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RYTRX vs. SSCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYTRX vs. SSCVX - Performance Comparison

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

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RYTRX vs. SSCVX - 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%
SSCVX
Columbia Select Small Cap Value Fund
5.82%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%

Returns By Period

In the year-to-date period, RYTRX achieves a -2.76% return, which is significantly lower than SSCVX's 5.82% return. Both investments have delivered pretty close results over the past 10 years, with RYTRX having a 8.41% annualized return and SSCVX not far behind at 8.32%.


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%

SSCVX

1D
-1.40%
1M
-6.22%
YTD
5.82%
6M
6.09%
1Y
22.66%
3Y*
11.20%
5Y*
5.67%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYTRX vs. SSCVX - Expense Ratio Comparison

RYTRX has a 1.25% expense ratio, which is lower than SSCVX's 1.28% expense ratio.


Return for Risk

RYTRX vs. SSCVX — 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

SSCVX
SSCVX Risk / Return Rank: 5555
Overall Rank
SSCVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5151
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5656
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. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Columbia Select Small Cap Value Fund (SSCVX). 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.


RYTRXSSCVXDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.00

-0.73

Sortino ratio

Return per unit of downside risk

0.55

1.51

-0.96

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.27

1.32

-1.05

Martin ratio

Return relative to average drawdown

0.77

5.44

-4.67

RYTRX vs. SSCVX - Sharpe Ratio Comparison

The current RYTRX Sharpe Ratio is 0.27, which is lower than the SSCVX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of RYTRX and SSCVX, 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


RYTRXSSCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.00

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.27

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.36

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.31

+0.20

Correlation

The correlation between RYTRX and SSCVX is 0.91, 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. SSCVX - Dividend Comparison

RYTRX's dividend yield for the trailing twelve months is around 13.34%, more than SSCVX's 10.36% 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%
SSCVX
Columbia Select Small Cap Value Fund
10.36%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%

Drawdowns

RYTRX vs. SSCVX - Drawdown Comparison

The maximum RYTRX drawdown since its inception was -54.24%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for RYTRX and SSCVX.


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Drawdown Indicators


RYTRXSSCVXDifference

Max Drawdown

Largest peak-to-trough decline

-54.24%

-65.34%

+11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-15.41%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-29.22%

+4.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.82%

-48.87%

+8.05%

Current Drawdown

Current decline from peak

-11.48%

-7.88%

-3.60%

Average Drawdown

Average peak-to-trough decline

-6.30%

-11.91%

+5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

3.74%

+1.36%

Volatility

RYTRX vs. SSCVX - Volatility Comparison

The current volatility for Royce Total Return Fund (RYTRX) is 4.63%, while Columbia Select Small Cap Value Fund (SSCVX) has a volatility of 6.07%. This indicates that RYTRX experiences smaller price fluctuations and is considered to be less risky than SSCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYTRXSSCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

6.07%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

12.52%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

22.83%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

21.18%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

23.44%

-2.29%