RYTRX vs. VO
Compare and contrast key facts about Royce Total Return Fund (RYTRX) and Vanguard Mid-Cap ETF (VO).
RYTRX is managed by Royce Investment Partners. It was launched on Dec 15, 1993. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
RYTRX vs. VO - Performance Comparison
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RYTRX vs. VO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VO Vanguard Mid-Cap ETF | -0.05% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, RYTRX achieves a -1.01% return, which is significantly lower than VO's -0.05% return. Over the past 10 years, RYTRX has underperformed VO with an annualized return of 8.61%, while VO has yielded a comparatively higher 10.74% 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%
VO
- 1D
- 0.63%
- 1M
- -5.18%
- YTD
- -0.05%
- 6M
- -0.76%
- 1Y
- 13.07%
- 3Y*
- 12.85%
- 5Y*
- 6.79%
- 10Y*
- 10.74%
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RYTRX vs. VO - Expense Ratio Comparison
RYTRX has a 1.25% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
RYTRX vs. VO — Risk / Return Rank
RYTRX
VO
RYTRX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Vanguard Mid-Cap ETF (VO). 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.
| RYTRX | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 0.75 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.15 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.06 | -0.52 |
Martin ratioReturn relative to average drawdown | 1.53 | 4.83 | -3.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RYTRX | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.75 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.39 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.57 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.48 | +0.03 |
Correlation
The correlation between RYTRX and VO is 0.90, 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. VO - Dividend Comparison
RYTRX's dividend yield for the trailing twelve months is around 13.11%, more than VO's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VO Vanguard Mid-Cap ETF | 1.50% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
RYTRX vs. VO - Drawdown Comparison
The maximum RYTRX drawdown since its inception was -54.24%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for RYTRX and VO.
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Drawdown Indicators
| RYTRX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.24% | -58.87% | +4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -12.74% | -1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | -27.57% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | -39.37% | -1.45% |
Current DrawdownCurrent decline from peak | -9.89% | -5.53% | -4.36% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -7.91% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 2.79% | +2.35% |
Volatility
RYTRX vs. VO - Volatility Comparison
Royce Total Return Fund (RYTRX) and Vanguard Mid-Cap ETF (VO) have volatilities of 5.01% and 4.83%, 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 | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.83% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 9.73% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.15% | 17.57% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 17.61% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.16% | 18.94% | +2.22% |