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VYSVX vs. RYSEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VYSVX vs. RYSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vericimetry U.S. Small Cap Value Fund (VYSVX) and Royce Special Equity Fund (RYSEX). The values are adjusted to include any dividend payments, if applicable.

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VYSVX vs. RYSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYSVX
Vericimetry U.S. Small Cap Value Fund
7.25%10.53%9.48%17.66%-7.45%37.36%2.86%20.20%-16.77%8.98%
RYSEX
Royce Special Equity Fund
4.99%3.66%2.93%12.96%-6.60%22.24%7.43%12.73%-9.96%7.13%

Returns By Period

In the year-to-date period, VYSVX achieves a 7.25% return, which is significantly higher than RYSEX's 4.99% return. Over the past 10 years, VYSVX has outperformed RYSEX with an annualized return of 10.48%, while RYSEX has yielded a comparatively lower 7.88% annualized return.


VYSVX

1D
0.38%
1M
-2.24%
YTD
7.25%
6M
9.23%
1Y
36.13%
3Y*
15.49%
5Y*
8.83%
10Y*
10.48%

RYSEX

1D
-0.07%
1M
-1.73%
YTD
4.99%
6M
5.84%
1Y
25.52%
3Y*
6.81%
5Y*
4.57%
10Y*
7.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VYSVX vs. RYSEX - Expense Ratio Comparison

VYSVX has a 0.63% expense ratio, which is lower than RYSEX's 1.20% expense ratio.


Return for Risk

VYSVX vs. RYSEX — Risk / Return Rank

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

VYSVX
VYSVX Risk / Return Rank: 5959
Overall Rank
VYSVX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VYSVX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VYSVX Omega Ratio Rank: 5050
Omega Ratio Rank
VYSVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VYSVX Martin Ratio Rank: 6464
Martin Ratio Rank

RYSEX
RYSEX Risk / Return Rank: 4545
Overall Rank
RYSEX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
RYSEX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYSEX Omega Ratio Rank: 3535
Omega Ratio Rank
RYSEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
RYSEX Martin Ratio Rank: 4444
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.

VYSVX vs. RYSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) 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.


VYSVXRYSEXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.99

+0.18

Sortino ratio

Return per unit of downside risk

1.71

1.56

+0.15

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

2.05

1.72

+0.33

Martin ratio

Return relative to average drawdown

7.66

5.63

+2.03

VYSVX vs. RYSEX - Sharpe Ratio Comparison

The current VYSVX Sharpe Ratio is 1.17, which is comparable to the RYSEX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of VYSVX and RYSEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VYSVXRYSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.99

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.28

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.45

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.52

-0.01

Correlation

The correlation between VYSVX and RYSEX is 0.91, 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

VYSVX vs. RYSEX - Dividend Comparison

VYSVX's dividend yield for the trailing twelve months is around 14.21%, more than RYSEX's 11.77% yield.


TTM20252024202320222021202020192018201720162015
VYSVX
Vericimetry U.S. Small Cap Value Fund
14.21%15.07%9.89%2.93%7.78%18.89%1.06%2.34%12.10%0.98%0.67%0.97%
RYSEX
Royce Special Equity Fund
11.77%12.36%16.35%5.32%12.34%16.53%3.70%11.56%13.11%8.24%7.72%11.68%

Drawdowns

VYSVX vs. RYSEX - Drawdown Comparison

The maximum VYSVX drawdown since its inception was -49.62%, which is greater than RYSEX's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for VYSVX and RYSEX.


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Drawdown Indicators


VYSVXRYSEXDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-43.25%

-6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.96%

-8.20%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.65%

-23.03%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-49.62%

-32.13%

-17.49%

Current Drawdown

Current decline from peak

-4.73%

-4.84%

+0.11%

Average Drawdown

Average peak-to-trough decline

-7.53%

-6.39%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.35%

+0.39%

Volatility

VYSVX vs. RYSEX - Volatility Comparison

Vericimetry U.S. Small Cap Value Fund (VYSVX) has a higher volatility of 5.66% compared to Royce Special Equity Fund (RYSEX) at 3.56%. This indicates that VYSVX'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.


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Volatility by Period


VYSVXRYSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

3.56%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

9.68%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

18.14%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

16.40%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

17.40%

+6.28%