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WMICX vs. PVIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMICX vs. PVIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Micro Cap Fund (WMICX) and Paradigm Micro-cap Fund (PVIVX). The values are adjusted to include any dividend payments, if applicable.

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WMICX vs. PVIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMICX
Wasatch Micro Cap Fund
-3.23%4.84%20.91%22.58%-40.64%4.51%64.84%42.31%1.73%36.17%
PVIVX
Paradigm Micro-cap Fund
2.21%-4.81%13.48%17.89%-20.62%27.94%46.96%22.38%-10.88%15.82%

Returns By Period

In the year-to-date period, WMICX achieves a -3.23% return, which is significantly lower than PVIVX's 2.21% return. Over the past 10 years, WMICX has outperformed PVIVX with an annualized return of 13.09%, while PVIVX has yielded a comparatively lower 11.72% annualized return.


WMICX

1D
3.07%
1M
-8.41%
YTD
-3.23%
6M
-1.41%
1Y
20.89%
3Y*
10.67%
5Y*
-3.77%
10Y*
13.09%

PVIVX

1D
3.34%
1M
-8.52%
YTD
2.21%
6M
-3.80%
1Y
13.77%
3Y*
6.80%
5Y*
1.63%
10Y*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMICX vs. PVIVX - Expense Ratio Comparison

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


Return for Risk

WMICX vs. PVIVX — Risk / Return Rank

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

WMICX
WMICX Risk / Return Rank: 4949
Overall Rank
WMICX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
WMICX Sortino Ratio Rank: 5252
Sortino Ratio Rank
WMICX Omega Ratio Rank: 3636
Omega Ratio Rank
WMICX Calmar Ratio Rank: 6060
Calmar Ratio Rank
WMICX Martin Ratio Rank: 5252
Martin Ratio Rank

PVIVX
PVIVX Risk / Return Rank: 2020
Overall Rank
PVIVX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
PVIVX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PVIVX Omega Ratio Rank: 1616
Omega Ratio Rank
PVIVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
PVIVX Martin Ratio Rank: 2121
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.

WMICX vs. PVIVX - Risk-Adjusted Trends Comparison

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.


WMICXPVIVXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.48

+0.48

Sortino ratio

Return per unit of downside risk

1.51

0.89

+0.62

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

1.51

0.90

+0.61

Martin ratio

Return relative to average drawdown

5.33

2.45

+2.88

WMICX vs. PVIVX - Sharpe Ratio Comparison

The current WMICX Sharpe Ratio is 0.96, which is higher than the PVIVX Sharpe Ratio of 0.48. 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.


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Sharpe Ratios by Period


WMICXPVIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.48

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.00

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.02

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.02

+0.61

Correlation

The correlation between WMICX and PVIVX is 0.86, 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

WMICX vs. PVIVX - Dividend Comparison

WMICX has not paid dividends to shareholders, while PVIVX's dividend yield for the trailing twelve months is around 15.59%.


TTM20252024202320222021202020192018201720162015
WMICX
Wasatch Micro Cap Fund
0.00%0.00%0.00%0.00%0.00%30.82%5.68%11.40%29.75%15.30%9.30%16.58%
PVIVX
Paradigm Micro-cap Fund
15.59%15.93%6.40%0.00%0.00%1.11%5.25%0.01%14.09%6.88%3.61%1.32%

Drawdowns

WMICX vs. PVIVX - Drawdown Comparison

The maximum WMICX drawdown since its inception was -65.21%, smaller than the maximum PVIVX drawdown of -95.67%. Use the drawdown chart below to compare losses from any high point for WMICX and PVIVX.


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Drawdown Indicators


WMICXPVIVXDifference

Max Drawdown

Largest peak-to-trough decline

-65.21%

-95.67%

+30.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-14.84%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-48.70%

-95.67%

+46.97%

Max Drawdown (10Y)

Largest decline over 10 years

-50.96%

-95.67%

+44.71%

Current Drawdown

Current decline from peak

-23.80%

-94.39%

+70.59%

Average Drawdown

Average peak-to-trough decline

-13.32%

-16.17%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

5.46%

-1.41%

Volatility

WMICX vs. PVIVX - Volatility Comparison

The current volatility for Wasatch Micro Cap Fund (WMICX) is 7.26%, while Paradigm Micro-cap Fund (PVIVX) has a volatility of 9.19%. 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.


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Volatility by Period


WMICXPVIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

9.19%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

17.96%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.52%

29.31%

-6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.51%

887.36%

-862.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

627.66%

-603.33%