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JMCRX vs. HWSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMCRX vs. HWSAX - Performance Comparison

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

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JMCRX vs. HWSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JMCRX
James Micro Cap Fund
6.13%4.37%5.95%31.72%-17.33%36.27%-4.21%30.55%-16.62%2.88%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
9.00%1.38%4.77%18.56%2.81%35.32%-0.50%20.26%-15.23%7.39%

Returns By Period

In the year-to-date period, JMCRX achieves a 6.13% return, which is significantly lower than HWSAX's 9.00% return. Over the past 10 years, JMCRX has underperformed HWSAX with an annualized return of 8.38%, while HWSAX has yielded a comparatively higher 9.96% annualized return.


JMCRX

1D
2.66%
1M
-2.81%
YTD
6.13%
6M
7.61%
1Y
22.51%
3Y*
13.68%
5Y*
7.51%
10Y*
8.38%

HWSAX

1D
1.75%
1M
0.95%
YTD
9.00%
6M
7.38%
1Y
18.60%
3Y*
10.15%
5Y*
9.03%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMCRX vs. HWSAX - Expense Ratio Comparison

JMCRX has a 1.51% expense ratio, which is higher than HWSAX's 1.21% expense ratio.


Return for Risk

JMCRX vs. HWSAX — Risk / Return Rank

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

JMCRX
JMCRX Risk / Return Rank: 5454
Overall Rank
JMCRX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JMCRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
JMCRX Omega Ratio Rank: 4242
Omega Ratio Rank
JMCRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
JMCRX Martin Ratio Rank: 5050
Martin Ratio Rank

HWSAX
HWSAX Risk / Return Rank: 3232
Overall Rank
HWSAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HWSAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
HWSAX Omega Ratio Rank: 3030
Omega Ratio Rank
HWSAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
HWSAX Martin Ratio Rank: 3434
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. HWSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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.


JMCRXHWSAXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.78

+0.26

Sortino ratio

Return per unit of downside risk

1.61

1.22

+0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.88

1.17

+0.71

Martin ratio

Return relative to average drawdown

5.55

4.34

+1.22

JMCRX vs. HWSAX - Sharpe Ratio Comparison

The current JMCRX Sharpe Ratio is 1.04, which is higher than the HWSAX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of JMCRX and HWSAX, 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


JMCRXHWSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.78

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.42

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.41

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

0.00

Correlation

The correlation between JMCRX and HWSAX is 0.86, 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. HWSAX - Dividend Comparison

JMCRX's dividend yield for the trailing twelve months is around 0.96%, more than HWSAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
JMCRX
James Micro Cap Fund
0.96%1.02%1.43%0.63%9.14%3.84%0.53%6.35%6.71%7.80%0.00%0.09%
HWSAX
Hotchkis & Wiley Small Cap Value Fund Class A
0.64%0.69%8.19%1.79%13.39%0.22%0.63%4.62%9.45%4.80%0.00%11.67%

Drawdowns

JMCRX vs. HWSAX - Drawdown Comparison

The maximum JMCRX drawdown since its inception was -46.65%, smaller than the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for JMCRX and HWSAX.


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Drawdown Indicators


JMCRXHWSAXDifference

Max Drawdown

Largest peak-to-trough decline

-46.65%

-72.14%

+25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-16.44%

+4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.90%

-26.98%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-46.65%

-53.82%

+7.17%

Current Drawdown

Current decline from peak

-4.38%

-1.09%

-3.29%

Average Drawdown

Average peak-to-trough decline

-7.49%

-11.03%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

4.43%

-0.30%

Volatility

JMCRX vs. HWSAX - Volatility Comparison

James Micro Cap Fund (JMCRX) has a higher volatility of 6.22% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that JMCRX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMCRXHWSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

4.45%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

12.99%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

23.99%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

21.71%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

24.65%

-3.05%