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JMCRX vs. AXVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMCRX vs. AXVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in James Micro Cap Fund (JMCRX) and Acclivity Small Cap Value Fund (AXVIX). The values are adjusted to include any dividend payments, if applicable.

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JMCRX vs. AXVIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMCRX
James Micro Cap Fund
3.38%4.37%5.95%31.72%-17.33%36.27%-4.21%22.05%
AXVIX
Acclivity Small Cap Value Fund
3.23%5.14%5.67%22.62%-4.41%38.61%7.52%10.90%

Returns By Period

The year-to-date returns for both stocks are quite close, with JMCRX having a 3.38% return and AXVIX slightly lower at 3.23%.


JMCRX

1D
-0.82%
1M
-4.10%
YTD
3.38%
6M
4.68%
1Y
20.02%
3Y*
12.69%
5Y*
7.27%
10Y*
8.09%

AXVIX

1D
-0.42%
1M
-4.62%
YTD
3.23%
6M
5.17%
1Y
18.84%
3Y*
11.70%
5Y*
8.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMCRX vs. AXVIX - Expense Ratio Comparison

JMCRX has a 1.51% expense ratio, which is lower than AXVIX's 3.64% expense ratio.


Return for Risk

JMCRX vs. AXVIX — Risk / Return Rank

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

JMCRX
JMCRX Risk / Return Rank: 4747
Overall Rank
JMCRX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JMCRX Sortino Ratio Rank: 5050
Sortino Ratio Rank
JMCRX Omega Ratio Rank: 3939
Omega Ratio Rank
JMCRX Calmar Ratio Rank: 6161
Calmar Ratio Rank
JMCRX Martin Ratio Rank: 4040
Martin Ratio Rank

AXVIX
AXVIX Risk / Return Rank: 4040
Overall Rank
AXVIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AXVIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
AXVIX Omega Ratio Rank: 4040
Omega Ratio Rank
AXVIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
AXVIX Martin Ratio Rank: 3737
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.

JMCRX vs. AXVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and Acclivity Small Cap Value Fund (AXVIX). 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.


JMCRXAXVIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.83

+0.07

Sortino ratio

Return per unit of downside risk

1.41

1.30

+0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.42

1.05

+0.37

Martin ratio

Return relative to average drawdown

4.22

3.90

+0.32

JMCRX vs. AXVIX - Sharpe Ratio Comparison

The current JMCRX Sharpe Ratio is 0.89, which is comparable to the AXVIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of JMCRX and AXVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JMCRXAXVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.83

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.38

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.43

+0.03

Correlation

The correlation between JMCRX and AXVIX is 0.93, 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

JMCRX vs. AXVIX - Dividend Comparison

JMCRX's dividend yield for the trailing twelve months is around 0.99%, less than AXVIX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
JMCRX
James Micro Cap Fund
0.99%1.02%1.43%0.63%9.14%3.84%0.53%6.35%6.71%7.80%0.00%0.09%
AXVIX
Acclivity Small Cap Value Fund
4.16%4.30%7.18%1.00%4.41%2.43%2.02%0.70%0.00%0.00%0.00%0.00%

Drawdowns

JMCRX vs. AXVIX - Drawdown Comparison

The maximum JMCRX drawdown since its inception was -46.65%, roughly equal to the maximum AXVIX drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for JMCRX and AXVIX.


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Drawdown Indicators


JMCRXAXVIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.65%

-48.08%

+1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-15.39%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.90%

-30.24%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-46.65%

Current Drawdown

Current decline from peak

-6.86%

-6.98%

+0.12%

Average Drawdown

Average peak-to-trough decline

-7.49%

-8.19%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

4.14%

-0.02%

Volatility

JMCRX vs. AXVIX - Volatility Comparison

James Micro Cap Fund (JMCRX) has a higher volatility of 5.72% compared to Acclivity Small Cap Value Fund (AXVIX) at 4.62%. This indicates that JMCRX's price experiences larger fluctuations and is considered to be riskier than AXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMCRXAXVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

4.62%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

11.86%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

22.89%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

21.90%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

27.07%

-5.49%