Find A Portfolio/Ticker
Comparison Box
LRSYX: SMALL-CAP VALUE SERIES CLASS I (MUTUAL FUND)
Basic Info 20.36 0.07(0.34%) April 24
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (92%) |
Start Date: | 03/30/1999 |
Last Dividend Date: | 12/19/2023 |
12-Mo. Yield | 0.26% |
Expenses | 1.43% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/31/1999 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.1 | 1.8 | 17.1 | 2.0 | 5.5 | 6.6 | 10.4 | 8.8 | 10.9 | 20.1 | -17.3 | 26.6 | -1.3 | 20.7 | -11.7 | 6.8 | 20.7 | -1.3 | 10.2 | 34.6 | 11.0 | -4.4 | 26.7 | 30.2 | -30.8 | 11.0 | 20.8 | 13.6 | 23.0 | 45.5 | -10.9 | 8.3 | 33.9 | 21.2 |
Sharpe Ratio | NA | -0.32 | 0.57 | -0.05 | 0.12 | 0.2 | NA | NA | 0.39 | 0.87 | -0.72 | 0.88 | -0.03 | 1.24 | -0.77 | 0.55 | 1.26 | -0.09 | 0.24 | 2.51 | 0.66 | -0.14 | 1.14 | 0.87 | -0.77 | 0.45 | 1.09 | 0.72 | 1.46 | 2.9 | -0.55 | 0.32 | 1.62 | 1.97 |
Draw Down(%) | NA | 6.8 | 14.6 | 32.5 | 47.1 | 50.1 | NA | NA | 53.8 | 14.6 | 27.8 | 14.5 | 47.1 | 11.9 | 26.7 | 7.2 | 12.9 | 13.7 | 23.7 | 5.7 | 14.9 | 31.6 | 18.6 | 32.1 | 47.6 | 9.1 | 14.7 | 10.8 | 10.4 | 10.8 | 28.9 | 21.2 | 8.1 | 16.2 |
Standard Deviation(%) | NA | 16.7 | 17.3 | 24.5 | 29.6 | 26.7 | NA | NA | 24.3 | 18.3 | 25.9 | 30.3 | 47.0 | 15.5 | 16.7 | 11.2 | 16.3 | 15.6 | 42.8 | 13.7 | 16.7 | 32.5 | 23.4 | 34.8 | 41.2 | 18.0 | 16.3 | 15.8 | 15.1 | 15.5 | 21.6 | 18.9 | 18.4 | 12.9 |
Treynor Ratio | NA | -0.05 | 0.1 | -0.01 | 0.03 | 0.05 | NA | NA | 0.1 | 0.17 | -0.2 | 0.22 | -0.01 | 0.19 | -0.13 | 0.06 | 0.22 | -0.01 | 0.07 | 0.35 | 0.11 | -0.04 | 0.27 | 0.31 | -0.35 | 0.09 | 0.17 | 0.11 | 0.24 | 0.54 | -0.14 | 0.08 | 0.57 | 0.61 |
Alpha | NA | 0.0 | 0.0 | 0.01 | -0.01 | 0.0 | NA | NA | 0.01 | 0.01 | -0.01 | 0.03 | -0.08 | -0.02 | -0.01 | -0.04 | 0.01 | 0.01 | 0.03 | -0.01 | -0.03 | -0.01 | 0.0 | -0.01 | 0.01 | 0.04 | 0.02 | 0.02 | 0.02 | 0.02 | 0.03 | 0.02 | 0.11 | 0.06 |
Beta | NA | 0.99 | 0.97 | 0.98 | 1.06 | 1.06 | NA | NA | 0.94 | 0.95 | 0.92 | 1.19 | 1.13 | 1.0 | 0.96 | 1.05 | 0.94 | 0.99 | 1.43 | 0.98 | 1.01 | 1.02 | 0.97 | 0.96 | 0.92 | 0.94 | 1.04 | 1.06 | 0.91 | 0.83 | 0.83 | 0.74 | 0.52 | 0.41 |
RSquared | NA | 0.92 | 0.94 | 0.74 | 0.85 | 0.67 | NA | NA | 0.78 | 0.93 | 0.94 | 0.55 | 0.94 | 0.9 | 0.95 | 0.9 | 0.94 | 0.95 | 0.2 | 0.94 | 0.96 | 0.99 | 0.98 | 0.98 | 0.98 | 0.93 | 0.95 | 0.94 | 0.94 | 0.91 | 0.92 | 0.83 | 0.72 | 0.28 |
Yield(%) | N/A | 0.0 | 0.3 | 4.7 | 6.0 | 8.0 | 12.8 | 10.1 | N/A | 0.3 | 2.4 | 14.8 | 1.0 | 16.3 | 12.5 | 11.6 | 13.4 | 17.5 | 22.0 | 27.0 | 3.3 | 0.0 | 0.4 | 0.0 | 0.4 | 16.0 | 15.1 | 10.3 | 10.5 | 8.7 | 6.1 | 5.6 | 3.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -90.2 | -47.4 | -70.5 | 10.3 | N/A | N/A | N/A | -90.2 | -81.3 | 1336.8 | -93.7 | -2.0 | 3.7 | -5.1 | -38.5 | -35.3 | -17.5 | 777.8 | N/A | -100.0 | N/A | -100.0 | -97.4 | 9.3 | 57.8 | 8.3 | 61.6 | 22.4 | 13.6 | 140.8 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/31/1999
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See SMALL BLEND Asset Class Trend Rankings |
Top Rated Funds in SMALL BLEND
Best Mutual Funds
- NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) (99%)
- DFSCX (U.S. MICRO CAP PORTFOLIO U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS) (99%)
- IASCX (VOYA SMALL COMPANY PORTFOLIO CLASS ADV) (98%)
- RDVIX (ROYCE DIVIDEND VALUE FUND INVESTMENT CLASS) (96%)
- RMCFX (ROYCE MICRO-CAP FUND SERVICE CLASS) (96%)
- RSEFX (ROYCE SPECIAL EQUITY FUND SERVICE CLASS) (95%)
- RSEIX (ROYCE SPECIAL EQUITY FUND INSTITUTIONAL CLASS) (95%)
- RSQCX (ROYCE SPECIAL EQUITY FUND CONSULTANT CLASS) (95%)
- RTRIX (ROYCE TOTAL RETURN FUND INSTITUTIONAL CLASS) (94%)
- RYDVX (ROYCE DIVIDEND VALUE FUND SERVICE CLASS) (94%)
Best ETFs
- IWM (iShares Russell 2000 ETF) (99%)
- JKJ (iShares Morningstar Small-Cap ETF) (99%)
- IWC (iShares Micro-Cap ETF) (98%)
- EES (WisdomTree U.S. SmallCap Earnings Fund) (98%)
- FDM (First Trust Dow Jones Select MicroCap Index Fund) (98%)
- FYX (First Trust Small Cap Core AlphaDEX® Fund) (97%)
- IJR (iShares Core S&P Small-Cap ETF) (97%)
- PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF) (97%)
- RWJ (Invesco S&P SmallCap 600 Revenue ETF) (96%)
- VB (Vanguard Small-Cap Index Fund ETF Shares) (96%)