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James Micro Cap Fund (JMCRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4702598131

CUSIP

470259813

Inception Date

Jul 1, 2010

Min. Investment

$10,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

JMCRX has a high expense ratio of 1.51%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in James Micro Cap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
99.56%
433.82%
JMCRX (James Micro Cap Fund)
Benchmark (^GSPC)

Returns By Period

James Micro Cap Fund (JMCRX) returned -10.61% year-to-date (YTD) and -10.03% over the past 12 months. Over the past 10 years, JMCRX returned 2.73% annually, underperforming the S&P 500 benchmark at 10.45%.


JMCRX

YTD

-10.61%

1M

2.24%

6M

-18.95%

1Y

-10.03%

5Y*

10.82%

10Y*

2.73%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of JMCRX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.21%-7.53%-5.80%-3.16%2.67%-10.61%
2024-2.73%3.00%3.64%-5.67%5.57%-1.65%12.25%-1.24%-0.69%-6.70%10.21%-9.18%4.58%
20238.48%1.12%-4.07%-2.54%0.56%7.91%7.62%-2.34%-3.81%-4.02%8.62%12.32%31.72%
2022-9.20%0.11%-1.81%-5.64%3.16%-8.41%10.28%-4.14%-10.36%9.24%6.82%-13.19%-23.61%
20211.40%11.39%5.73%3.51%2.77%-2.35%-3.43%2.38%-0.31%4.77%0.59%1.77%31.15%
2020-4.72%-11.55%-25.47%14.24%4.30%2.75%1.10%3.58%-3.23%0.85%13.77%7.12%-4.21%
201912.81%5.91%-2.73%6.05%-10.03%6.27%1.51%-2.72%3.12%1.97%1.15%-0.84%22.71%
20182.09%-7.45%1.66%1.69%4.81%1.36%0.62%2.89%-4.43%-9.78%-1.69%-13.89%-21.59%
2017-3.71%-0.75%-0.81%1.99%-2.87%1.89%-0.06%-3.30%8.39%3.59%1.07%-8.74%-4.24%
2016-5.90%4.30%1.76%0.33%-1.39%0.80%5.39%0.50%2.14%-6.09%11.92%5.62%19.61%
2015-4.14%5.60%2.48%-2.69%1.68%-0.00%-2.78%-3.40%1.13%9.13%2.17%-5.60%2.61%
2014-4.42%5.72%-1.67%-1.52%0.12%3.26%-5.29%3.64%-2.99%3.44%3.15%-16.61%-14.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JMCRX is 5, meaning it’s performing worse than 95% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JMCRX is 55
Overall Rank
The Sharpe Ratio Rank of JMCRX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of JMCRX is 66
Sortino Ratio Rank
The Omega Ratio Rank of JMCRX is 77
Omega Ratio Rank
The Calmar Ratio Rank of JMCRX is 44
Calmar Ratio Rank
The Martin Ratio Rank of JMCRX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

James Micro Cap Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.40
  • 5-Year: 0.48
  • 10-Year: 0.12
  • All Time: 0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of James Micro Cap Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.40
0.44
JMCRX (James Micro Cap Fund)
Benchmark (^GSPC)

Dividends

Dividend History

James Micro Cap Fund provided a 1.60% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.31$0.31$0.13$1.43$0.79$0.08$0.54$0.91$1.34$0.00$0.01$3.47

Dividend yield

1.60%1.43%0.63%9.14%3.84%0.53%3.29%6.71%7.80%0.00%0.09%23.60%

Monthly Dividends

The table displays the monthly dividend distributions for James Micro Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
2014$3.47$3.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.20%
-7.88%
JMCRX (James Micro Cap Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the James Micro Cap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the James Micro Cap Fund was 52.69%, occurring on Mar 18, 2020. Recovery took 244 trading sessions.

The current James Micro Cap Fund drawdown is 20.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.69%Dec 1, 2017576Mar 18, 2020244Mar 8, 2021820
-29.64%Feb 22, 2011156Oct 3, 2011120Mar 26, 2012276
-29.27%Nov 12, 2021283Dec 28, 2022385Jul 12, 2024668
-27.85%Nov 12, 2024100Apr 8, 2025
-25.3%Mar 5, 2014473Jan 19, 2016226Dec 8, 2016699

Volatility

Volatility Chart

The current James Micro Cap Fund volatility is 6.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.98%
6.82%
JMCRX (James Micro Cap Fund)
Benchmark (^GSPC)