76%11.41%12.99%

Drawdowns

RYTRX vs. RYOTX - Drawdown Comparison

The maximum RYTRX drawdown since its inception was -54.24%, roughly equal to the maximum RYOTX drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for RYTRX and RYOTX.


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Drawdown Indicators


RYTRXRYOTXDifference

Max Drawdown

Largest peak-to-trough decline

-54.24%

-56.86%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-13.59%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-35.84%

+11.53%

Max Drawdown (10Y)

Largest decline over 10 years

-40.82%

-44.87%

+4.05%

Current Drawdown

Current decline from peak

-9.89%

-7.15%

-2.74%

Average Drawdown

Average peak-to-trough decline

-6.30%

-9.47%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

3.88%

+1.26%

Volatility

RYTRX vs. RYOTX - Volatility Comparison

The current volatility for Royce Total Return Fund (RYTRX) is 5.01%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that RYTRX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTRXRYOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

9.07%

-4.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

17.62%

-5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.15%

26.53%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

23.39%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.16%

23.03%

-1.87%