IWC vs. PVIVX

In the year-to-date period, IWC achieves a -15.18% return, which is significantly higher than PVIVX's -17.53% return. Both investments have delivered pretty close results over the past 10 years, with IWC having a 4.55% annualized return and PVIVX not far ahead at 4.60%.

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IWC has a 0.60% expense ratio, which is lower than PVIVX's 1.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Microcap ETF (IWC) and Paradigm Micro-cap Fund (PVIVX). 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 IWC Sharpe Ratio is -0.04, which is higher than the PVIVX Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of IWC and PVIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWC's dividend yield for the trailing twelve months is around 1.27%, while PVIVX has not paid dividends to shareholders.

The maximum IWC drawdown since its inception was -64.61%, which is greater than PVIVX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for IWC and PVIVX. For additional features, visit the drawdowns tool.

The current volatility for iShares Microcap ETF (IWC) is 13.96%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 16.49%. This indicates that IWC experiences smaller price fluctuations and is considered to be less risky than PVIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.