PVIVX vs. JMCRX

In the year-to-date period, PVIVX achieves a -11.05% return, which is significantly lower than JMCRX's -6.84% return. Over the past 10 years, PVIVX has outperformed JMCRX with an annualized return of 5.60%, while JMCRX has yielded a comparatively lower 2.95% annualized return.

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PVIVX has a 1.25% expense ratio, which is lower than JMCRX's 1.51% expense ratio.

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

The current PVIVX Sharpe Ratio is -0.42, which is lower than the JMCRX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PVIVX and JMCRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PVIVX nor JMCRX has paid dividends to shareholders.

The maximum PVIVX drawdown since its inception was -54.12%, roughly equal to the maximum JMCRX drawdown of -52.69%. Use the drawdown chart below to compare losses from any high point for PVIVX and JMCRX. For additional features, visit the drawdowns tool.

Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 9.01% compared to James Micro Cap Fund (JMCRX) at 5.97%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than JMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.