Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -1.19% | -2.36% | -3.50% | -2.90% | +7.40% | +9.32% | +18.72% | -1.99% | +5.94% | +3.92% |
| Market-price total return | -1.19% | -2.36% | -3.50% | -2.90% | +7.40% | +10.94% | +21.57% | +3.24% | +10.02% | +7.24% |
| NAV return | +1.47% | +0.41% | +0.06% | +1.00% | +12.99% | +16.04% | +18.95% | +0.35% | — | +5.73% |
| NAV total return | +1.47% | +0.41% | +0.06% | +1.00% | +12.99% | +17.48% | +21.40% | +5.00% | — | +9.25% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.16% | 0.24% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.22% | as above |
| Volatility, 5 years | 0.19% | 0.24% | as above |
| Maximum drawdown, 3 years | -18.96% | -16.95% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.99 | 0.78 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.45 | 1.12 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.76 | — | VXUS (ex-U.S. equity ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.70 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Royce Global Trust, Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.