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RBCGX vs. PROVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RBCGX vs. PROVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reynolds Blue Chip Growth Fund (RBCGX) and Provident Trust Strategy Fund (PROVX). The values are adjusted to include any dividend payments, if applicable.

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RBCGX vs. PROVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RBCGX
Reynolds Blue Chip Growth Fund
-7.00%14.42%33.73%28.83%-30.06%-3.63%43.98%25.52%-3.81%24.73%
PROVX
Provident Trust Strategy Fund
-5.40%13.10%19.73%17.59%-22.62%31.96%19.47%25.71%-1.31%29.40%

Returns By Period

In the year-to-date period, RBCGX achieves a -7.00% return, which is significantly lower than PROVX's -5.40% return. Over the past 10 years, RBCGX has underperformed PROVX with an annualized return of 10.40%, while PROVX has yielded a comparatively higher 11.71% annualized return.


RBCGX

1D
2.24%
1M
-3.67%
YTD
-7.00%
6M
-9.37%
1Y
12.07%
3Y*
19.26%
5Y*
3.74%
10Y*
10.40%

PROVX

1D
2.35%
1M
-3.77%
YTD
-5.40%
6M
1.13%
1Y
10.85%
3Y*
14.93%
5Y*
7.08%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RBCGX vs. PROVX - Expense Ratio Comparison

RBCGX has a 1.85% expense ratio, which is higher than PROVX's 0.93% expense ratio.


Return for Risk

RBCGX vs. PROVX — Risk / Return Rank

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

RBCGX
RBCGX Risk / Return Rank: 2626
Overall Rank
RBCGX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
RBCGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
RBCGX Omega Ratio Rank: 2626
Omega Ratio Rank
RBCGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
RBCGX Martin Ratio Rank: 2020
Martin Ratio Rank

PROVX
PROVX Risk / Return Rank: 2929
Overall Rank
PROVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PROVX Sortino Ratio Rank: 3333
Sortino Ratio Rank
PROVX Omega Ratio Rank: 2424
Omega Ratio Rank
PROVX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PROVX Martin Ratio Rank: 3030
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.

RBCGX vs. PROVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Reynolds Blue Chip Growth Fund (RBCGX) and Provident Trust Strategy Fund (PROVX). 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.


RBCGXPROVXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.77

+0.01

Sortino ratio

Return per unit of downside risk

1.21

1.26

-0.05

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

0.86

1.00

-0.14

Martin ratio

Return relative to average drawdown

2.46

3.81

-1.34

RBCGX vs. PROVX - Sharpe Ratio Comparison

The current RBCGX Sharpe Ratio is 0.78, which is comparable to the PROVX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of RBCGX and PROVX, 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


RBCGXPROVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.77

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.46

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.73

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.49

-0.08

Correlation

The correlation between RBCGX and PROVX is 0.78, 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

RBCGX vs. PROVX - Dividend Comparison

RBCGX's dividend yield for the trailing twelve months is around 17.94%, more than PROVX's 17.76% yield.


TTM20252024202320222021202020192018201720162015
RBCGX
Reynolds Blue Chip Growth Fund
17.94%16.69%7.84%0.00%6.27%7.33%9.93%4.67%21.03%8.16%9.06%6.53%
PROVX
Provident Trust Strategy Fund
17.76%16.80%6.94%4.61%19.17%0.35%9.04%4.40%5.80%1.54%1.92%7.73%

Drawdowns

RBCGX vs. PROVX - Drawdown Comparison

The maximum RBCGX drawdown since its inception was -77.12%, which is greater than PROVX's maximum drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for RBCGX and PROVX.


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Drawdown Indicators


RBCGXPROVXDifference

Max Drawdown

Largest peak-to-trough decline

-77.12%

-57.65%

-19.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-12.54%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-45.47%

-27.48%

-17.99%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

-27.48%

-17.99%

Current Drawdown

Current decline from peak

-12.64%

-10.07%

-2.57%

Average Drawdown

Average peak-to-trough decline

-24.49%

-13.23%

-11.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

3.29%

+1.78%

Volatility

RBCGX vs. PROVX - Volatility Comparison

Reynolds Blue Chip Growth Fund (RBCGX) and Provident Trust Strategy Fund (PROVX) have volatilities of 4.20% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RBCGXPROVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.20%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

8.81%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

14.60%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

15.59%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.50%

16.12%

+4.38%