PVIVX vs. WMICX

In the year-to-date period, PVIVX achieves a 9.71% return, which is significantly higher than WMICX's 3.51% return. Over the past 10 years, PVIVX has outperformed WMICX with an annualized return of 8.21%, while WMICX has yielded a comparatively lower 1.19% annualized return.

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PVIVX has a 1.25% expense ratio, which is lower than WMICX's 1.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and Wasatch Micro Cap Fund (WMICX). 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 current PVIVX Sharpe Ratio is 0.78, which is lower than the WMICX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of PVIVX and WMICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PVIVX nor WMICX has paid dividends to shareholders.

The maximum PVIVX drawdown since its inception was -54.12%, smaller than the maximum WMICX drawdown of -72.45%. Use the drawdown chart below to compare losses from any high point for PVIVX and WMICX. For additional features, visit the drawdowns tool.

Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 9.95% compared to Wasatch Micro Cap Fund (WMICX) at 6.18%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than WMICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.