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PRCGX vs. FSCTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRCGX vs. FSCTX - 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 M (FSCTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PRCGX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FSCTX

1D
1.03%
1M
2.97%
YTD
18.28%
6M
16.43%
1Y
37.26%
3Y*
12.67%
5Y*
5.39%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRCGX vs. FSCTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FSCTX
Fidelity Advisor Small Cap Fund Class M
18.28%11.57%-4.53%18.02%-20.91%30.90%16.86%32.04%-16.52%13.51%

Correlation

The correlation between PRCGX and FSCTX is 0.65, 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

0.65

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

0.81

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 Sep 10, 1998

0.84

The correlation between PRCGX and FSCTX shifts across timeframes, from 0.65 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

PRCGX vs. FSCTX — Risk / Return Rank

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

PRCGX

FSCTX
FSCTX Risk / Return Rank: 6767
Overall Rank
FSCTX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSCTX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FSCTX Omega Ratio Rank: 4949
Omega Ratio Rank
FSCTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSCTX Martin Ratio Rank: 8484
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.

PRCGX vs. FSCTX - 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 M (FSCTX). 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.

PRCGX vs. FSCTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRCGXFSCTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

Drawdowns

PRCGX vs. FSCTX - Drawdown Comparison


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Drawdown Indicators


PRCGXFSCTXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

Max Drawdown (3Y)

Largest decline over 3 years

-36.64%

Max Drawdown (5Y)

Largest decline over 5 years

-36.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.49%

Current Drawdown

Current decline from peak

-0.97%

Average Drawdown

Average peak-to-trough decline

-11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

PRCGX vs. FSCTX - Volatility Comparison


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Volatility by Period


PRCGXFSCTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.09%

PRCGX vs. FSCTX - Expense Ratio Comparison

PRCGX has a 1.56% expense ratio, which is higher than FSCTX's 1.46% expense ratio.


Dividends

PRCGX vs. FSCTX - Dividend Comparison

PRCGX's dividend yield for the trailing twelve months is around 12.01%, more than FSCTX's 1.89% yield.


PositionTTM20252024202320222021202020192018201720162015
FSCTX
Fidelity Advisor Small Cap Fund Class M
1.89%2.24%0.00%1.55%6.07%12.11%2.99%4.38%16.01%15.16%2.30%8.94%
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%

Frequently Asked Questions


PRCGX and FSCTX 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.

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