WPGTX vs. PMJAX
WPGTX (WPG Partners Small/Micro Cap Value Fund) and PMJAX (PIMCO RAE US Small Fund Class A) are both Small Cap Value Equities funds. Over the past 10 years, WPGTX returned 9.85%/yr vs 12.88%/yr for PMJAX. Their correlation of 0.93 means they have usually moved in the same direction. WPGTX charges 1.10%/yr vs 0.90%/yr for PMJAX.
Performance
WPGTX vs. PMJAX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with WPGTX having a 19.28% return and PMJAX slightly higher at 20.20%. Over the past 10 years, WPGTX has underperformed PMJAX with an annualized return of 9.85%, while PMJAX has yielded a comparatively higher 12.88% annualized return.
WPGTX
- 1D
- 0.85%
- 1M
- -1.96%
- 6M
- 11.80%
- YTD
- 19.28%
- 1Y
- 31.11%
- 3Y*
- 12.95%
- 5Y*
- 12.48%
- 10Y*
- 9.85%
- ALL TIME*
- 10.23%
PMJAX
- 1D
- 0.15%
- 1M
- 0.45%
- 6M
- 16.52%
- YTD
- 20.20%
- 1Y
- 35.79%
- 3Y*
- 17.44%
- 5Y*
- 12.58%
- 10Y*
- 12.88%
- ALL TIME*
- 13.40%
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 |
WPGTX vs. PMJAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPGTX WPG Partners Small/Micro Cap Value Fund | 19.28% | 7.08% | 10.53% | 14.45% | 2.10% | 40.04% | -1.31% | 23.35% | -21.88% | 5.58% |
PMJAX PIMCO RAE US Small Fund Class A | 20.20% | 4.89% | 20.53% | 19.76% | -5.07% | 38.48% | 6.52% | 19.76% | -12.02% | 8.76% |
Correlation
The correlation between WPGTX and PMJAX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.93 |
The correlation between WPGTX and PMJAX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
WPGTX vs. PMJAX — Risk / Return Rank
WPGTX
PMJAX
WPGTX vs. PMJAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WPG Partners Small/Micro Cap Value Fund (WPGTX) and PIMCO RAE US Small Fund Class A (PMJAX). 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.
| WPGTX | PMJAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 4.23 | -1.55 |
| Martin ratioReturn relative to average drawdown | 9.87 | 13.04 | -3.18 |
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Drawdowns
WPGTX vs. PMJAX - Drawdown Comparison
The maximum WPGTX drawdown since its inception was -60.60%, which is greater than PMJAX's maximum drawdown of -50.53%. Use the drawdown chart below to compare losses from any high point for WPGTX and PMJAX.
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Drawdown Indicators
| WPGTX | PMJAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.60% | -50.53% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -7.66% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -25.90% | -26.72% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -50.53% | +24.63% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -50.53% | +0.50% |
Current DrawdownCurrent decline from peak | -3.15% | -1.33% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -16.79% | +3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.51% | +0.38% |
Volatility
WPGTX vs. PMJAX - Volatility Comparison
WPG Partners Small/Micro Cap Value Fund (WPGTX) and PIMCO RAE US Small Fund Class A (PMJAX) have volatilities of 3.32% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPGTX | PMJAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.26% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 11.22% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 16.82% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 40.06% | -20.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 33.51% | -11.14% |
WPGTX vs. PMJAX - Expense Ratio Comparison
WPGTX has a 1.10% expense ratio, which is higher than PMJAX's 0.90% expense ratio.
Dividends
WPGTX vs. PMJAX - Dividend Comparison
WPGTX's dividend yield for the trailing twelve months is around 8.51%, more than PMJAX's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMJAX PIMCO RAE US Small Fund Class A | 2.75% | 3.31% | 2.48% | 1.40% | 10.08% | 67.74% | 9.44% | 1.37% | 7.72% | 4.51% | 1.16% | 0.00% |
WPGTX WPG Partners Small/Micro Cap Value Fund | 8.51% | 10.15% | 6.38% | 7.58% | 17.82% | 1.47% | 0.64% | 0.44% | 8.44% | 6.83% | 0.42% | 3.03% |
Frequently Asked Questions
WPGTX and PMJAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPGTX has higher volatility (3.32%) compared to PMJAX (3.26%). In terms of maximum drawdown, WPGTX dropped -60.60% vs PMJAX's -50.53%.
PMJAX currently has the higher Sharpe Ratio (1.94 vs 1.79), 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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