PVIVX vs. WESCX
PVIVX (Paradigm Micro-cap Fund) and WESCX (TETON Westwood SmallCap Equity Fund) are both Small Cap Blend Equities funds. Over the past 10 years, PVIVX returned 15.27%/yr vs 15.17%/yr for WESCX. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 1.25% expense ratio.
Performance
PVIVX vs. WESCX - Performance Comparison
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Returns By Period
In the year-to-date period, PVIVX achieves a 34.26% return, which is significantly higher than WESCX's 31.40% return. Both investments have delivered pretty close results over the past 10 years, with PVIVX having a 15.27% annualized return and WESCX not far behind at 15.17%.
PVIVX
- 1D
- -1.99%
- 1M
- 6.49%
- YTD
- 34.26%
- 6M
- 32.02%
- 1Y
- 44.58%
- 3Y*
- 15.56%
- 5Y*
- 6.47%
- 10Y*
- 15.27%
WESCX
- 1D
- -1.02%
- 1M
- 5.31%
- YTD
- 31.40%
- 6M
- 28.54%
- 1Y
- 62.97%
- 3Y*
- 25.48%
- 5Y*
- 12.37%
- 10Y*
- 15.17%
PVIVX vs. WESCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PVIVX Paradigm Micro-cap Fund | 34.26% | -4.81% | 13.48% | 17.89% | -20.62% | 27.94% | 46.96% | 22.38% | -10.88% | 15.82% |
WESCX TETON Westwood SmallCap Equity Fund | 31.40% | 17.26% | 15.48% | 12.61% | -12.48% | 29.72% | 10.93% | 28.43% | -13.71% | 15.82% |
Correlation
The correlation between PVIVX and WESCX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2008 | 0.88 |
The correlation between PVIVX and WESCX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
PVIVX vs. WESCX — Risk / Return Rank
PVIVX
WESCX
PVIVX vs. WESCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and TETON Westwood SmallCap Equity Fund (WESCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PVIVX | WESCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.52 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 6.38 | -3.06 |
| Martin ratioReturn relative to average drawdown | 10.51 | 23.40 | -12.88 |
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Drawdowns
PVIVX vs. WESCX - Drawdown Comparison
The maximum PVIVX drawdown since its inception was -95.67%, which is greater than WESCX's maximum drawdown of -70.60%. Use the drawdown chart below to compare losses from any high point for PVIVX and WESCX.
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Drawdown Indicators
| PVIVX | WESCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.67% | -70.60% | -25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.84% | -10.19% | -4.65% |
Max Drawdown (3Y)Largest decline over 3 years | -95.67% | -26.22% | -69.45% |
Max Drawdown (5Y)Largest decline over 5 years | -95.67% | -26.22% | -69.45% |
Max Drawdown (10Y)Largest decline over 10 years | -95.67% | -45.13% | -50.54% |
Current DrawdownCurrent decline from peak | -92.63% | -1.02% | -91.61% |
Average DrawdownAverage peak-to-trough decline | -17.11% | -20.12% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 2.78% | +1.90% |
Volatility
PVIVX vs. WESCX - Volatility Comparison
Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 9.07% compared to TETON Westwood SmallCap Equity Fund (WESCX) at 6.47%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than WESCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PVIVX | WESCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 6.47% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 18.54% | 14.54% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 21.12% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 887.71% | 21.71% | +866.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 627.91% | 23.70% | +604.21% |
PVIVX vs. WESCX - Expense Ratio Comparison
Both PVIVX and WESCX have an expense ratio of 1.25%.
Dividends
PVIVX vs. WESCX - Dividend Comparison
PVIVX's dividend yield for the trailing twelve months is around 11.87%, more than WESCX's 5.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PVIVX Paradigm Micro-cap Fund | 11.87% | 15.93% | 6.40% | 0.00% | 0.00% | 1.11% | 5.25% | 0.01% | 14.09% | 6.88% | 3.61% | 1.32% |
WESCX TETON Westwood SmallCap Equity Fund | 5.71% | 7.50% | 27.81% | 2.81% | 1.60% | 5.60% | 0.01% | 4.66% | 14.77% | 9.13% | 9.32% | 18.92% |
Frequently Asked Questions
PVIVX and WESCX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PVIVX has higher volatility (9.07%) compared to WESCX (6.47%). In terms of maximum drawdown, PVIVX dropped -95.67% vs WESCX's -70.60%.
WESCX currently has the higher Sharpe Ratio (3.09 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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