WMICX vs. RYSEX
Compare and contrast key facts about Wasatch Micro Cap Fund (WMICX) and Royce Special Equity Fund (RYSEX).
WMICX is managed by Wasatch. It was launched on Jun 19, 1995. 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: WMICX or RYSEX.
Key characteristics
| WMICX | RYSEX | |
|---|---|---|
| YTD Return | 28.07% | 9.79% |
| 1Y Return | 53.95% | 23.79% |
| 3Y Return (Ann) | -14.11% | 4.77% |
| 5Y Return (Ann) | 2.56% | 9.34% |
| 10Y Return (Ann) | 1.19% | 6.95% |
| Sharpe Ratio | 2.34 | 1.41 |
| Sortino Ratio | 3.23 | 2.14 |
| Omega Ratio | 1.40 | 1.26 |
| Calmar Ratio | 0.84 | 2.32 |
| Martin Ratio | 15.42 | 5.51 |
| Ulcer Index | 3.33% | 4.20% |
| Daily Std Dev | 21.90% | 16.49% |
| Max Drawdown | -72.45% | -43.27% |
| Current Drawdown | -39.71% | 0.00% |
Correlation
The correlation between WMICX and RYSEX is 0.80, 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
WMICX vs. RYSEX - Performance Comparison
In the year-to-date period, WMICX achieves a 28.07% return, which is significantly higher than RYSEX's 9.79% return. Over the past 10 years, WMICX has underperformed RYSEX with an annualized return of 1.19%, while RYSEX has yielded a comparatively higher 6.95% 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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WMICX vs. RYSEX - Expense Ratio Comparison
WMICX has a 1.63% expense ratio, which is higher than RYSEX's 1.20% expense ratio.
Risk-Adjusted Performance
WMICX vs. RYSEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) 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
WMICX vs. RYSEX - Dividend Comparison
WMICX has not paid dividends to shareholders, while RYSEX's dividend yield for the trailing twelve months is around 1.35%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMICX Wasatch Micro Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.00% | 0.03% | 0.00% |
RYSEX Royce Special Equity Fund | 1.35% | 1.48% | 1.23% | 1.06% | 1.44% | 1.18% | 1.30% | 0.56% | 0.96% | 1.33% | 0.52% | 0.12% |
Drawdowns
WMICX vs. RYSEX - Drawdown Comparison
The maximum WMICX drawdown since its inception was -72.45%, which is greater than RYSEX's maximum drawdown of -43.27%. Use the drawdown chart below to compare losses from any high point for WMICX and RYSEX. For additional features, visit the drawdowns tool.
Volatility
WMICX vs. RYSEX - Volatility Comparison
Wasatch Micro Cap Fund (WMICX) has a higher volatility of 7.61% compared to Royce Special Equity Fund (RYSEX) at 6.40%. This indicates that WMICX'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.