JMCRX vs. ARSMX
JMCRX (James Micro Cap Fund) and ARSMX (AMG River Road Small-Mid Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, JMCRX returned 9.86%/yr vs 9.82%/yr for ARSMX. Their correlation of 0.86 suggests significant overlap in exposure. JMCRX charges 1.51%/yr vs 1.27%/yr for ARSMX.
Performance
JMCRX vs. ARSMX - Performance Comparison
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Returns By Period
In the year-to-date period, JMCRX achieves a 18.84% return, which is significantly higher than ARSMX's 2.31% return. Both investments have delivered pretty close results over the past 10 years, with JMCRX having a 9.86% annualized return and ARSMX not far behind at 9.82%.
JMCRX
- 1D
- 0.27%
- 1M
- 4.35%
- YTD
- 18.84%
- 6M
- 16.48%
- 1Y
- 32.34%
- 3Y*
- 17.20%
- 5Y*
- 9.52%
- 10Y*
- 9.86%
ARSMX
- 1D
- -0.41%
- 1M
- 1.99%
- YTD
- 2.31%
- 6M
- 0.93%
- 1Y
- 1.88%
- 3Y*
- 9.21%
- 5Y*
- 4.70%
- 10Y*
- 9.82%
JMCRX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMCRX James Micro Cap Fund | 18.84% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 2.31% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Correlation
The correlation between JMCRX and ARSMX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2010 | 0.86 |
The correlation between JMCRX and ARSMX shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JMCRX vs. ARSMX — Risk / Return Rank
JMCRX
ARSMX
JMCRX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| JMCRX | ARSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.05 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 0.31 | +3.17 |
| Martin ratioReturn relative to average drawdown | 9.70 | 0.71 | +8.99 |
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Drawdowns
JMCRX vs. ARSMX - Drawdown Comparison
The maximum JMCRX drawdown since its inception was -46.65%, smaller than the maximum ARSMX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for JMCRX and ARSMX.
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Drawdown Indicators
| JMCRX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.65% | -51.75% | +5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -10.37% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -26.90% | -19.34% | -7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -19.34% | -7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -46.65% | -42.96% | -3.69% |
Current DrawdownCurrent decline from peak | 0.00% | -5.36% | +5.36% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -8.10% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.48% | -0.92% |
Volatility
JMCRX vs. ARSMX - Volatility Comparison
James Micro Cap Fund (JMCRX) has a higher volatility of 5.06% compared to AMG River Road Small-Mid Cap Value Fund (ARSMX) at 3.05%. This indicates that JMCRX's price experiences larger fluctuations and is considered to be riskier than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMCRX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.05% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.01% | 10.27% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 14.45% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.86% | 17.76% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 19.58% | +2.12% |
JMCRX vs. ARSMX - Expense Ratio Comparison
JMCRX has a 1.51% expense ratio, which is higher than ARSMX's 1.27% expense ratio.
Dividends
JMCRX vs. ARSMX - Dividend Comparison
JMCRX's dividend yield for the trailing twelve months is around 0.86%, while ARSMX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
JMCRX James Micro Cap Fund | 0.86% | 1.02% | 1.43% | 0.63% | 9.14% | 3.84% | 0.53% | 6.35% | 6.71% | 7.80% | 0.00% | 0.09% |
Frequently Asked Questions
JMCRX and ARSMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMCRX has higher volatility (5.06%) compared to ARSMX (3.05%). In terms of maximum drawdown, JMCRX dropped -46.65% vs ARSMX's -51.75%.
JMCRX currently has the higher Sharpe Ratio (1.85 vs 0.22), 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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