MSVVX vs. PRCGX

Last updated Apr 1, 2026

Compare and contrast key facts about Mesirow Small Company Sustainability Fund (MSVVX) and Perritt MicroCap Opportunities Fund (PRCGX).

MSVVX is managed by Mesirow. It was launched on Dec 19, 2018. PRCGX is managed by Perritt. It was launched on Apr 11, 1988.

Performance

MSVVX vs. PRCGX - Performance Comparison

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

MSVVX vs. PRCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MSVVX Mesirow Small Company Sustainability Fund	-6.97%	-59.78%	13.89%	12.04%	-5.18%	26.12%	7.06%	22.95%	-2.26%
PRCGX Perritt MicroCap Opportunities Fund	13.20%	8.36%	10.29%	12.07%	-16.05%	31.15%	8.88%	9.37%	-0.27%

Returns By Period

MSVVX

• 1D: -1.06%
• 1M: -10.54%
• YTD: -6.97%
• 6M: -64.97%
• 1Y: -60.36%
• 3Y*: -22.92%
• 5Y*: -13.36%
• 10Y*: —

PRCGX

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

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

MSVVX vs. PRCGX - Expense Ratio Comparison

MSVVX has a 3.06% expense ratio, which is higher than PRCGX's 1.56% expense ratio.

MSVVX

Mesirow Small Company Sustainability Fund

PRCGX

Perritt MicroCap Opportunities Fund

Return for Risk

MSVVX vs. PRCGX — Risk / Return Rank

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

MSVVX

MSVVX Risk / Return Rank: 0
MSVVX Sharpe Ratio Rank: 0
MSVVX Sortino Ratio Rank: 1
MSVVX Omega Ratio Rank: 0
MSVVX Calmar Ratio Rank: 0
MSVVX Martin Ratio Rank: 1

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.

MSVVX vs. PRCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesirow Small Company Sustainability Fund (MSVVX) 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.

	MSVVX	PRCGX	Difference
Sharpe ratio Return per unit of total volatility	-0.91	—	—
Sortino ratio Return per unit of downside risk	-0.84	—	—
Omega ratio Gain probability vs. loss probability	0.69	—	—
Calmar ratio Return relative to maximum drawdown	-0.92	—	—
Martin ratio Return relative to average drawdown	-1.85	—	—
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

	MSVVX	PRCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.91	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	—	—

Correlation

The correlation between MSVVX and PRCGX is 0.84, 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

MSVVX vs. PRCGX - Dividend Comparison

MSVVX has not paid dividends to shareholders, while PRCGX's dividend yield for the trailing twelve months is around 12.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSVVX Mesirow Small Company Sustainability Fund	0.00%	0.00%	7.98%	4.49%	2.89%	23.76%	0.44%	7.93%	0.45%	0.00%	0.00%	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

	MSVVX	PRCGX	Difference
Max Drawdown Largest peak-to-trough decline	-66.28%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-66.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-66.28%	—	—
Current Drawdown Current decline from peak	-66.28%	—	—
Average Drawdown Average peak-to-trough decline	-8.69%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	33.09%	—	—

Volatility

Volatility by Period

	MSVVX	PRCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	100.01%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	66.73%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.69%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.66%	—	—