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PVFAX vs. PVIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVFAX vs. PVIVX - Performance Comparison

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

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PVFAX vs. PVIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVFAX
Paradigm Value Fund
-0.74%5.60%12.51%13.31%-20.25%30.28%17.69%22.27%-2.02%14.09%
PVIVX
Paradigm Micro-cap Fund
2.21%-4.81%13.48%17.89%-20.62%27.94%46.96%22.38%-10.88%15.82%

Returns By Period

In the year-to-date period, PVFAX achieves a -0.74% return, which is significantly lower than PVIVX's 2.21% return. Over the past 10 years, PVFAX has underperformed PVIVX with an annualized return of 10.07%, while PVIVX has yielded a comparatively higher 11.72% annualized return.


PVFAX

1D
2.75%
1M
-7.19%
YTD
-0.74%
6M
-0.65%
1Y
18.85%
3Y*
9.61%
5Y*
3.05%
10Y*
10.07%

PVIVX

1D
3.34%
1M
-8.52%
YTD
2.21%
6M
-3.80%
1Y
13.77%
3Y*
6.80%
5Y*
1.63%
10Y*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVFAX vs. PVIVX - Expense Ratio Comparison

PVFAX has a 1.50% expense ratio, which is higher than PVIVX's 1.25% expense ratio.


Return for Risk

PVFAX vs. PVIVX — Risk / Return Rank

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

PVFAX
PVFAX Risk / Return Rank: 3636
Overall Rank
PVFAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
PVFAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
PVFAX Omega Ratio Rank: 2727
Omega Ratio Rank
PVFAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PVFAX Martin Ratio Rank: 3636
Martin Ratio Rank

PVIVX
PVIVX Risk / Return Rank: 2020
Overall Rank
PVIVX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PVIVX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PVIVX Omega Ratio Rank: 1616
Omega Ratio Rank
PVIVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
PVIVX Martin Ratio Rank: 2121
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. PVIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Value Fund (PVFAX) and Paradigm Micro-cap Fund (PVIVX). 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.


PVFAXPVIVXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.48

+0.29

Sortino ratio

Return per unit of downside risk

1.26

0.89

+0.37

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

1.45

0.90

+0.54

Martin ratio

Return relative to average drawdown

4.31

2.45

+1.86

PVFAX vs. PVIVX - Sharpe Ratio Comparison

The current PVFAX Sharpe Ratio is 0.78, which is higher than the PVIVX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of PVFAX and PVIVX, 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


PVFAXPVIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.48

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.00

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.02

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.02

+0.02

Correlation

The correlation between PVFAX and PVIVX 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. PVIVX - Dividend Comparison

PVFAX's dividend yield for the trailing twelve months is around 20.81%, more than PVIVX's 15.59% yield.


TTM20252024202320222021202020192018201720162015
PVFAX
Paradigm Value Fund
20.81%20.66%13.65%6.48%8.70%2.67%2.08%5.01%14.18%12.17%4.92%14.01%
PVIVX
Paradigm Micro-cap Fund
15.59%15.93%6.40%0.00%0.00%1.11%5.25%0.01%14.09%6.88%3.61%1.32%

Drawdowns

PVFAX vs. PVIVX - Drawdown Comparison

The maximum PVFAX drawdown since its inception was -92.43%, roughly equal to the maximum PVIVX drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for PVFAX and PVIVX.


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Drawdown Indicators


PVFAXPVIVXDifference

Max Drawdown

Largest peak-to-trough decline

-92.43%

-95.67%

+3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-14.84%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-92.43%

-95.67%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

-95.67%

+3.24%

Current Drawdown

Current decline from peak

-89.77%

-94.39%

+4.62%

Average Drawdown

Average peak-to-trough decline

-13.48%

-16.17%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

5.46%

-0.98%

Volatility

PVFAX vs. PVIVX - Volatility Comparison

The current volatility for Paradigm Value Fund (PVFAX) is 7.58%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 9.19%. This indicates that PVFAX experiences smaller price fluctuations and is considered to be less risky than PVIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PVFAXPVIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

9.19%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.47%

17.96%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

25.09%

29.31%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

536.32%

887.36%

-351.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

379.59%

627.66%

-248.07%