PRCGX vs. WESCX

Last updated Apr 1, 2026

Compare and contrast key facts about Perritt MicroCap Opportunities Fund (PRCGX) and TETON Westwood SmallCap Equity Fund (WESCX).

PRCGX is managed by Perritt. It was launched on Apr 11, 1988. WESCX is managed by Teton Westwood. It was launched on Apr 15, 1997.

Performance

PRCGX vs. WESCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perritt MicroCap Opportunities Fund (PRCGX) and TETON Westwood SmallCap Equity Fund (WESCX). The values are adjusted to include any dividend payments, if applicable.

PRCGX vs. WESCX - 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%
WESCX TETON Westwood SmallCap Equity Fund	6.21%	17.26%	15.48%	12.61%	-12.48%	29.72%	10.93%	28.43%	-13.71%	15.82%

Returns By Period

PRCGX

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

WESCX

• 1D: -1.64%
• 1M: -8.28%
• YTD: 6.21%
• 6M: 15.03%
• 1Y: 37.79%
• 3Y*: 17.04%
• 5Y*: 9.06%
• 10Y*: 13.08%

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

PRCGX vs. WESCX - Expense Ratio Comparison

PRCGX has a 1.56% expense ratio, which is higher than WESCX's 1.25% expense ratio.

PRCGX

Perritt MicroCap Opportunities Fund

WESCX

TETON Westwood SmallCap Equity Fund

Return for Risk

PRCGX vs. WESCX — Risk / Return Rank

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

WESCX

WESCX Risk / Return Rank: 83
WESCX Sharpe Ratio Rank: 82
WESCX Sortino Ratio Rank: 82
WESCX Omega Ratio Rank: 77
WESCX Calmar Ratio Rank: 88
WESCX Martin Ratio Rank: 85

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. WESCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perritt MicroCap Opportunities Fund (PRCGX) and TETON Westwood SmallCap Equity Fund (WESCX). 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	WESCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.53	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.42	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.32	—

Correlation

The correlation between PRCGX and WESCX 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. WESCX - Dividend Comparison

PRCGX's dividend yield for the trailing twelve months is around 12.01%, more than WESCX's 7.06% 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%
WESCX TETON Westwood SmallCap Equity Fund	7.06%	7.50%	27.81%	2.81%	1.60%	5.60%	0.01%	4.66%	14.77%	9.13%	9.32%	18.92%

Drawdowns

Drawdown Indicators

	PRCGX	WESCX	Difference
Max Drawdown Largest peak-to-trough decline	—	-70.60%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-14.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.22%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.13%	—
Current Drawdown Current decline from peak	—	-10.19%	—
Average Drawdown Average peak-to-trough decline	—	-20.27%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.86%	—

Volatility

Volatility by Period

	PRCGX	WESCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	24.90%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.65%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.65%	—