RYTRX vs. VSMAX
Compare and contrast key facts about Royce Total Return Fund (RYTRX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
RYTRX is managed by Royce Investment Partners. It was launched on Dec 15, 1993. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYTRX or VSMAX.
Key characteristics
| RYTRX | VSMAX | |
|---|---|---|
| YTD Return | 3.53% | 9.64% |
| 1Y Return | 15.43% | 20.55% |
| 3Y Return (Ann) | 6.38% | 2.91% |
| 5Y Return (Ann) | 8.91% | 9.71% |
| 10Y Return (Ann) | 7.77% | 8.98% |
| Sharpe Ratio | 0.76 | 1.07 |
| Daily Std Dev | 19.40% | 18.12% |
| Max Drawdown | -54.25% | -59.68% |
| Current Drawdown | -5.32% | -0.86% |
Correlation
The correlation between RYTRX and VSMAX is 0.95, 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.
Performance
RYTRX vs. VSMAX - Performance Comparison
In the year-to-date period, RYTRX achieves a 3.53% return, which is significantly lower than VSMAX's 9.64% return. Over the past 10 years, RYTRX has underperformed VSMAX with an annualized return of 7.77%, while VSMAX has yielded a comparatively higher 8.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RYTRX vs. VSMAX - Expense Ratio Comparison
RYTRX has a 1.25% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Risk-Adjusted Performance
RYTRX vs. VSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Total Return Fund (RYTRX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
Dividends
RYTRX vs. VSMAX - Dividend Comparison
RYTRX's dividend yield for the trailing twelve months is around 9.41%, more than VSMAX's 1.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTRX Royce Total Return Fund | 9.41% | 9.77% | 15.94% | 32.86% | 20.91% | 9.54% | 23.54% | 14.05% | 9.56% | 14.86% | 12.92% | 9.46% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.44% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
RYTRX vs. VSMAX - Drawdown Comparison
The maximum RYTRX drawdown since its inception was -54.25%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for RYTRX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
RYTRX vs. VSMAX - Volatility Comparison
Royce Total Return Fund (RYTRX) has a higher volatility of 5.79% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 5.21%. This indicates that RYTRX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.