PortfoliosLab logoPortfoliosLab logo
JASCX vs. JAVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JASCX vs. JAVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in James Small Cap Fund (JASCX) and James Aggressive Allocation Fund (JAVAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JASCX vs. JAVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JAVAX
James Aggressive Allocation Fund
-1.96%15.92%19.13%19.31%-15.81%16.87%-1.43%19.20%-13.31%11.45%

Returns By Period

In the year-to-date period, JASCX achieves a 1.60% return, which is significantly higher than JAVAX's -1.96% return. Over the past 10 years, JASCX has outperformed JAVAX with an annualized return of 8.53%, while JAVAX has yielded a comparatively lower 6.84% 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%

JAVAX

1D
-0.44%
1M
-6.33%
YTD
-1.96%
6M
0.36%
1Y
18.33%
3Y*
15.41%
5Y*
8.56%
10Y*
6.84%
*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.


JASCX vs. JAVAX - Expense Ratio Comparison

JASCX has a 1.56% expense ratio, which is higher than JAVAX's 1.01% expense ratio.


Return for Risk

JASCX vs. JAVAX — Risk / Return Rank

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

JASCX
JASCX Risk / Return Rank: 5151
Overall Rank
JASCX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JASCX Sortino Ratio Rank: 5454
Sortino Ratio Rank
JASCX Omega Ratio Rank: 4646
Omega Ratio Rank
JASCX Calmar Ratio Rank: 5656
Calmar Ratio Rank
JASCX Martin Ratio Rank: 4848
Martin Ratio Rank

JAVAX
JAVAX Risk / Return Rank: 7575
Overall Rank
JAVAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JAVAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
JAVAX Omega Ratio Rank: 7272
Omega Ratio Rank
JAVAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
JAVAX Martin Ratio Rank: 8181
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.

JASCX vs. JAVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for James Small Cap Fund (JASCX) and James Aggressive Allocation Fund (JAVAX). 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.


JASCXJAVAXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.27

-0.30

Sortino ratio

Return per unit of downside risk

1.49

1.87

-0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.27

-0.07

Calmar ratio

Return relative to maximum drawdown

1.35

1.75

-0.40

Martin ratio

Return relative to average drawdown

4.83

8.02

-3.19

JASCX vs. JAVAX - Sharpe Ratio Comparison

The current JASCX Sharpe Ratio is 0.98, which is comparable to the JAVAX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of JASCX and JAVAX, 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


JASCXJAVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.27

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.64

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.50

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.51

-0.12

Correlation

The correlation between JASCX and JAVAX is 0.84, 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. JAVAX - Dividend Comparison

JASCX's dividend yield for the trailing twelve months is around 3.33%, more than JAVAX's 0.57% yield.


TTM20252024202320222021202020192018201720162015
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%
JAVAX
James Aggressive Allocation Fund
0.57%0.55%0.67%0.63%0.83%0.20%0.86%5.12%0.95%0.71%0.90%0.00%

Drawdowns

JASCX vs. JAVAX - Drawdown Comparison

The maximum JASCX drawdown since its inception was -59.21%, which is greater than JAVAX's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for JASCX and JAVAX.


Loading graphics...

Drawdown Indicators


JASCXJAVAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.21%

-27.76%

-31.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-9.83%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

-22.29%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-52.56%

-27.76%

-24.80%

Current Drawdown

Current decline from peak

-9.09%

-7.47%

-1.62%

Average Drawdown

Average peak-to-trough decline

-10.79%

-5.45%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.14%

+1.41%

Volatility

JASCX vs. JAVAX - Volatility Comparison

James Small Cap Fund (JASCX) has a higher volatility of 4.85% compared to James Aggressive Allocation Fund (JAVAX) at 4.07%. This indicates that JASCX's price experiences larger fluctuations and is considered to be riskier than JAVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JASCXJAVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.07%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

8.21%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.64%

14.93%

+4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

13.53%

+5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.07%

13.69%

+7.38%