WMICX vs. PVIVX

In the year-to-date period, WMICX achieves a 28.51% return, which is significantly higher than PVIVX's 17.02% return. Over the past 10 years, WMICX has underperformed PVIVX with an annualized return of 1.24%, while PVIVX has yielded a comparatively higher 7.68% annualized return.

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

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.

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 1.99, which is higher than the PVIVX Sharpe Ratio of 1.21. 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.

Neither WMICX nor PVIVX has paid dividends to shareholders.

The maximum WMICX drawdown since its inception was -72.45%, which is greater than PVIVX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for WMICX and PVIVX. For additional features, visit the drawdowns tool.

Wasatch Micro Cap Fund (WMICX) has a higher volatility of 8.50% compared to Paradigm Micro-cap Fund (PVIVX) at 7.53%. This indicates that WMICX's price experiences larger fluctuations and is considered to be riskier than PVIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.