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PVFAX vs. HASCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVFAX vs. HASCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paradigm Value Fund (PVFAX) and Harbor Small Cap Value Fund (HASCX). The values are adjusted to include any dividend payments, if applicable.

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PVFAX vs. HASCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVFAX
Paradigm Value Fund
-3.40%5.60%12.51%13.31%-20.25%30.28%17.69%22.27%-2.02%14.09%
HASCX
Harbor Small Cap Value Fund
8.12%3.78%10.93%15.18%-9.59%14.55%13.15%28.97%-16.16%21.63%

Returns By Period

In the year-to-date period, PVFAX achieves a -3.40% return, which is significantly lower than HASCX's 8.12% return. Both investments have delivered pretty close results over the past 10 years, with PVFAX having a 9.78% annualized return and HASCX not far ahead at 10.24%.


PVFAX

1D
-1.74%
1M
-9.44%
YTD
-3.40%
6M
-2.54%
1Y
16.17%
3Y*
8.62%
5Y*
2.94%
10Y*
9.78%

HASCX

1D
-1.56%
1M
-8.37%
YTD
8.12%
6M
10.62%
1Y
24.67%
3Y*
10.76%
5Y*
5.48%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVFAX vs. HASCX - Expense Ratio Comparison

PVFAX has a 1.50% expense ratio, which is higher than HASCX's 0.87% expense ratio.


Return for Risk

PVFAX vs. HASCX — Risk / Return Rank

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

PVFAX
PVFAX Risk / Return Rank: 2929
Overall Rank
PVFAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PVFAX Sortino Ratio Rank: 3131
Sortino Ratio Rank
PVFAX Omega Ratio Rank: 2525
Omega Ratio Rank
PVFAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PVFAX Martin Ratio Rank: 2828
Martin Ratio Rank

HASCX
HASCX Risk / Return Rank: 6363
Overall Rank
HASCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HASCX Sortino Ratio Rank: 6666
Sortino Ratio Rank
HASCX Omega Ratio Rank: 5757
Omega Ratio Rank
HASCX Calmar Ratio Rank: 6565
Calmar Ratio Rank
HASCX Martin Ratio Rank: 6060
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.

PVFAX vs. HASCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Value Fund (PVFAX) and Harbor Small Cap Value Fund (HASCX). 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.


PVFAXHASCXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.16

-0.51

Sortino ratio

Return per unit of downside risk

1.10

1.64

-0.54

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

1.00

1.48

-0.48

Martin ratio

Return relative to average drawdown

3.02

5.74

-2.72

PVFAX vs. HASCX - Sharpe Ratio Comparison

The current PVFAX Sharpe Ratio is 0.65, which is lower than the HASCX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of PVFAX and HASCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PVFAXHASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.16

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.27

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.45

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.43

-0.39

Correlation

The correlation between PVFAX and HASCX is 0.91, 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

PVFAX vs. HASCX - Dividend Comparison

PVFAX's dividend yield for the trailing twelve months is around 21.38%, more than HASCX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
PVFAX
Paradigm Value Fund
21.38%20.66%13.65%6.48%8.70%2.67%2.08%5.01%14.18%12.17%4.92%14.01%
HASCX
Harbor Small Cap Value Fund
3.16%3.41%0.62%6.99%7.25%5.64%0.43%1.41%11.18%1.98%0.36%3.98%

Drawdowns

PVFAX vs. HASCX - Drawdown Comparison

The maximum PVFAX drawdown since its inception was -92.43%, which is greater than HASCX's maximum drawdown of -58.90%. Use the drawdown chart below to compare losses from any high point for PVFAX and HASCX.


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Drawdown Indicators


PVFAXHASCXDifference

Max Drawdown

Largest peak-to-trough decline

-92.43%

-58.90%

-33.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-14.64%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-92.43%

-28.34%

-64.09%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

-42.15%

-50.28%

Current Drawdown

Current decline from peak

-90.05%

-9.89%

-80.16%

Average Drawdown

Average peak-to-trough decline

-13.47%

-8.18%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.78%

+0.66%

Volatility

PVFAX vs. HASCX - Volatility Comparison

Paradigm Value Fund (PVFAX) and Harbor Small Cap Value Fund (HASCX) have volatilities of 6.90% and 7.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PVFAXHASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

7.21%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

14.09%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

25.00%

21.45%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

536.32%

20.63%

+515.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

379.59%

22.80%

+356.79%