XSVM vs. RYPRX

In the year-to-date period, XSVM achieves a -8.42% return, which is significantly lower than RYPRX's -6.15% return. Over the past 10 years, XSVM has outperformed RYPRX with an annualized return of 8.80%, while RYPRX has yielded a comparatively lower -6.40% annualized return.

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XSVM has a 0.39% expense ratio, which is lower than RYPRX's 1.17% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Royce Premier Fund (RYPRX). 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.

The current XSVM Sharpe Ratio is -0.37, which is higher than the RYPRX Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of XSVM and RYPRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XSVM's dividend yield for the trailing twelve months is around 2.22%, less than RYPRX's 10.14% yield.

The maximum XSVM drawdown since its inception was -62.57%, smaller than the maximum RYPRX drawdown of -66.19%. Use the drawdown chart below to compare losses from any high point for XSVM and RYPRX. For additional features, visit the drawdowns tool.

Invesco S&P SmallCap Value with Momentum ETF (XSVM) and Royce Premier Fund (RYPRX) have volatilities of 7.07% and 7.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.