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PRCGX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRCGX vs. TSCSX - Performance Comparison

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

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PRCGX vs. TSCSX - 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%
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%

Returns By Period


PRCGX

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

TSCSX

1D
-1.17%
1M
-9.54%
YTD
-3.28%
6M
-1.94%
1Y
10.06%
3Y*
6.13%
5Y*
4.01%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRCGX vs. TSCSX - Expense Ratio Comparison

PRCGX has a 1.56% expense ratio, which is higher than TSCSX's 0.80% expense ratio.


Return for Risk

PRCGX vs. TSCSX — Risk / Return Rank

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

PRCGX

TSCSX
TSCSX Risk / Return Rank: 1919
Overall Rank
TSCSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 1818
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2020
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. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perritt MicroCap Opportunities Fund (PRCGX) and Thrivent Small Cap Stock Fund Class S (TSCSX). 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. TSCSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PRCGXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

Correlation

The correlation between PRCGX and TSCSX is 0.85, 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. TSCSX - Dividend Comparison

PRCGX's dividend yield for the trailing twelve months is around 12.01%, more than TSCSX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
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%
TSCSX
Thrivent Small Cap Stock Fund Class S
2.44%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%

Drawdowns

PRCGX vs. TSCSX - Drawdown Comparison


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Drawdown Indicators


PRCGXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

Current Drawdown

Current decline from peak

-11.36%

Average Drawdown

Average peak-to-trough decline

-10.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

Volatility

PRCGX vs. TSCSX - Volatility Comparison


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Volatility by Period


PRCGXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%