JMCRX vs. DFSVX
Compare and contrast key facts about James Micro Cap Fund (JMCRX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
JMCRX is managed by James Advantage. It was launched on Jul 1, 2010. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
JMCRX vs. DFSVX - Performance Comparison
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JMCRX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMCRX James Micro Cap Fund | 3.38% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, JMCRX achieves a 3.38% return, which is significantly lower than DFSVX's 4.70% return. Over the past 10 years, JMCRX has underperformed DFSVX with an annualized return of 8.09%, while DFSVX has yielded a comparatively higher 10.61% annualized return.
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%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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JMCRX vs. DFSVX - Expense Ratio Comparison
JMCRX has a 1.51% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
JMCRX vs. DFSVX — Risk / Return Rank
JMCRX
DFSVX
JMCRX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| JMCRX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.03 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.55 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.34 | +0.08 |
Martin ratioReturn relative to average drawdown | 4.22 | 4.99 | -0.77 |
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
| JMCRX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.03 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.44 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.45 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.51 | -0.05 |
Correlation
The correlation between JMCRX and DFSVX is 0.90, 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. DFSVX - Dividend Comparison
JMCRX's dividend yield for the trailing twelve months is around 0.99%, less than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
JMCRX vs. DFSVX - Drawdown Comparison
The maximum JMCRX drawdown since its inception was -46.65%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for JMCRX and DFSVX.
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Drawdown Indicators
| JMCRX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.65% | -66.70% | +20.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -15.11% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -27.69% | +0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -46.65% | -52.12% | +5.47% |
Current DrawdownCurrent decline from peak | -6.86% | -7.77% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -9.51% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 4.14% | -0.02% |
Volatility
JMCRX vs. DFSVX - Volatility Comparison
James Micro Cap Fund (JMCRX) has a higher volatility of 5.72% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that JMCRX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMCRX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 5.00% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 12.75% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.25% | 23.31% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 21.67% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 23.92% | -2.34% |