BRUSX vs. JMCRX
Compare and contrast key facts about Bridgeway Ultra Small Company Fund (BRUSX) and James Micro Cap Fund (JMCRX).
BRUSX is managed by Bridgeway. It was launched on Aug 5, 1994. JMCRX is managed by James Advantage. It was launched on Jul 1, 2010.
Performance
BRUSX vs. JMCRX - Performance Comparison
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BRUSX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRUSX Bridgeway Ultra Small Company Fund | -3.61% | 7.13% | 17.57% | 18.14% | -10.99% | 13.85% | 33.43% | 9.52% | -15.77% | 3.86% |
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, BRUSX achieves a -3.61% return, which is significantly lower than JMCRX's 6.13% return. Over the past 10 years, BRUSX has underperformed JMCRX with an annualized return of 7.97%, while JMCRX has yielded a comparatively higher 8.38% annualized return.
BRUSX
- 1D
- 2.57%
- 1M
- -6.83%
- YTD
- -3.61%
- 6M
- -4.85%
- 1Y
- 19.28%
- 3Y*
- 11.34%
- 5Y*
- 2.04%
- 10Y*
- 7.97%
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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BRUSX vs. JMCRX - Expense Ratio Comparison
BRUSX has a 1.26% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Return for Risk
BRUSX vs. JMCRX — Risk / Return Rank
BRUSX
JMCRX
BRUSX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Fund (BRUSX) 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.
| BRUSX | JMCRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.04 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.61 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.88 | -0.68 |
Martin ratioReturn relative to average drawdown | 3.38 | 5.55 | -2.17 |
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
| BRUSX | JMCRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.04 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.36 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.39 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Correlation
The correlation between BRUSX and JMCRX is 0.83, 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
BRUSX vs. JMCRX - Dividend Comparison
BRUSX's dividend yield for the trailing twelve months is around 10.95%, more than JMCRX's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUSX Bridgeway Ultra Small Company Fund | 10.95% | 10.56% | 2.46% | 4.97% | 18.41% | 7.70% | 1.53% | 1.14% | 13.87% | 1.99% | 1.12% | 1.03% |
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
BRUSX vs. JMCRX - Drawdown Comparison
The maximum BRUSX drawdown since its inception was -60.38%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for BRUSX and JMCRX.
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Drawdown Indicators
| BRUSX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.38% | -46.65% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -12.23% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -39.83% | -26.90% | -12.93% |
Max Drawdown (10Y)Largest decline over 10 years | -55.77% | -46.65% | -9.12% |
Current DrawdownCurrent decline from peak | -9.94% | -4.38% | -5.56% |
Average DrawdownAverage peak-to-trough decline | -13.61% | -7.49% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 4.13% | +0.95% |
Volatility
BRUSX vs. JMCRX - Volatility Comparison
Bridgeway Ultra Small Company Fund (BRUSX) has a higher volatility of 6.99% compared to James Micro Cap Fund (JMCRX) at 6.22%. This indicates that BRUSX's price experiences larger fluctuations and is considered to be riskier 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
| BRUSX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 6.22% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 13.16% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.88% | 22.35% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.41% | 20.90% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 21.60% | +1.69% |