JASCX vs. BRSIX
Compare and contrast key facts about James Small Cap Fund (JASCX) and Bridgeway Ultra Small Company Market Fund (BRSIX).
JASCX is managed by James Advantage. It was launched on Oct 2, 1998. BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997.
Performance
JASCX vs. BRSIX - Performance Comparison
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JASCX vs. BRSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 1.60% | 12.66% | 18.11% | 25.15% | -11.68% | 38.79% | -1.12% | 17.82% | -24.57% | 6.34% |
BRSIX Bridgeway Ultra Small Company Market Fund | -3.39% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -17.23% | 12.29% |
Returns By Period
In the year-to-date period, JASCX achieves a 1.60% return, which is significantly higher than BRSIX's -3.39% return. Over the past 10 years, JASCX has outperformed BRSIX with an annualized return of 8.53%, while BRSIX has yielded a comparatively lower 6.58% annualized return.
JASCX
- 1D
- -0.49%
- 1M
- -5.54%
- YTD
- 1.60%
- 6M
- 2.48%
- 1Y
- 16.18%
- 3Y*
- 17.98%
- 5Y*
- 11.61%
- 10Y*
- 8.53%
BRSIX
- 1D
- -1.13%
- 1M
- -7.88%
- YTD
- -3.39%
- 6M
- 4.17%
- 1Y
- 40.23%
- 3Y*
- 14.23%
- 5Y*
- -3.16%
- 10Y*
- 6.58%
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JASCX vs. BRSIX - Expense Ratio Comparison
JASCX has a 1.56% expense ratio, which is higher than BRSIX's 0.78% expense ratio.
Return for Risk
JASCX vs. BRSIX — Risk / Return Rank
JASCX
BRSIX
JASCX vs. BRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Small Cap Fund (JASCX) and Bridgeway Ultra Small Company Market Fund (BRSIX). 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.
| JASCX | BRSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.45 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.49 | 2.07 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.41 | -1.06 |
Martin ratioReturn relative to average drawdown | 4.83 | 8.20 | -3.37 |
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
| JASCX | BRSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.45 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | -0.13 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.28 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.41 | -0.01 |
Correlation
The correlation between JASCX and BRSIX is 0.81, 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
JASCX vs. BRSIX - Dividend Comparison
JASCX's dividend yield for the trailing twelve months is around 3.33%, more than BRSIX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 3.33% | 3.39% | 6.62% | 0.58% | 6.51% | 0.28% | 0.52% | 0.00% | 10.24% | 24.98% | 0.48% | 4.40% |
BRSIX Bridgeway Ultra Small Company Market Fund | 1.06% | 1.03% | 0.62% | 0.89% | 2.12% | 1.32% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.77% |
Drawdowns
JASCX vs. BRSIX - Drawdown Comparison
The maximum JASCX drawdown since its inception was -59.21%, roughly equal to the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for JASCX and BRSIX.
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Drawdown Indicators
| JASCX | BRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -61.79% | +2.58% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -13.57% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.24% | -53.66% | +31.42% |
Max Drawdown (10Y)Largest decline over 10 years | -52.56% | -54.09% | +1.53% |
Current DrawdownCurrent decline from peak | -9.09% | -21.53% | +12.44% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -15.68% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.20% | -0.65% |
Volatility
JASCX vs. BRSIX - Volatility Comparison
The current volatility for James Small Cap Fund (JASCX) is 4.85%, while Bridgeway Ultra Small Company Market Fund (BRSIX) has a volatility of 7.06%. This indicates that JASCX experiences smaller price fluctuations and is considered to be less risky than BRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JASCX | BRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 7.06% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 17.25% | -6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 26.41% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 24.41% | -5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 24.00% | -2.93% |