TSFIX vs. PRCGX

Last updated Jun 4, 2026

TSFIX (Touchstone Small Cap Fund) and PRCGX (Perritt MicroCap Opportunities Fund) are both Small Cap Blend Equities funds. Their correlation of 0.83 suggests significant overlap in exposure. TSFIX charges 0.94%/yr vs 1.56%/yr for PRCGX.

Performance

TSFIX vs. PRCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Small Cap Fund (TSFIX) and Perritt MicroCap Opportunities Fund (PRCGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TSFIX

• 1D: 0.06%
• 1M: 2.36%
• YTD: 5.03%
• 6M: 6.17%
• 1Y: 10.53%
• 3Y*: 11.82%
• 5Y*: 7.80%
• 10Y*: 9.57%

PRCGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSFIX vs. PRCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSFIX Touchstone Small Cap Fund	5.03%	5.89%	11.13%	20.89%	-9.70%	20.04%	10.34%	39.71%	-9.59%	6.27%
PRCGX Perritt MicroCap Opportunities Fund	13.20%	8.36%	10.29%	12.07%	-16.05%	31.15%	8.88%	9.37%	-17.61%	6.60%

Correlation

The correlation between TSFIX and PRCGX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Oct 2, 2009	0.83

Over the past year, the correlation between TSFIX and PRCGX has dropped to 0.61 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

Return for Risk

TSFIX vs. PRCGX — Risk / Return Rank

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

TSFIX

TSFIX Risk / Return Rank: 11
TSFIX Sharpe Ratio Rank: 10
TSFIX Sortino Ratio Rank: 10
TSFIX Omega Ratio Rank: 9
TSFIX Calmar Ratio Rank: 14
TSFIX Martin Ratio Rank: 12

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.

TSFIX vs. PRCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Small Cap Fund (TSFIX) and Perritt MicroCap Opportunities Fund (PRCGX). 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.

	TSFIX	PRCGX	Difference
Sharpe ratio: Return per unit of total volatility	0.77	—	—
Sortino ratio: Return per unit of downside risk	1.22	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	1.28	—	—
Martin ratio: Return relative to average drawdown	3.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TSFIX	PRCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	—	—

Drawdowns

Drawdown Indicators

	TSFIX	PRCGX	Difference
Max Drawdown Largest peak-to-trough decline	-39.00%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.54%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.30%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.00%	—	—
Current Drawdown Current decline from peak	-0.50%	—	—
Average Drawdown Average peak-to-trough decline	-6.91%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	—	—

Volatility

Volatility by Period

	TSFIX	PRCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.82%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.75%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.76%	—	—

TSFIX vs. PRCGX - Expense Ratio Comparison

TSFIX has a 0.94% expense ratio, which is lower than PRCGX's 1.56% expense ratio.

Dividends

TSFIX vs. PRCGX - Dividend Comparison

TSFIX's dividend yield for the trailing twelve months is around 0.28%, less than PRCGX's 12.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRCGX Perritt MicroCap Opportunities Fund	12.01%	8.78%	8.28%	7.34%	3.26%	15.00%	0.00%	3.50%	14.70%	28.27%	9.03%	1.67%
TSFIX Touchstone Small Cap Fund	0.28%	5.87%	1.43%	3.37%	1.89%	13.31%	2.52%	18.54%	32.83%	22.85%	0.37%	13.55%

Frequently Asked Questions

Can I hold both TSFIX and PRCGX in my portfolio?

TSFIX and PRCGX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.