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RYVPX vs. FTHNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYVPX vs. FTHNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Smaller-Companies Growth Fund (RYVPX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). The values are adjusted to include any dividend payments, if applicable.

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RYVPX vs. FTHNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYVPX
Royce Smaller-Companies Growth Fund
-5.01%19.53%21.81%16.97%-32.45%6.61%49.45%23.68%-10.81%17.71%
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
0.58%11.69%15.81%22.18%-7.73%30.44%10.05%27.74%-13.45%17.25%

Returns By Period

In the year-to-date period, RYVPX achieves a -5.01% return, which is significantly lower than FTHNX's 0.58% return. Over the past 10 years, RYVPX has underperformed FTHNX with an annualized return of 9.90%, while FTHNX has yielded a comparatively higher 13.10% annualized return.


RYVPX

1D
3.79%
1M
-6.68%
YTD
-5.01%
6M
1.16%
1Y
23.45%
3Y*
13.90%
5Y*
0.38%
10Y*
9.90%

FTHNX

1D
2.44%
1M
-5.62%
YTD
0.58%
6M
1.72%
1Y
19.98%
3Y*
15.26%
5Y*
9.50%
10Y*
13.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYVPX vs. FTHNX - Expense Ratio Comparison

RYVPX has a 1.49% expense ratio, which is higher than FTHNX's 1.03% expense ratio.


Return for Risk

RYVPX vs. FTHNX — Risk / Return Rank

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

RYVPX
RYVPX Risk / Return Rank: 4646
Overall Rank
RYVPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RYVPX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYVPX Omega Ratio Rank: 3434
Omega Ratio Rank
RYVPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
RYVPX Martin Ratio Rank: 4949
Martin Ratio Rank

FTHNX
FTHNX Risk / Return Rank: 6060
Overall Rank
FTHNX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FTHNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FTHNX Omega Ratio Rank: 5050
Omega Ratio Rank
FTHNX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTHNX Martin Ratio Rank: 6868
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.

RYVPX vs. FTHNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Royce Smaller-Companies Growth Fund (RYVPX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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.


RYVPXFTHNXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.06

-0.13

Sortino ratio

Return per unit of downside risk

1.45

1.63

-0.17

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.61

1.72

-0.11

Martin ratio

Return relative to average drawdown

5.43

6.65

-1.23

RYVPX vs. FTHNX - Sharpe Ratio Comparison

The current RYVPX Sharpe Ratio is 0.94, which is comparable to the FTHNX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of RYVPX and FTHNX, 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


RYVPXFTHNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.06

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.50

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.65

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.61

-0.16

Correlation

The correlation between RYVPX and FTHNX is 0.82, 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

RYVPX vs. FTHNX - Dividend Comparison

RYVPX's dividend yield for the trailing twelve months is around 17.67%, more than FTHNX's 0.28% yield.


TTM20252024202320222021202020192018201720162015
RYVPX
Royce Smaller-Companies Growth Fund
17.67%16.79%2.92%0.00%4.34%34.97%10.32%3.47%45.66%20.89%11.40%24.57%
FTHNX
Fuller & Thaler Behavioral Small-Cap Equity Fund
0.28%0.28%7.84%1.60%0.95%3.55%0.11%0.11%0.21%0.09%0.00%15.47%

Drawdowns

RYVPX vs. FTHNX - Drawdown Comparison

The maximum RYVPX drawdown since its inception was -59.03%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for RYVPX and FTHNX.


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Drawdown Indicators


RYVPXFTHNXDifference

Max Drawdown

Largest peak-to-trough decline

-59.03%

-37.78%

-21.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-12.40%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-48.19%

-24.63%

-23.56%

Max Drawdown (10Y)

Largest decline over 10 years

-48.19%

-37.78%

-10.41%

Current Drawdown

Current decline from peak

-12.01%

-7.24%

-4.77%

Average Drawdown

Average peak-to-trough decline

-13.24%

-5.77%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

3.21%

+1.31%

Volatility

RYVPX vs. FTHNX - Volatility Comparison

Royce Smaller-Companies Growth Fund (RYVPX) has a higher volatility of 8.37% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.74%. This indicates that RYVPX's price experiences larger fluctuations and is considered to be riskier than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RYVPXFTHNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

5.74%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.85%

10.90%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

24.10%

19.72%

+4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.32%

18.93%

+7.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

20.10%

+4.77%