RYTRX vs. TSLTX
RYTRX (Royce Total Return Fund) and TSLTX (Transamerica Small Cap Value) are both Small Cap Value Equities funds. Over the past 5 years, RYTRX returned 9.10%/yr vs 10.67%/yr for TSLTX. Their correlation of 0.93 means they have usually moved in the same direction. RYTRX charges 1.25%/yr vs 0.80%/yr for TSLTX.
Performance
RYTRX vs. TSLTX - Performance Comparison
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Returns By Period
In the year-to-date period, RYTRX achieves a 18.49% return, which is significantly lower than TSLTX's 27.08% return.
RYTRX
- 1D
- 1.37%
- 1M
- 3.17%
- 6M
- 11.70%
- YTD
- 18.49%
- 1Y
- 25.50%
- 3Y*
- 13.19%
- 5Y*
- 9.10%
- 10Y*
- 9.74%
- ALL TIME*
- 9.85%
TSLTX
- 1D
- 1.23%
- 1M
- 1.23%
- 6M
- 16.90%
- YTD
- 27.08%
- 1Y
- 42.97%
- 3Y*
- 16.86%
- 5Y*
- 10.67%
- 10Y*
- —
- ALL TIME*
- 9.25%
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. TSLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RYTRX Royce Total Return Fund | 18.49% | 2.57% | 9.96% | 24.39% | -13.59% | 25.58% | 3.84% | 23.53% | -12.71% |
TSLTX Transamerica Small Cap Value | 27.08% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 20.91% | -16.42% |
Correlation
The correlation between RYTRX and TSLTX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.93 |
The correlation between RYTRX and TSLTX shifts across timeframes, from 0.79 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RYTRX vs. TSLTX — Risk / Return Rank
RYTRX
TSLTX
RYTRX vs. TSLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Transamerica Small Cap Value (TSLTX). 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 | TSLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.49 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 5.86 | -3.79 |
| Martin ratioReturn relative to average drawdown | 5.85 | 19.26 | -13.40 |
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Drawdowns
RYTRX vs. TSLTX - Drawdown Comparison
The maximum RYTRX drawdown since its inception was -54.24%, roughly equal to the maximum TSLTX drawdown of -55.58%. Use the drawdown chart below to compare losses from any high point for RYTRX and TSLTX.
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Drawdown Indicators
| RYTRX | TSLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.24% | -55.58% | +1.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -7.73% | -5.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -26.62% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -55.58% | +31.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -14.28% | +14.28% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -28.19% | +21.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 2.35% | +2.34% |
Volatility
RYTRX vs. TSLTX - Volatility Comparison
Royce Total Return Fund (RYTRX) has a higher volatility of 4.72% compared to Transamerica Small Cap Value (TSLTX) at 3.68%. This indicates that RYTRX's price experiences larger fluctuations and is considered to be riskier than TSLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTRX | TSLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 3.68% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.22% | 11.03% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.62% | 16.20% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 49.93% | -29.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 43.20% | -22.05% |
RYTRX vs. TSLTX - Expense Ratio Comparison
RYTRX has a 1.25% expense ratio, which is higher than TSLTX's 0.80% expense ratio.
Dividends
RYTRX vs. TSLTX - Dividend Comparison
RYTRX's dividend yield for the trailing twelve months is around 10.92%, more than TSLTX's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTRX Royce Total Return Fund | 10.92% | 12.72% | 7.73% | 9.77% | 15.94% | 32.86% | 20.91% | 9.54% | 23.54% | 13.86% | 9.56% | 14.86% |
TSLTX Transamerica Small Cap Value | 4.23% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RYTRX and TSLTX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYTRX has higher volatility (4.72%) compared to TSLTX (3.68%). In terms of maximum drawdown, RYTRX dropped -54.24% vs TSLTX's -55.58%.
TSLTX currently has the higher Sharpe Ratio (2.80 vs 1.66), 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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