PortfoliosLab logoPortfoliosLab logo
JAMEX vs. POGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAMEX vs. POGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jamestown Equity Fund (JAMEX) and Pin Oak Equity (POGSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JAMEX vs. POGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAMEX
Jamestown Equity Fund
-6.40%19.13%23.43%24.31%-16.56%26.75%21.84%34.98%-11.30%19.44%
POGSX
Pin Oak Equity
5.66%27.41%18.99%27.16%-25.10%21.42%10.60%27.72%-6.15%15.14%

Returns By Period

In the year-to-date period, JAMEX achieves a -6.40% return, which is significantly lower than POGSX's 5.66% return. Both investments have delivered pretty close results over the past 10 years, with JAMEX having a 12.86% annualized return and POGSX not far ahead at 13.07%.


JAMEX

1D
-0.31%
1M
-7.07%
YTD
-6.40%
6M
-3.31%
1Y
16.62%
3Y*
17.40%
5Y*
10.99%
10Y*
12.86%

POGSX

1D
-0.02%
1M
-5.28%
YTD
5.66%
6M
12.41%
1Y
33.37%
3Y*
25.41%
5Y*
11.32%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


JAMEX vs. POGSX - Expense Ratio Comparison

JAMEX has a 0.98% expense ratio, which is higher than POGSX's 0.91% expense ratio.


Return for Risk

JAMEX vs. POGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JAMEX
JAMEX Risk / Return Rank: 5959
Overall Rank
JAMEX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
JAMEX Sortino Ratio Rank: 5858
Sortino Ratio Rank
JAMEX Omega Ratio Rank: 5959
Omega Ratio Rank
JAMEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
JAMEX Martin Ratio Rank: 6363
Martin Ratio Rank

POGSX
POGSX Risk / Return Rank: 9191
Overall Rank
POGSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
POGSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
POGSX Omega Ratio Rank: 8989
Omega Ratio Rank
POGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
POGSX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JAMEX vs. POGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jamestown Equity Fund (JAMEX) and Pin Oak Equity (POGSX). 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.


JAMEXPOGSXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.74

-0.73

Sortino ratio

Return per unit of downside risk

1.52

2.75

-1.23

Omega ratio

Gain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratio

Return relative to maximum drawdown

1.38

2.85

-1.47

Martin ratio

Return relative to average drawdown

5.98

11.79

-5.81

JAMEX vs. POGSX - Sharpe Ratio Comparison

The current JAMEX Sharpe Ratio is 1.01, which is lower than the POGSX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JAMEX and POGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JAMEXPOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.74

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.64

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.71

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.29

+0.19

Correlation

The correlation between JAMEX and POGSX is 0.78, 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

JAMEX vs. POGSX - Dividend Comparison

JAMEX's dividend yield for the trailing twelve months is around 8.21%, less than POGSX's 17.99% yield.


TTM20252024202320222021202020192018201720162015
JAMEX
Jamestown Equity Fund
8.21%7.87%5.06%3.78%14.58%1.70%4.94%10.25%2.83%6.52%4.90%6.67%
POGSX
Pin Oak Equity
17.99%8.85%17.87%8.21%0.15%10.93%4.60%3.22%2.94%1.79%2.03%3.83%

Drawdowns

JAMEX vs. POGSX - Drawdown Comparison

The maximum JAMEX drawdown since its inception was -49.25%, smaller than the maximum POGSX drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for JAMEX and POGSX.


Loading graphics...

Drawdown Indicators


JAMEXPOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-49.25%

-89.46%

+40.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-10.96%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.30%

-29.81%

+5.51%

Max Drawdown (10Y)

Largest decline over 10 years

-30.65%

-33.05%

+2.40%

Current Drawdown

Current decline from peak

-9.11%

-8.03%

-1.08%

Average Drawdown

Average peak-to-trough decline

-10.77%

-36.91%

+26.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.65%

-0.13%

Volatility

JAMEX vs. POGSX - Volatility Comparison

Jamestown Equity Fund (JAMEX) has a higher volatility of 4.14% compared to Pin Oak Equity (POGSX) at 3.76%. This indicates that JAMEX's price experiences larger fluctuations and is considered to be riskier than POGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JAMEXPOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.76%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

12.91%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.16%

19.62%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

17.85%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

18.56%

-1.17%