JAVAX vs. GLRBX
Compare and contrast key facts about James Aggressive Allocation Fund (JAVAX) and James Balanced: Golden Rainbow Fund (GLRBX).
JAVAX is managed by James Advantage. It was launched on Jun 30, 2015. GLRBX is managed by James Advantage. It was launched on Jun 30, 1991.
Performance
JAVAX vs. GLRBX - Performance Comparison
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JAVAX vs. GLRBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GLRBX James Balanced: Golden Rainbow Fund | -2.31% | 13.16% | 12.27% | 11.52% | -12.77% | 12.69% | 1.54% | 12.10% | -10.60% | 6.03% |
Returns By Period
In the year-to-date period, JAVAX achieves a -1.96% return, which is significantly higher than GLRBX's -2.31% return. Over the past 10 years, JAVAX has outperformed GLRBX with an annualized return of 6.84%, while GLRBX has yielded a comparatively lower 4.22% annualized return.
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%
GLRBX
- 1D
- -0.10%
- 1M
- -5.20%
- YTD
- -2.31%
- 6M
- -0.18%
- 1Y
- 11.55%
- 3Y*
- 10.41%
- 5Y*
- 5.70%
- 10Y*
- 4.22%
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JAVAX vs. GLRBX - Expense Ratio Comparison
JAVAX has a 1.01% expense ratio, which is lower than GLRBX's 1.18% expense ratio.
Return for Risk
JAVAX vs. GLRBX — Risk / Return Rank
JAVAX
GLRBX
JAVAX vs. GLRBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Aggressive Allocation Fund (JAVAX) and James Balanced: Golden Rainbow Fund (GLRBX). 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.
| JAVAX | GLRBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.39 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.87 | 2.02 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.95 | -0.20 |
Martin ratioReturn relative to average drawdown | 8.02 | 8.29 | -0.26 |
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
| JAVAX | GLRBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.39 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.69 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.64 | -0.13 |
Correlation
The correlation between JAVAX and GLRBX is 0.95, 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
JAVAX vs. GLRBX - Dividend Comparison
JAVAX's dividend yield for the trailing twelve months is around 0.57%, less than GLRBX's 5.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GLRBX James Balanced: Golden Rainbow Fund | 5.11% | 4.95% | 3.31% | 2.05% | 5.18% | 6.72% | 1.14% | 1.90% | 11.45% | 7.69% | 1.59% | 2.59% |
Drawdowns
JAVAX vs. GLRBX - Drawdown Comparison
The maximum JAVAX drawdown since its inception was -27.76%, which is greater than GLRBX's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for JAVAX and GLRBX.
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Drawdown Indicators
| JAVAX | GLRBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.76% | -21.59% | -6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.83% | -5.75% | -4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.29% | -16.73% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -27.76% | -16.86% | -10.90% |
Current DrawdownCurrent decline from peak | -7.47% | -5.55% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -3.28% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.35% | +0.79% |
Volatility
JAVAX vs. GLRBX - Volatility Comparison
James Aggressive Allocation Fund (JAVAX) has a higher volatility of 4.07% compared to James Balanced: Golden Rainbow Fund (GLRBX) at 2.86%. This indicates that JAVAX's price experiences larger fluctuations and is considered to be riskier than GLRBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAVAX | GLRBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 2.86% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 5.23% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 8.64% | +6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 8.33% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.69% | 8.23% | +5.46% |