PRCGX vs. SWSSX

Last updated Apr 1, 2026

Compare and contrast key facts about Perritt MicroCap Opportunities Fund (PRCGX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).

PRCGX is managed by Perritt. It was launched on Apr 11, 1988. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.

Performance

PRCGX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perritt MicroCap Opportunities Fund (PRCGX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

PRCGX vs. SWSSX - 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%
SWSSX Schwab Small-Cap Index Fund-Select Shares	-2.49%	12.88%	11.57%	17.07%	-20.43%	14.77%	20.12%	25.63%	-11.19%	14.76%

Returns By Period

PRCGX

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

SWSSX

• 1D: -1.45%
• 1M: -8.18%
• YTD: -2.49%
• 6M: -0.36%
• 1Y: 21.55%
• 3Y*: 11.83%
• 5Y*: 3.10%
• 10Y*: 9.50%

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

PRCGX vs. SWSSX - Expense Ratio Comparison

PRCGX has a 1.56% expense ratio, which is higher than SWSSX's 0.04% expense ratio.

PRCGX

Perritt MicroCap Opportunities Fund

SWSSX

Schwab Small-Cap Index Fund-Select Shares

Return for Risk

PRCGX vs. SWSSX — Risk / Return Rank

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

SWSSX

SWSSX Risk / Return Rank: 50
SWSSX Sharpe Ratio Rank: 47
SWSSX Sortino Ratio Rank: 52
SWSSX Omega Ratio Rank: 41
SWSSX Calmar Ratio Rank: 58
SWSSX Martin Ratio Rank: 52

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. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perritt MicroCap Opportunities Fund (PRCGX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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	SWSSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.91	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.14	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.33	—

Correlation

The correlation between PRCGX and SWSSX is 0.87, 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. SWSSX - Dividend Comparison

PRCGX's dividend yield for the trailing twelve months is around 12.01%, more than SWSSX's 1.32% 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%
SWSSX Schwab Small-Cap Index Fund-Select Shares	1.32%	1.29%	1.66%	1.49%	1.32%	8.88%	2.55%	6.12%	10.45%	5.22%	4.10%	6.92%

Drawdowns

Drawdown Indicators

	PRCGX	SWSSX	Difference
Max Drawdown Largest peak-to-trough decline	—	-60.34%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.81%	—
Current Drawdown Current decline from peak	—	-11.00%	—
Average Drawdown Average peak-to-trough decline	—	-10.78%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.68%	—

Volatility

Volatility by Period

	PRCGX	SWSSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.59%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	23.11%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.57%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	24.03%	—