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PVIVX vs. XMMO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PVIVX and XMMO is 0.79, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

PVIVX vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paradigm Micro-cap Fund (PVIVX) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
129.30%
495.02%
PVIVX
XMMO

Key characteristics

Sharpe Ratio

PVIVX:

-0.43

XMMO:

0.16

Sortino Ratio

PVIVX:

-0.42

XMMO:

0.40

Omega Ratio

PVIVX:

0.95

XMMO:

1.05

Calmar Ratio

PVIVX:

-0.37

XMMO:

0.16

Martin Ratio

PVIVX:

-1.09

XMMO:

0.50

Ulcer Index

PVIVX:

11.26%

XMMO:

7.97%

Daily Std Dev

PVIVX:

28.90%

XMMO:

24.45%

Max Drawdown

PVIVX:

-54.12%

XMMO:

-55.37%

Current Drawdown

PVIVX:

-26.80%

XMMO:

-16.04%

Returns By Period

In the year-to-date period, PVIVX achieves a -17.53% return, which is significantly lower than XMMO's -7.46% return. Over the past 10 years, PVIVX has underperformed XMMO with an annualized return of 4.60%, while XMMO has yielded a comparatively higher 14.20% annualized return.


PVIVX

YTD

-17.53%

1M

-6.32%

6M

-21.35%

1Y

-13.38%

5Y*

12.63%

10Y*

4.60%

XMMO

YTD

-7.46%

1M

-0.98%

6M

-5.15%

1Y

4.29%

5Y*

17.16%

10Y*

14.20%

*Annualized

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PVIVX vs. XMMO - Expense Ratio Comparison

PVIVX has a 1.25% expense ratio, which is higher than XMMO's 0.33% expense ratio.


Expense ratio chart for PVIVX: current value is 1.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PVIVX: 1.25%
Expense ratio chart for XMMO: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMMO: 0.33%

Risk-Adjusted Performance

PVIVX vs. XMMO — Risk-Adjusted Performance Rank

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

PVIVX
The Risk-Adjusted Performance Rank of PVIVX is 55
Overall Rank
The Sharpe Ratio Rank of PVIVX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PVIVX is 66
Sortino Ratio Rank
The Omega Ratio Rank of PVIVX is 77
Omega Ratio Rank
The Calmar Ratio Rank of PVIVX is 33
Calmar Ratio Rank
The Martin Ratio Rank of PVIVX is 44
Martin Ratio Rank

XMMO
The Risk-Adjusted Performance Rank of XMMO is 3535
Overall Rank
The Sharpe Ratio Rank of XMMO is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of XMMO is 3636
Sortino Ratio Rank
The Omega Ratio Rank of XMMO is 3535
Omega Ratio Rank
The Calmar Ratio Rank of XMMO is 3737
Calmar Ratio Rank
The Martin Ratio Rank of XMMO is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PVIVX vs. XMMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Micro-cap Fund (PVIVX) and Invesco S&P MidCap Momentum ETF (XMMO). 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 chart of Sharpe ratio for PVIVX, currently valued at -0.43, compared to the broader market-1.000.001.002.003.00
PVIVX: -0.43
XMMO: 0.16
The chart of Sortino ratio for PVIVX, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.00
PVIVX: -0.42
XMMO: 0.40
The chart of Omega ratio for PVIVX, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.00
PVIVX: 0.95
XMMO: 1.05
The chart of Calmar ratio for PVIVX, currently valued at -0.37, compared to the broader market0.002.004.006.008.0010.00
PVIVX: -0.37
XMMO: 0.16
The chart of Martin ratio for PVIVX, currently valued at -1.09, compared to the broader market0.0010.0020.0030.0040.0050.00
PVIVX: -1.09
XMMO: 0.50

The current PVIVX Sharpe Ratio is -0.43, which is lower than the XMMO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of PVIVX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.43
0.16
PVIVX
XMMO

Dividends

PVIVX vs. XMMO - Dividend Comparison

PVIVX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
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%
XMMO
Invesco S&P MidCap Momentum ETF
0.54%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%

Drawdowns

PVIVX vs. XMMO - Drawdown Comparison

The maximum PVIVX drawdown since its inception was -54.12%, roughly equal to the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for PVIVX and XMMO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.80%
-16.04%
PVIVX
XMMO

Volatility

PVIVX vs. XMMO - Volatility Comparison

Paradigm Micro-cap Fund (PVIVX) has a higher volatility of 16.49% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 14.77%. This indicates that PVIVX's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.49%
14.77%
PVIVX
XMMO