PVIVX vs. VSIAX
Compare and contrast key facts about Paradigm Micro-cap Fund (PVIVX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
PVIVX is managed by Paradigm Funds. It was launched on Dec 31, 2007. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PVIVX or VSIAX.
Key characteristics
| PVIVX | VSIAX | |
|---|---|---|
| YTD Return | 14.47% | 19.09% |
| 1Y Return | 32.59% | 38.31% |
| 3Y Return (Ann) | 0.94% | 6.85% |
| 5Y Return (Ann) | 14.91% | 11.95% |
| 10Y Return (Ann) | 7.68% | 9.56% |
| Sharpe Ratio | 1.42 | 2.21 |
| Sortino Ratio | 2.01 | 3.15 |
| Omega Ratio | 1.25 | 1.39 |
| Calmar Ratio | 1.41 | 3.13 |
| Martin Ratio | 7.17 | 13.01 |
| Ulcer Index | 4.54% | 2.92% |
| Daily Std Dev | 22.88% | 17.17% |
| Max Drawdown | -54.12% | -45.39% |
| Current Drawdown | -2.89% | -1.24% |
Correlation
The correlation between PVIVX and VSIAX is 0.84, 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.
Performance
PVIVX vs. VSIAX - Performance Comparison
In the year-to-date period, PVIVX achieves a 14.47% return, which is significantly lower than VSIAX's 19.09% return. Over the past 10 years, PVIVX has underperformed VSIAX with an annualized return of 7.68%, while VSIAX has yielded a comparatively higher 9.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VSIAX - Expense Ratio Comparison
PVIVX has a 1.25% expense ratio, which is higher than VSIAX's 0.07% expense ratio.
Risk-Adjusted Performance
PVIVX vs. VSIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.
Dividends
PVIVX vs. VSIAX - Dividend Comparison
PVIVX has not paid dividends to shareholders, while VSIAX's dividend yield for the trailing twelve months is around 1.89%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
PVIVX vs. VSIAX - Drawdown Comparison
The maximum PVIVX drawdown since its inception was -54.12%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for PVIVX and VSIAX. For additional features, visit the drawdowns tool.
Volatility
PVIVX vs. VSIAX - Volatility Comparison
Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 6.78% compared to Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) at 5.81%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.