SQLV vs. RYSEX
Compare and contrast key facts about Legg Mason Small-Cap Quality Value ETF (SQLV) and Royce Special Equity Fund (RYSEX).
SQLV is a passively managed fund by Franklin Templeton that tracks the performance of the Royce Small-Cap Quality Value Index. It was launched on Jul 12, 2017. RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQLV or RYSEX.
Correlation
The correlation between SQLV and RYSEX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SQLV vs. RYSEX - Performance Comparison
Key characteristics
SQLV:
0.00
RYSEX:
-0.60
SQLV:
0.15
RYSEX:
-0.67
SQLV:
1.02
RYSEX:
0.90
SQLV:
0.01
RYSEX:
-0.30
SQLV:
0.02
RYSEX:
-1.31
SQLV:
4.93%
RYSEX:
9.13%
SQLV:
19.22%
RYSEX:
19.84%
SQLV:
-48.35%
RYSEX:
-52.13%
SQLV:
-12.27%
RYSEX:
-39.70%
Returns By Period
The year-to-date returns for both stocks are quite close, with SQLV having a -5.83% return and RYSEX slightly lower at -5.99%.
SQLV
-5.83%
-8.10%
-2.88%
0.18%
13.46%
N/A
RYSEX
-5.99%
-4.86%
-15.64%
-12.35%
-0.58%
-3.63%
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SQLV vs. RYSEX - Expense Ratio Comparison
SQLV has a 0.62% expense ratio, which is lower than RYSEX's 1.20% expense ratio.
Risk-Adjusted Performance
SQLV vs. RYSEX — Risk-Adjusted Performance Rank
SQLV
RYSEX
SQLV vs. RYSEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Legg Mason Small-Cap Quality Value ETF (SQLV) and Royce Special Equity Fund (RYSEX). 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
SQLV vs. RYSEX - Dividend Comparison
SQLV's dividend yield for the trailing twelve months is around 1.19%, less than RYSEX's 2.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQLV Legg Mason Small-Cap Quality Value ETF | 1.19% | 1.12% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% | 0.00% | 0.00% | 0.00% |
RYSEX Royce Special Equity Fund | 2.85% | 2.68% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% |
Drawdowns
SQLV vs. RYSEX - Drawdown Comparison
The maximum SQLV drawdown since its inception was -48.35%, smaller than the maximum RYSEX drawdown of -52.13%. Use the drawdown chart below to compare losses from any high point for SQLV and RYSEX. For additional features, visit the drawdowns tool.
Volatility
SQLV vs. RYSEX - Volatility Comparison
Legg Mason Small-Cap Quality Value ETF (SQLV) has a higher volatility of 4.47% compared to Royce Special Equity Fund (RYSEX) at 4.00%. This indicates that SQLV's price experiences larger fluctuations and is considered to be riskier than RYSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.