FOSCX vs. PRCGX

Last updated Apr 1, 2026

Compare and contrast key facts about Tributary Small Company Fund (FOSCX) and Perritt MicroCap Opportunities Fund (PRCGX).

FOSCX is managed by Tributary Funds. It was launched on Jun 10, 1996. PRCGX is managed by Perritt. It was launched on Apr 11, 1988.

Performance

FOSCX vs. PRCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tributary Small Company Fund (FOSCX) and Perritt MicroCap Opportunities Fund (PRCGX). The values are adjusted to include any dividend payments, if applicable.

FOSCX vs. PRCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FOSCX Tributary Small Company Fund	2.82%	-3.67%	9.35%	16.92%	-13.17%	32.03%	1.21%	23.18%	-10.81%	8.44%
PRCGX Perritt MicroCap Opportunities Fund	13.20%	8.36%	10.29%	12.07%	-16.05%	31.15%	8.88%	9.37%	-17.61%	6.60%

Returns By Period

FOSCX

• 1D: -0.95%
• 1M: -6.71%
• YTD: 2.82%
• 6M: 1.65%
• 1Y: 8.37%
• 3Y*: 6.69%
• 5Y*: 4.99%
• 10Y*: 7.79%

PRCGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FOSCX vs. PRCGX - Expense Ratio Comparison

FOSCX has a 1.18% expense ratio, which is lower than PRCGX's 1.56% expense ratio.

PRCGX

Perritt MicroCap Opportunities Fund

FOSCX

Tributary Small Company Fund

Return for Risk

FOSCX vs. PRCGX — Risk / Return Rank

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

FOSCX

FOSCX Risk / Return Rank: 16
FOSCX Sharpe Ratio Rank: 16
FOSCX Sortino Ratio Rank: 17
FOSCX Omega Ratio Rank: 15
FOSCX Calmar Ratio Rank: 16
FOSCX Martin Ratio Rank: 16

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.

FOSCX vs. PRCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tributary Small Company Fund (FOSCX) and Perritt MicroCap Opportunities Fund (PRCGX). 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.

	FOSCX	PRCGX	Difference
Sharpe ratio Return per unit of total volatility	0.40	—	—
Sortino ratio Return per unit of downside risk	0.74	—	—
Omega ratio Gain probability vs. loss probability	1.09	—	—
Calmar ratio Return relative to maximum drawdown	0.48	—	—
Martin ratio Return relative to average drawdown	1.61	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FOSCX	PRCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	—	—

Correlation

The correlation between FOSCX and PRCGX is 0.81, 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

FOSCX vs. PRCGX - Dividend Comparison

FOSCX's dividend yield for the trailing twelve months is around 7.40%, less than PRCGX's 12.01% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOSCX Tributary Small Company Fund	7.40%	7.61%	6.67%	2.82%	13.61%	15.18%	0.02%	1.28%	5.45%	5.28%	1.51%	0.00%
PRCGX Perritt MicroCap Opportunities Fund	12.01%	8.78%	8.28%	7.34%	3.26%	15.00%	0.00%	3.50%	14.70%	28.27%	9.03%	1.67%

Drawdowns

Drawdown Indicators

	FOSCX	PRCGX	Difference
Max Drawdown Largest peak-to-trough decline	-52.57%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.00%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.05%	—	—
Current Drawdown Current decline from peak	-11.99%	—	—
Average Drawdown Average peak-to-trough decline	-7.10%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.08%	—	—

Volatility

Volatility by Period

	FOSCX	PRCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.26%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.75%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.59%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	—	—