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PVIVX vs. RYOTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVIVX vs. RYOTX - Performance Comparison

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

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PVIVX vs. RYOTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVIVX
Paradigm Micro-cap Fund
-1.09%-4.81%13.48%17.89%-20.62%27.94%46.96%22.38%-10.88%15.82%
RYOTX
Royce Micro Cap Series Fund
6.06%13.51%13.24%19.51%-22.66%30.36%24.56%21.19%-9.09%5.29%

Returns By Period

In the year-to-date period, PVIVX achieves a -1.09% return, which is significantly lower than RYOTX's 6.06% return. Both investments have delivered pretty close results over the past 10 years, with PVIVX having a 11.35% annualized return and RYOTX not far behind at 11.13%.


PVIVX

1D
-1.90%
1M
-11.09%
YTD
-1.09%
6M
-5.57%
1Y
10.38%
3Y*
5.63%
5Y*
1.56%
10Y*
11.35%

RYOTX

1D
-1.84%
1M
-8.37%
YTD
6.06%
6M
8.18%
1Y
41.43%
3Y*
16.69%
5Y*
6.90%
10Y*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVIVX vs. RYOTX - Expense Ratio Comparison

PVIVX has a 1.25% expense ratio, which is higher than RYOTX's 1.20% expense ratio.


Return for Risk

PVIVX vs. RYOTX — Risk / Return Rank

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

PVIVX
PVIVX Risk / Return Rank: 1515
Overall Rank
PVIVX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PVIVX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PVIVX Omega Ratio Rank: 1414
Omega Ratio Rank
PVIVX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PVIVX Martin Ratio Rank: 1414
Martin Ratio Rank

RYOTX
RYOTX Risk / Return Rank: 8383
Overall Rank
RYOTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RYOTX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RYOTX Omega Ratio Rank: 7373
Omega Ratio Rank
RYOTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
RYOTX Martin Ratio Rank: 8888
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.

PVIVX vs. RYOTX - Risk-Adjusted Trends Comparison

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


PVIVXRYOTXDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.53

-1.19

Sortino ratio

Return per unit of downside risk

0.69

2.14

-1.46

Omega ratio

Gain probability vs. loss probability

1.09

1.27

-0.19

Calmar ratio

Return relative to maximum drawdown

0.47

2.67

-2.20

Martin ratio

Return relative to average drawdown

1.28

9.42

-8.14

PVIVX vs. RYOTX - Sharpe Ratio Comparison

The current PVIVX Sharpe Ratio is 0.34, which is lower than the RYOTX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of PVIVX and RYOTX, 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


PVIVXRYOTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.53

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.30

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.49

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.58

-0.56

Correlation

The correlation between PVIVX and RYOTX is 0.90, 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

PVIVX vs. RYOTX - Dividend Comparison

PVIVX's dividend yield for the trailing twelve months is around 16.11%, more than RYOTX's 14.09% yield.


TTM20252024202320222021202020192018201720162015
PVIVX
Paradigm Micro-cap Fund
16.11%15.93%6.40%0.00%0.00%1.11%5.25%0.01%14.09%6.88%3.61%1.32%
RYOTX
Royce Micro Cap Series Fund
14.09%14.94%12.20%6.97%5.10%23.10%7.40%2.72%13.95%7.76%11.41%12.99%

Drawdowns

PVIVX vs. RYOTX - Drawdown Comparison

The maximum PVIVX drawdown since its inception was -95.67%, which is greater than RYOTX's maximum drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for PVIVX and RYOTX.


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Drawdown Indicators


PVIVXRYOTXDifference

Max Drawdown

Largest peak-to-trough decline

-95.67%

-56.86%

-38.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

-13.59%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-95.67%

-35.84%

-59.83%

Max Drawdown (10Y)

Largest decline over 10 years

-95.67%

-44.87%

-50.80%

Current Drawdown

Current decline from peak

-94.57%

-9.85%

-84.72%

Average Drawdown

Average peak-to-trough decline

-16.15%

-9.47%

-6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.85%

+1.59%

Volatility

PVIVX vs. RYOTX - Volatility Comparison

Paradigm Micro-cap Fund (PVIVX) and Royce Micro Cap Series Fund (RYOTX) have volatilities of 8.39% and 8.66%, 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


PVIVXRYOTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

8.66%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

17.38%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

29.19%

26.43%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

887.36%

23.36%

+864.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

627.66%

23.01%

+604.65%