PRCGX vs. FSCDX

Last updated Apr 1, 2026

Compare and contrast key facts about Perritt MicroCap Opportunities Fund (PRCGX) and Fidelity Advisor Small Cap Fund Class A (FSCDX).

PRCGX is managed by Perritt. It was launched on Apr 11, 1988. FSCDX is managed by Fidelity. It was launched on Sep 9, 1998.

Performance

PRCGX vs. FSCDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perritt MicroCap Opportunities Fund (PRCGX) and Fidelity Advisor Small Cap Fund Class A (FSCDX). The values are adjusted to include any dividend payments, if applicable.

PRCGX vs. FSCDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRCGX Perritt MicroCap Opportunities Fund	13.20%	8.36%	10.29%	12.07%	-16.05%	31.15%	8.88%	9.37%	-17.61%	6.60%
FSCDX Fidelity Advisor Small Cap Fund Class A	0.63%	11.85%	-2.52%	18.29%	-20.70%	31.22%	17.13%	32.31%	-16.38%	13.77%

Returns By Period

PRCGX

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

FSCDX

• 1D: -1.75%
• 1M: -7.93%
• YTD: 0.63%
• 6M: 4.06%
• 1Y: 22.66%
• 3Y*: 7.26%
• 5Y*: 3.36%
• 10Y*: 8.24%

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

PRCGX vs. FSCDX - Expense Ratio Comparison

PRCGX has a 1.56% expense ratio, which is higher than FSCDX's 1.22% expense ratio.

PRCGX

Perritt MicroCap Opportunities Fund

FSCDX

Fidelity Advisor Small Cap Fund Class A

Return for Risk

PRCGX vs. FSCDX — Risk / Return Rank

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

FSCDX

FSCDX Risk / Return Rank: 60
FSCDX Sharpe Ratio Rank: 56
FSCDX Sortino Ratio Rank: 61
FSCDX Omega Ratio Rank: 51
FSCDX Calmar Ratio Rank: 64
FSCDX Martin Ratio Rank: 66

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.

PRCGX vs. FSCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perritt MicroCap Opportunities Fund (PRCGX) and Fidelity Advisor Small Cap Fund Class A (FSCDX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PRCGX	FSCDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.03	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.44	—

Correlation

The correlation between PRCGX and FSCDX 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

PRCGX vs. FSCDX - Dividend Comparison

PRCGX's dividend yield for the trailing twelve months is around 12.01%, more than FSCDX's 1.90% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FSCDX Fidelity Advisor Small Cap Fund Class A	1.90%	1.92%	0.00%	1.36%	5.36%	10.98%	2.70%	3.97%	14.60%	14.03%	2.35%	8.39%

Drawdowns

Drawdown Indicators

	PRCGX	FSCDX	Difference
Max Drawdown Largest peak-to-trough decline	—	-50.10%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.44%	—
Current Drawdown Current decline from peak	—	-10.27%	—
Average Drawdown Average peak-to-trough decline	—	-11.69%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.21%	—

Volatility

Volatility by Period

	PRCGX	FSCDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.07%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.90%	—