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PVIVX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVIVX vs. SWSSX - Performance Comparison

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

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PVIVX vs. SWSSX - 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%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
-2.49%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Returns By Period

In the year-to-date period, PVIVX achieves a -1.09% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, PVIVX has outperformed SWSSX with an annualized return of 11.35%, while SWSSX has yielded a comparatively lower 9.50% annualized return.


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%

SWSSX

1D
-1.45%
1M
-8.18%
YTD
-2.49%
6M
-0.36%
1Y
21.55%
3Y*
11.83%
5Y*
3.10%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVIVX vs. SWSSX - Expense Ratio Comparison

PVIVX has a 1.25% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

PVIVX vs. SWSSX — 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

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
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. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.


PVIVXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.34

0.91

-0.58

Sortino ratio

Return per unit of downside risk

0.69

1.40

-0.71

Omega ratio

Gain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratio

Return relative to maximum drawdown

0.47

1.33

-0.86

Martin ratio

Return relative to average drawdown

1.28

5.02

-3.74

PVIVX vs. SWSSX - Sharpe Ratio Comparison

The current PVIVX Sharpe Ratio is 0.34, which is lower than the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of PVIVX and SWSSX, 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


PVIVXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.91

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.14

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.40

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.33

-0.31

Correlation

The correlation between PVIVX and SWSSX is 0.89, 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. SWSSX - Dividend Comparison

PVIVX's dividend yield for the trailing twelve months is around 16.11%, more than SWSSX's 1.32% 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%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.32%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

PVIVX vs. SWSSX - Drawdown Comparison

The maximum PVIVX drawdown since its inception was -95.67%, which is greater than SWSSX's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for PVIVX and SWSSX.


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Drawdown Indicators


PVIVXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-95.67%

-60.34%

-35.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

-13.90%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-95.67%

-31.93%

-63.74%

Max Drawdown (10Y)

Largest decline over 10 years

-95.67%

-41.81%

-53.86%

Current Drawdown

Current decline from peak

-94.57%

-11.00%

-83.57%

Average Drawdown

Average peak-to-trough decline

-16.15%

-10.78%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.68%

+1.76%

Volatility

PVIVX vs. SWSSX - Volatility Comparison

Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 8.39% compared to Schwab Small-Cap Index Fund-Select Shares (SWSSX) at 6.59%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PVIVXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

6.59%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

14.12%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

29.19%

23.11%

+6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

887.36%

22.57%

+864.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

627.66%

24.03%

+603.63%