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FRMCX vs. PVCMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRMCX vs. PVCMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin MicroCap Value Fund (FRMCX) and Palm Valley Capital Fund Investor Class (PVCMX). The values are adjusted to include any dividend payments, if applicable.

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FRMCX vs. PVCMX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRMCX
Franklin MicroCap Value Fund
-1.50%7.25%8.47%11.72%0.62%29.86%3.70%38.37%
PVCMX
Palm Valley Capital Fund Investor Class
0.58%4.45%4.24%9.47%3.17%3.72%19.13%1.22%

Returns By Period

In the year-to-date period, FRMCX achieves a -1.50% return, which is significantly lower than PVCMX's 0.58% return.


FRMCX

1D
-0.97%
1M
-11.58%
YTD
-1.50%
6M
0.92%
1Y
12.23%
3Y*
8.95%
5Y*
6.34%
10Y*
10.72%

PVCMX

1D
0.25%
1M
-1.05%
YTD
0.58%
6M
1.23%
1Y
4.45%
3Y*
5.18%
5Y*
4.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRMCX vs. PVCMX - Expense Ratio Comparison

FRMCX has a 1.23% expense ratio, which is lower than PVCMX's 1.30% expense ratio.


Return for Risk

FRMCX vs. PVCMX — Risk / Return Rank

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

FRMCX
FRMCX Risk / Return Rank: 2121
Overall Rank
FRMCX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FRMCX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FRMCX Omega Ratio Rank: 2121
Omega Ratio Rank
FRMCX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FRMCX Martin Ratio Rank: 2121
Martin Ratio Rank

PVCMX
PVCMX Risk / Return Rank: 4949
Overall Rank
PVCMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PVCMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PVCMX Omega Ratio Rank: 3636
Omega Ratio Rank
PVCMX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PVCMX Martin Ratio Rank: 4040
Martin Ratio Rank
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.

FRMCX vs. PVCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin MicroCap Value Fund (FRMCX) and Palm Valley Capital Fund Investor Class (PVCMX). 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.


FRMCXPVCMXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.92

-0.40

Sortino ratio

Return per unit of downside risk

0.90

1.44

-0.54

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

0.65

1.52

-0.88

Martin ratio

Return relative to average drawdown

2.22

4.20

-1.98

FRMCX vs. PVCMX - Sharpe Ratio Comparison

The current FRMCX Sharpe Ratio is 0.53, which is lower than the PVCMX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FRMCX and PVCMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FRMCXPVCMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.92

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.84

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.04

-0.46

Correlation

The correlation between FRMCX and PVCMX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRMCX vs. PVCMX - Dividend Comparison

FRMCX's dividend yield for the trailing twelve months is around 15.47%, more than PVCMX's 4.77% yield.


TTM20252024202320222021202020192018201720162015
FRMCX
Franklin MicroCap Value Fund
15.47%15.24%25.34%5.16%6.09%17.71%5.63%36.24%6.75%7.74%8.86%13.59%
PVCMX
Palm Valley Capital Fund Investor Class
4.77%4.80%6.95%4.84%2.30%1.98%2.70%0.71%0.00%0.00%0.00%0.00%

Drawdowns

FRMCX vs. PVCMX - Drawdown Comparison

The maximum FRMCX drawdown since its inception was -56.77%, which is greater than PVCMX's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for FRMCX and PVCMX.


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Drawdown Indicators


FRMCXPVCMXDifference

Max Drawdown

Largest peak-to-trough decline

-56.77%

-7.44%

-49.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-2.81%

-12.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-7.44%

-25.40%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

Current Drawdown

Current decline from peak

-13.52%

-1.85%

-11.67%

Average Drawdown

Average peak-to-trough decline

-8.75%

-1.29%

-7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

1.02%

+3.34%

Volatility

FRMCX vs. PVCMX - Volatility Comparison

Franklin MicroCap Value Fund (FRMCX) has a higher volatility of 5.99% compared to Palm Valley Capital Fund Investor Class (PVCMX) at 0.95%. This indicates that FRMCX's price experiences larger fluctuations and is considered to be riskier than PVCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRMCXPVCMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

0.95%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

2.94%

+10.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.56%

4.75%

+18.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.09%

5.20%

+18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

6.37%

+18.52%