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IWC vs. PVIVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWC vs. PVIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Micro-Cap ETF (IWC) and Paradigm Micro-cap Fund (PVIVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWC achieves a 23.36% return, which is significantly lower than PVIVX's 37.88% return. Over the past 10 years, IWC has underperformed PVIVX with an annualized return of 12.07%, while PVIVX has yielded a comparatively higher 15.15% annualized return.


IWC

1D
0.82%
1M
4.00%
YTD
23.36%
6M
19.51%
1Y
59.41%
3Y*
23.10%
5Y*
6.01%
10Y*
12.07%

PVIVX

1D
3.09%
1M
9.36%
YTD
37.88%
6M
34.96%
1Y
53.90%
3Y*
15.79%
5Y*
8.09%
10Y*
15.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWC vs. PVIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWC
iShares Micro-Cap ETF
23.36%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%
PVIVX
Paradigm Micro-cap Fund
37.88%-4.81%13.48%17.89%-20.62%27.94%46.96%22.38%-10.88%15.82%

Correlation

The correlation between IWC and PVIVX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2008

0.87

The correlation between IWC and PVIVX shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWC vs. PVIVX — Risk / Return Rank

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

IWC
IWC Risk / Return Rank: 7777
Overall Rank
IWC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWC Omega Ratio Rank: 6666
Omega Ratio Rank
IWC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IWC Martin Ratio Rank: 8181
Martin Ratio Rank

PVIVX
PVIVX Risk / Return Rank: 5959
Overall Rank
PVIVX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PVIVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PVIVX Omega Ratio Rank: 4646
Omega Ratio Rank
PVIVX Calmar Ratio Rank: 8282
Calmar Ratio Rank
PVIVX Martin Ratio Rank: 6060
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.

IWC vs. PVIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Micro-Cap 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWCPVIVXDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

4.80

3.55

+1.25

Martin ratioReturn relative to average drawdown

15.64

11.26

+4.38

IWC vs. PVIVX - Sharpe Ratio Comparison

The current IWC Sharpe Ratio is 2.45, which is comparable to the PVIVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IWC and PVIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWC vs. PVIVX - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, smaller than the maximum PVIVX drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for IWC and PVIVX.


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Drawdown Indicators


IWCPVIVXDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-95.67%

+31.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-14.84%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-95.67%

+66.21%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

-95.67%

+55.06%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-95.67%

+48.46%

Current Drawdown

Current decline from peak

0.00%

-92.43%

+92.43%

Average Drawdown

Average peak-to-trough decline

-15.25%

-17.08%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

4.68%

-0.87%

Volatility

IWC vs. PVIVX - Volatility Comparison

iShares Micro-Cap ETF (IWC) and Paradigm Micro-cap Fund (PVIVX) have volatilities of 8.66% and 8.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWCPVIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

8.95%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.16%

18.42%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

24.39%

25.69%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

887.36%

-862.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.52%

627.54%

-603.02%

IWC vs. PVIVX - Expense Ratio Comparison

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


Dividends

IWC vs. PVIVX - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 0.98%, less than PVIVX's 11.55% yield.


PositionTTM20252024202320222021202020192018201720162015
IWC
iShares Micro-Cap ETF
0.98%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%
PVIVX
Paradigm Micro-cap Fund
11.55%15.93%6.40%0.00%0.00%1.11%5.25%0.01%14.09%6.88%3.61%1.32%

Frequently Asked Questions


IWC and PVIVX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PVIVX has higher volatility (8.95%) compared to IWC (8.66%). In terms of maximum drawdown, IWC dropped -64.61% vs PVIVX's -95.67%.

IWC currently has the higher Sharpe Ratio (2.45 vs 2.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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