AFDVX vs. JMCRX
Compare and contrast key facts about Applied Finance Explorer Investor (AFDVX) and James Micro Cap Fund (JMCRX).
AFDVX is managed by Applied Finance. It was launched on Jun 11, 2015. JMCRX is managed by James Advantage. It was launched on Jul 1, 2010.
Performance
AFDVX vs. JMCRX - Performance Comparison
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AFDVX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AFDVX Applied Finance Explorer Investor | 1.52% | 8.96% | 9.75% | 22.19% | -13.84% | 43.58% | 19.12% | 24.98% | -13.59% | 17.32% |
JMCRX James Micro Cap Fund | 6.13% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
Returns By Period
In the year-to-date period, AFDVX achieves a 1.52% return, which is significantly lower than JMCRX's 6.13% return. Over the past 10 years, AFDVX has outperformed JMCRX with an annualized return of 12.41%, while JMCRX has yielded a comparatively lower 8.38% annualized return.
AFDVX
- 1D
- 2.01%
- 1M
- -3.98%
- YTD
- 1.52%
- 6M
- 0.75%
- 1Y
- 15.83%
- 3Y*
- 13.46%
- 5Y*
- 8.36%
- 10Y*
- 12.41%
JMCRX
- 1D
- 2.66%
- 1M
- -2.81%
- YTD
- 6.13%
- 6M
- 7.61%
- 1Y
- 22.51%
- 3Y*
- 13.68%
- 5Y*
- 7.51%
- 10Y*
- 8.38%
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AFDVX vs. JMCRX - Expense Ratio Comparison
AFDVX has a 1.08% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Return for Risk
AFDVX vs. JMCRX — Risk / Return Rank
AFDVX
JMCRX
AFDVX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Finance Explorer Investor (AFDVX) and James Micro Cap Fund (JMCRX). 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.
| AFDVX | JMCRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.04 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.61 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.88 | -0.75 |
Martin ratioReturn relative to average drawdown | 4.43 | 5.55 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AFDVX | JMCRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.04 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.36 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.39 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.08 |
Correlation
The correlation between AFDVX and JMCRX is 0.91, 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
AFDVX vs. JMCRX - Dividend Comparison
AFDVX's dividend yield for the trailing twelve months is around 2.85%, more than JMCRX's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFDVX Applied Finance Explorer Investor | 2.85% | 2.90% | 2.49% | 0.77% | 1.73% | 0.67% | 0.15% | 0.46% | 10.44% | 1.96% | 0.00% | 0.00% |
JMCRX James Micro Cap Fund | 0.96% | 1.02% | 1.43% | 0.63% | 9.14% | 3.84% | 0.53% | 6.35% | 6.71% | 7.80% | 0.00% | 0.09% |
Drawdowns
AFDVX vs. JMCRX - Drawdown Comparison
The maximum AFDVX drawdown since its inception was -42.97%, smaller than the maximum JMCRX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for AFDVX and JMCRX.
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Drawdown Indicators
| AFDVX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.97% | -46.65% | +3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -12.23% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -26.90% | +3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -42.97% | -46.65% | +3.68% |
Current DrawdownCurrent decline from peak | -4.76% | -4.38% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -7.49% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 4.13% | -0.79% |
Volatility
AFDVX vs. JMCRX - Volatility Comparison
The current volatility for Applied Finance Explorer Investor (AFDVX) is 5.54%, while James Micro Cap Fund (JMCRX) has a volatility of 6.22%. This indicates that AFDVX experiences smaller price fluctuations and is considered to be less risky than JMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFDVX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 6.22% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 13.16% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.54% | 22.35% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 20.90% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 21.60% | +0.95% |