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

Correlation

The correlation between PVIVX and JMCRX is 0.76, 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. JMCRX - Performance Comparison

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

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
166.87%
94.99%
PVIVX
JMCRX

Key characteristics

Sharpe Ratio

PVIVX:

-0.43

JMCRX:

-0.38

Sortino Ratio

PVIVX:

-0.42

JMCRX:

-0.40

Omega Ratio

PVIVX:

0.95

JMCRX:

0.95

Calmar Ratio

PVIVX:

-0.37

JMCRX:

-0.34

Martin Ratio

PVIVX:

-1.09

JMCRX:

-0.94

Ulcer Index

PVIVX:

11.26%

JMCRX:

10.03%

Daily Std Dev

PVIVX:

28.90%

JMCRX:

25.13%

Max Drawdown

PVIVX:

-54.12%

JMCRX:

-52.69%

Current Drawdown

PVIVX:

-26.80%

JMCRX:

-22.03%

Returns By Period

In the year-to-date period, PVIVX achieves a -17.53% return, which is significantly lower than JMCRX's -12.66% return. Over the past 10 years, PVIVX has outperformed JMCRX with an annualized return of 4.60%, while JMCRX has yielded a comparatively lower 2.37% annualized return.


PVIVX

YTD

-17.53%

1M

-6.32%

6M

-21.35%

1Y

-13.38%

5Y*

12.63%

10Y*

4.60%

JMCRX

YTD

-12.66%

1M

-4.96%

6M

-14.38%

1Y

-8.31%

5Y*

11.14%

10Y*

2.37%

*Annualized

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PVIVX vs. JMCRX - Expense Ratio Comparison

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


Expense ratio chart for JMCRX: current value is 1.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JMCRX: 1.51%
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%

Risk-Adjusted Performance

PVIVX vs. JMCRX — 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 55
Overall Rank
The Sharpe Ratio Rank of PVIVX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PVIVX is 66
Sortino Ratio Rank
The Omega Ratio Rank of PVIVX is 77
Omega Ratio Rank
The Calmar Ratio Rank of PVIVX is 33
Calmar Ratio Rank
The Martin Ratio Rank of PVIVX is 44
Martin Ratio Rank

JMCRX
The Risk-Adjusted Performance Rank of JMCRX is 66
Overall Rank
The Sharpe Ratio Rank of JMCRX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of JMCRX is 77
Sortino Ratio Rank
The Omega Ratio Rank of JMCRX is 88
Omega Ratio Rank
The Calmar Ratio Rank of JMCRX is 44
Calmar Ratio Rank
The Martin Ratio Rank of JMCRX is 66
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. JMCRX - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for PVIVX, currently valued at -0.43, compared to the broader market-1.000.001.002.003.00
PVIVX: -0.43
JMCRX: -0.38
The chart of Sortino ratio for PVIVX, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.00
PVIVX: -0.42
JMCRX: -0.40
The chart of Omega ratio for PVIVX, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.00
PVIVX: 0.95
JMCRX: 0.95
The chart of Calmar ratio for PVIVX, currently valued at -0.37, compared to the broader market0.002.004.006.008.0010.00
PVIVX: -0.37
JMCRX: -0.34
The chart of Martin ratio for PVIVX, currently valued at -1.09, compared to the broader market0.0010.0020.0030.0040.0050.00
PVIVX: -1.09
JMCRX: -0.94

The current PVIVX Sharpe Ratio is -0.43, which is comparable to the JMCRX Sharpe Ratio of -0.38. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.43
-0.38
PVIVX
JMCRX

Dividends

PVIVX vs. JMCRX - Dividend Comparison

Neither PVIVX nor JMCRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PVIVX
Paradigm Micro-cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMCRX
James Micro Cap Fund
0.00%0.00%0.63%0.59%0.05%0.53%0.24%0.00%0.33%0.00%0.09%0.16%

Drawdowns

PVIVX vs. JMCRX - Drawdown Comparison

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.80%
-22.03%
PVIVX
JMCRX

Volatility

PVIVX vs. JMCRX - Volatility Comparison

Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 16.49% compared to James Micro Cap Fund (JMCRX) at 13.52%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.49%
13.52%
PVIVX
JMCRX