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PVIVX vs. FNILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PVIVX and FNILX is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

PVIVX vs. FNILX - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
17.24%
94.61%
PVIVX
FNILX

Key characteristics

Sharpe Ratio

PVIVX:

-0.87

FNILX:

-0.07

Sortino Ratio

PVIVX:

-1.10

FNILX:

0.01

Omega Ratio

PVIVX:

0.86

FNILX:

1.00

Calmar Ratio

PVIVX:

-0.73

FNILX:

-0.07

Martin Ratio

PVIVX:

-2.58

FNILX:

-0.35

Ulcer Index

PVIVX:

8.84%

FNILX:

3.40%

Daily Std Dev

PVIVX:

26.02%

FNILX:

16.18%

Max Drawdown

PVIVX:

-54.12%

FNILX:

-33.75%

Current Drawdown

PVIVX:

-31.18%

FNILX:

-17.57%

Returns By Period

In the year-to-date period, PVIVX achieves a -22.47% return, which is significantly lower than FNILX's -13.67% return.


PVIVX

YTD

-22.47%

1M

-16.14%

6M

-26.30%

1Y

-21.71%

5Y*

15.87%

10Y*

3.88%

FNILX

YTD

-13.67%

1M

-13.26%

6M

-11.10%

1Y

0.06%

5Y*

17.11%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PVIVX vs. FNILX - Expense Ratio Comparison

PVIVX has a 1.25% expense ratio, which is higher than FNILX's 0.00% expense ratio.


PVIVX
Paradigm Micro-cap Fund
Expense ratio chart for PVIVX: current value is 1.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PVIVX: 1.25%
Expense ratio chart for FNILX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNILX: 0.00%

Risk-Adjusted Performance

PVIVX vs. FNILX — Risk-Adjusted Performance Rank

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

PVIVX
The Risk-Adjusted Performance Rank of PVIVX is 22
Overall Rank
The Sharpe Ratio Rank of PVIVX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of PVIVX is 22
Sortino Ratio Rank
The Omega Ratio Rank of PVIVX is 44
Omega Ratio Rank
The Calmar Ratio Rank of PVIVX is 11
Calmar Ratio Rank
The Martin Ratio Rank of PVIVX is 00
Martin Ratio Rank

FNILX
The Risk-Adjusted Performance Rank of FNILX is 3131
Overall Rank
The Sharpe Ratio Rank of FNILX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FNILX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FNILX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FNILX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of FNILX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PVIVX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


Sharpe ratio
The chart of Sharpe ratio for PVIVX, currently valued at -0.87, compared to the broader market-1.000.001.002.003.00
PVIVX: -0.87
FNILX: -0.07
The chart of Sortino ratio for PVIVX, currently valued at -1.10, compared to the broader market-2.000.002.004.006.008.0010.00
PVIVX: -1.10
FNILX: 0.01
The chart of Omega ratio for PVIVX, currently valued at 0.86, compared to the broader market0.501.001.502.002.503.003.50
PVIVX: 0.86
FNILX: 1.00
The chart of Calmar ratio for PVIVX, currently valued at -0.73, compared to the broader market0.005.0010.0015.00
PVIVX: -0.73
FNILX: -0.07
The chart of Martin ratio for PVIVX, currently valued at -2.58, compared to the broader market0.0020.0040.0060.00
PVIVX: -2.58
FNILX: -0.35

The current PVIVX Sharpe Ratio is -0.87, which is lower than the FNILX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of PVIVX and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.87
-0.07
PVIVX
FNILX

Dividends

PVIVX vs. FNILX - Dividend Comparison

PVIVX has not paid dividends to shareholders, while FNILX's dividend yield for the trailing twelve months is around 1.26%.


TTM2024202320222021202020192018
PVIVX
Paradigm Micro-cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNILX
Fidelity ZERO Large Cap Index Fund
1.26%1.09%1.34%1.53%0.95%1.20%1.17%0.41%

Drawdowns

PVIVX vs. FNILX - Drawdown Comparison

The maximum PVIVX drawdown since its inception was -54.12%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for PVIVX and FNILX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.18%
-17.57%
PVIVX
FNILX

Volatility

PVIVX vs. FNILX - Volatility Comparison

Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 11.19% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 9.38%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.19%
9.38%
PVIVX
FNILX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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