SAGWX vs. PVIVX
SAGWX (Touchstone Small Company Fund) and PVIVX (Paradigm Micro-cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, SAGWX returned 12.02%/yr vs 14.08%/yr for PVIVX. Their correlation of 0.87 means they have usually moved in the same direction. SAGWX charges 1.17%/yr vs 1.25%/yr for PVIVX.
Performance
SAGWX vs. PVIVX - Performance Comparison
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Returns By Period
In the year-to-date period, SAGWX achieves a 15.00% return, which is significantly lower than PVIVX's 33.64% return. Over the past 10 years, SAGWX has underperformed PVIVX with an annualized return of 12.02%, while PVIVX has yielded a comparatively higher 14.08% annualized return.
SAGWX
- 1D
- -0.83%
- 1M
- 1.57%
- 6M
- 12.11%
- YTD
- 15.00%
- 1Y
- 26.65%
- 3Y*
- 14.26%
- 5Y*
- 7.94%
- 10Y*
- 12.02%
- ALL TIME*
- 10.60%
PVIVX
- 1D
- 1.85%
- 1M
- -2.49%
- 6M
- 27.66%
- YTD
- 33.64%
- 1Y
- 47.11%
- 3Y*
- 13.05%
- 5Y*
- 7.21%
- 10Y*
- 14.08%
- ALL TIME*
- 10.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SAGWX vs. PVIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAGWX Touchstone Small Company Fund | 15.00% | 9.58% | 13.32% | 15.71% | -14.64% | 22.83% | 17.58% | 29.44% | -8.42% | 17.32% |
PVIVX Paradigm Micro-cap Fund | 33.64% | -4.81% | 13.48% | 17.89% | -20.62% | 27.94% | 46.96% | 22.38% | -10.88% | 15.82% |
Correlation
The correlation between SAGWX and PVIVX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2008 | 0.87 |
The correlation between SAGWX and PVIVX shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAGWX vs. PVIVX — Risk / Return Rank
SAGWX
PVIVX
SAGWX vs. PVIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Company Fund (SAGWX) and Paradigm Micro-cap Fund (PVIVX). 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.
| SAGWX | PVIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.84 | -0.42 |
| Martin ratioReturn relative to average drawdown | 8.12 | 9.03 | -0.91 |
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Drawdowns
SAGWX vs. PVIVX - Drawdown Comparison
The maximum SAGWX drawdown since its inception was -51.87%, smaller than the maximum PVIVX drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for SAGWX and PVIVX.
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Drawdown Indicators
| SAGWX | PVIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.87% | -95.67% | +43.80% |
Max Drawdown (1Y)Largest decline over 1 year | -9.60% | -14.84% | +5.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.69% | -95.67% | +72.98% |
Max Drawdown (5Y)Largest decline over 5 years | -37.07% | -95.67% | +58.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.75% | -95.67% | +53.92% |
Current DrawdownCurrent decline from peak | -0.83% | -92.67% | +91.84% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -17.53% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 4.66% | -1.80% |
Volatility
SAGWX vs. PVIVX - Volatility Comparison
The current volatility for Touchstone Small Company Fund (SAGWX) is 3.96%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 7.57%. This indicates that SAGWX experiences smaller price fluctuations and is considered to be less risky than PVIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAGWX | PVIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 7.57% | -3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 19.47% | -8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.46% | 26.12% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 887.71% | -864.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.58% | 627.66% | -605.08% |
SAGWX vs. PVIVX - Expense Ratio Comparison
SAGWX has a 1.17% expense ratio, which is lower than PVIVX's 1.25% expense ratio.
Dividends
SAGWX vs. PVIVX - Dividend Comparison
SAGWX's dividend yield for the trailing twelve months is around 5.06%, less than PVIVX's 11.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PVIVX Paradigm Micro-cap Fund | 11.92% | 15.93% | 6.40% | 0.00% | 0.00% | 1.11% | 5.25% | 0.01% | 14.09% | 6.88% | 3.61% | 1.32% |
SAGWX Touchstone Small Company Fund | 5.06% | 5.82% | 6.03% | 0.15% | 2.57% | 19.71% | 0.10% | 11.83% | 14.83% | 9.03% | 8.71% | 21.16% |
Frequently Asked Questions
SAGWX and PVIVX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PVIVX has higher volatility (7.57%) compared to SAGWX (3.96%). In terms of maximum drawdown, SAGWX dropped -51.87% vs PVIVX's -95.67%.
PVIVX currently has the higher Sharpe Ratio (1.61 vs 1.50), 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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