LSSCX vs. PVIVX
LSSCX (Loomis Sayles Small Cap Value Fund) and PVIVX (Paradigm Micro-cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, LSSCX returned 9.96%/yr vs 14.28%/yr for PVIVX. Their correlation of 0.85 means they have usually moved in the same direction. LSSCX charges 0.90%/yr vs 1.25%/yr for PVIVX.
Performance
LSSCX vs. PVIVX - Performance Comparison
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Returns By Period
In the year-to-date period, LSSCX achieves a 20.58% return, which is significantly lower than PVIVX's 34.02% return. Over the past 10 years, LSSCX has underperformed PVIVX with an annualized return of 9.96%, while PVIVX has yielded a comparatively higher 14.28% annualized return.
LSSCX
- 1D
- 0.25%
- 1M
- 0.37%
- 6M
- 12.30%
- YTD
- 20.58%
- 1Y
- 24.86%
- 3Y*
- 13.37%
- 5Y*
- 9.72%
- 10Y*
- 9.96%
- ALL TIME*
- 11.41%
PVIVX
- 1D
- 0.28%
- 1M
- -2.21%
- 6M
- 25.59%
- YTD
- 34.02%
- 1Y
- 47.53%
- 3Y*
- 13.23%
- 5Y*
- 7.27%
- 10Y*
- 14.28%
- ALL TIME*
- 10.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSSCX vs. PVIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 20.58% | 5.31% | 10.89% | 19.39% | -11.52% | 29.03% | 2.29% | 25.06% | -16.81% | 10.01% |
PVIVX Paradigm Micro-cap Fund | 34.02% | -4.81% | 13.48% | 17.89% | -20.62% | 27.94% | 46.96% | 22.38% | -10.88% | 15.82% |
Correlation
The correlation between LSSCX and PVIVX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2008 | 0.85 |
Over the past year, the correlation between LSSCX and PVIVX has dropped to 0.65 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
LSSCX vs. PVIVX — Risk / Return Rank
LSSCX
PVIVX
LSSCX vs. PVIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small Cap Value Fund (LSSCX) 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.
| LSSCX | PVIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.97 | +0.01 |
| Martin ratioReturn relative to average drawdown | 9.29 | 9.42 | -0.13 |
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Drawdowns
LSSCX vs. PVIVX - Drawdown Comparison
The maximum LSSCX drawdown since its inception was -54.28%, smaller than the maximum PVIVX drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for LSSCX and PVIVX.
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Drawdown Indicators
| LSSCX | PVIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.28% | -95.67% | +41.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.89% | -14.84% | +4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -25.10% | -95.67% | +70.57% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -95.67% | +70.57% |
Max Drawdown (10Y)Largest decline over 10 years | -44.65% | -95.67% | +51.02% |
Current DrawdownCurrent decline from peak | -1.43% | -92.65% | +91.22% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -17.55% | +10.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 4.67% | -1.70% |
Volatility
LSSCX vs. PVIVX - Volatility Comparison
The current volatility for Loomis Sayles Small Cap Value Fund (LSSCX) is 3.22%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 7.46%. This indicates that LSSCX 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.
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Volatility by Period
| LSSCX | PVIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 7.46% | -4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 19.40% | -7.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 26.09% | -8.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 887.36% | -866.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 627.66% | -605.32% |
LSSCX vs. PVIVX - Expense Ratio Comparison
LSSCX has a 0.90% expense ratio, which is lower than PVIVX's 1.25% expense ratio.
Dividends
LSSCX vs. PVIVX - Dividend Comparison
LSSCX's dividend yield for the trailing twelve months is around 14.51%, more than PVIVX's 11.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSSCX Loomis Sayles Small Cap Value Fund | 14.51% | 17.50% | 10.71% | 20.30% | 12.74% | 19.01% | 8.04% | 8.65% | 17.43% | 12.58% | 8.27% | 11.35% |
PVIVX Paradigm Micro-cap Fund | 11.89% | 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
LSSCX and PVIVX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PVIVX has higher volatility (7.46%) compared to LSSCX (3.22%). In terms of maximum drawdown, LSSCX dropped -54.28% vs PVIVX's -95.67%.
LSSCX currently has the higher Sharpe Ratio (1.71 vs 1.69), 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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