JASCX vs. VSTCX
JASCX (James Small Cap Fund) and VSTCX (Vanguard Strategic Small-Cap Equity Fund) are both mutual funds - JASCX is a Small Cap Value Equities fund managed by James Advantage, while VSTCX is a Small Cap Blend Equities fund actively managed by Vanguard. Over the past 10 years, JASCX returned 9.79%/yr vs 12.56%/yr for VSTCX. Their correlation of 0.95 means they have usually moved in the same direction. JASCX charges 1.56%/yr vs 0.21%/yr for VSTCX.
Performance
JASCX vs. VSTCX - Performance Comparison
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Returns By Period
In the year-to-date period, JASCX achieves a 20.05% return, which is significantly lower than VSTCX's 21.78% return. Over the past 10 years, JASCX has underperformed VSTCX with an annualized return of 9.79%, while VSTCX has yielded a comparatively higher 12.56% annualized return.
JASCX
- 1D
- 1.61%
- 1M
- 0.86%
- 6M
- 13.09%
- YTD
- 20.05%
- 1Y
- 30.79%
- 3Y*
- 20.08%
- 5Y*
- 14.15%
- 10Y*
- 9.79%
- ALL TIME*
- 8.62%
VSTCX
- 1D
- 1.18%
- 1M
- -1.13%
- 6M
- 17.27%
- YTD
- 21.78%
- 1Y
- 42.42%
- 3Y*
- 19.74%
- 5Y*
- 12.93%
- 10Y*
- 12.56%
- ALL TIME*
- 9.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JASCX James Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
JASCX vs. VSTCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 20.05% | 12.66% | 18.11% | 25.15% | -11.68% | 38.79% | -1.12% | 17.82% | -24.57% | 6.34% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 21.78% | 15.20% | 15.40% | 21.34% | -13.00% | 33.53% | 8.38% | 22.18% | -11.87% | 9.21% |
Correlation
The correlation between JASCX and VSTCX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2006 | 0.95 |
The correlation between JASCX and VSTCX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
JASCX vs. VSTCX — Risk / Return Rank
JASCX
VSTCX
JASCX vs. VSTCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Small Cap Fund (JASCX) and Vanguard Strategic Small-Cap Equity Fund (VSTCX). 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 | VSTCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 4.76 | -1.70 |
| Martin ratioReturn relative to average drawdown | 9.33 | 16.72 | -7.38 |
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Drawdowns
JASCX vs. VSTCX - Drawdown Comparison
The maximum JASCX drawdown since its inception was -59.21%, smaller than the maximum VSTCX drawdown of -62.50%. Use the drawdown chart below to compare losses from any high point for JASCX and VSTCX.
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Drawdown Indicators
| JASCX | VSTCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -62.50% | +3.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -8.08% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -19.78% | -27.47% | +7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.24% | -27.47% | +5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -52.56% | -48.08% | -4.48% |
Current DrawdownCurrent decline from peak | -0.87% | -2.86% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -10.58% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.30% | +0.68% |
Volatility
JASCX vs. VSTCX - Volatility Comparison
James Small Cap Fund (JASCX) has a higher volatility of 4.18% compared to Vanguard Strategic Small-Cap Equity Fund (VSTCX) at 3.84%. This indicates that JASCX's price experiences larger fluctuations and is considered to be riskier than VSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JASCX | VSTCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.84% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 12.46% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 17.64% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.77% | 21.88% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 23.42% | -2.28% |
JASCX vs. VSTCX - Expense Ratio Comparison
JASCX has a 1.56% expense ratio, which is higher than VSTCX's 0.21% expense ratio.
Dividends
JASCX vs. VSTCX - Dividend Comparison
JASCX's dividend yield for the trailing twelve months is around 2.82%, less than VSTCX's 6.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 2.82% | 3.39% | 6.62% | 0.58% | 6.51% | 0.28% | 0.52% | 0.00% | 10.24% | 24.98% | 0.48% | 4.40% |
VSTCX Vanguard Strategic Small-Cap Equity Fund | 6.20% | 7.55% | 9.66% | 2.50% | 7.44% | 19.92% | 1.24% | 4.14% | 11.74% | 5.76% | 1.35% | 2.33% |
Frequently Asked Questions
JASCX and VSTCX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JASCX has higher volatility (4.18%) compared to VSTCX (3.84%). In terms of maximum drawdown, JASCX dropped -59.21% vs VSTCX's -62.50%.
VSTCX currently has the higher Sharpe Ratio (2.18 vs 1.74), 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.
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