WMICX vs. PVIVX

In the year-to-date period, WMICX achieves a -8.83% return, which is significantly higher than PVIVX's -16.10% return. Over the past 10 years, WMICX has outperformed PVIVX with an annualized return of 10.75%, while PVIVX has yielded a comparatively lower 8.96% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Fund (WMICX) 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.

The current WMICX Sharpe Ratio is 0.05, which is higher than the PVIVX Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of WMICX and PVIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

WMICX has not paid dividends to shareholders, while PVIVX's dividend yield for the trailing twelve months is around 7.63%.

The maximum WMICX drawdown since its inception was -65.21%, which is greater than PVIVX's maximum drawdown of -49.38%. Use the drawdown chart below to compare losses from any high point for WMICX and PVIVX.

The current volatility for Wasatch Micro Cap Fund (WMICX) is 6.11%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 9.42%. This indicates that WMICX 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.