JASCX vs. VRTVX

Last updated Jun 24, 2026

JASCX (James Small Cap Fund) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, JASCX returned 10.54%/yr vs 10.93%/yr for VRTVX. Their correlation of 0.93 suggests significant overlap in exposure. JASCX charges 1.56%/yr vs 0.08%/yr for VRTVX.

Performance

JASCX vs. VRTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in James Small Cap Fund (JASCX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JASCX achieves a 18.86% return, which is significantly lower than VRTVX's 21.21% return. Both investments have delivered pretty close results over the past 10 years, with JASCX having a 10.54% annualized return and VRTVX not far ahead at 10.93%.

JASCX

• 1D: 0.18%
• 1M: 5.19%
• YTD: 18.86%
• 6M: 15.82%
• 1Y: 32.22%
• 3Y*: 23.49%
• 5Y*: 14.19%
• 10Y*: 10.54%

VRTVX

• 1D: 0.47%
• 1M: 3.65%
• YTD: 21.21%
• 6M: 19.11%
• 1Y: 43.12%
• 3Y*: 19.49%
• 5Y*: 7.66%
• 10Y*: 10.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JASCX vs. VRTVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JASCX James Small Cap Fund	18.86%	12.66%	18.11%	25.15%	-11.68%	38.79%	-1.12%	17.82%	-24.57%	6.34%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	21.21%	12.21%	8.07%	14.71%	-14.52%	28.06%	4.81%	22.40%	-12.83%	7.91%

Correlation

The correlation between JASCX and VRTVX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010	0.93

The correlation between JASCX and VRTVX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

JASCX vs. VRTVX — Risk / Return Rank

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

JASCX

JASCX Risk / Return Rank: 65
JASCX Sharpe Ratio Rank: 61
JASCX Sortino Ratio Rank: 67
JASCX Omega Ratio Rank: 53
JASCX Calmar Ratio Rank: 84
JASCX Martin Ratio Rank: 61

VRTVX

VRTVX Risk / Return Rank: 83
VRTVX Sharpe Ratio Rank: 82
VRTVX Sortino Ratio Rank: 79
VRTVX Omega Ratio Rank: 67
VRTVX Calmar Ratio Rank: 95
VRTVX Martin Ratio Rank: 93

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. VRTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for James Small Cap Fund (JASCX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JASCX	VRTVX	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.48	-0.36
Sortino ratio: Return per unit of downside risk	3.12	3.45	-0.32
Omega ratio: Gain probability vs. loss probability	1.37	1.42	-0.05
Calmar ratio: Return relative to maximum drawdown	3.72	5.30	-1.58
Martin ratio: Return relative to average drawdown	11.36	18.02	-6.66

JASCX vs. VRTVX - Sharpe Ratio Comparison

The current JASCX Sharpe Ratio is 2.12, which is comparable to the VRTVX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of JASCX and VRTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JASCX vs. VRTVX - Drawdown Comparison

The maximum JASCX drawdown since its inception was -59.21%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for JASCX and VRTVX.

Drawdown Indicators

	JASCX	VRTVX	Difference
Max Drawdown Largest peak-to-trough decline	-59.21%	-45.98%	-13.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.09%	-8.54%	-0.55%
Max Drawdown (3Y) Largest decline over 3 years	-19.78%	-26.85%	+7.07%
Max Drawdown (5Y) Largest decline over 5 years	-22.24%	-26.85%	+4.61%
Max Drawdown (10Y) Largest decline over 10 years	-52.56%	-45.98%	-6.58%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.71%	-7.75%	-2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	2.51%	+0.46%

Volatility

JASCX vs. VRTVX - Volatility Comparison

The current volatility for James Small Cap Fund (JASCX) is 4.72%, while Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a volatility of 5.28%. This indicates that JASCX experiences smaller price fluctuations and is considered to be less risky than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JASCX	VRTVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.72%	5.28%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	11.92%	12.47%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	15.99%	18.28%	-2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.89%	21.66%	-2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.16%	23.75%	-2.59%

JASCX vs. VRTVX - Expense Ratio Comparison

JASCX has a 1.56% expense ratio, which is higher than VRTVX's 0.08% expense ratio.

Dividends

JASCX vs. VRTVX - Dividend Comparison

JASCX's dividend yield for the trailing twelve months is around 2.85%, more than VRTVX's 1.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JASCX James Small Cap Fund	2.85%	3.39%	6.62%	0.58%	6.51%	0.28%	0.52%	0.00%	10.24%	24.98%	0.48%	4.40%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	1.65%	1.49%	1.84%	2.08%	2.15%	1.56%	1.54%	1.87%	2.17%	1.74%	1.52%	2.16%

Frequently Asked Questions

Can I hold both JASCX and VRTVX in my portfolio?

With a correlation of 0.92, JASCX and VRTVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JASCX or VRTVX?

VRTVX has higher volatility (5.28%) compared to JASCX (4.72%). In terms of maximum drawdown, JASCX dropped -59.21% vs VRTVX's -45.98%.

Which has better risk-adjusted returns?

VRTVX currently has the higher Sharpe Ratio (2.48 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.