JMCRX vs. HWSIX
Compare and contrast key facts about James Micro Cap Fund (JMCRX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
JMCRX is managed by James Advantage. It was launched on Jul 1, 2010. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
JMCRX vs. HWSIX - Performance Comparison
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JMCRX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 9.06% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Returns By Period
In the year-to-date period, JMCRX achieves a 6.13% return, which is significantly lower than HWSIX's 9.06% return. Over the past 10 years, JMCRX has underperformed HWSIX with an annualized return of 8.38%, while HWSIX has yielded a comparatively higher 10.20% 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%
HWSIX
- 1D
- 1.75%
- 1M
- 0.97%
- YTD
- 9.06%
- 6M
- 7.50%
- 1Y
- 18.87%
- 3Y*
- 10.40%
- 5Y*
- 9.25%
- 10Y*
- 10.20%
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JMCRX vs. HWSIX - Expense Ratio Comparison
JMCRX has a 1.51% expense ratio, which is higher than HWSIX's 1.06% expense ratio.
Return for Risk
JMCRX vs. HWSIX — Risk / Return Rank
JMCRX
HWSIX
JMCRX vs. HWSIX - 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 (HWSIX). 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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.79 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.24 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.18 | +0.69 |
Martin ratioReturn relative to average drawdown | 5.55 | 4.41 | +1.15 |
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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.79 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.43 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.41 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.45 | +0.03 |
Correlation
The correlation between JMCRX and HWSIX 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. HWSIX - Dividend Comparison
JMCRX's dividend yield for the trailing twelve months is around 0.96%, more than HWSIX's 0.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.92% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Drawdowns
JMCRX vs. HWSIX - Drawdown Comparison
The maximum JMCRX drawdown since its inception was -46.65%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for JMCRX and HWSIX.
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Drawdown Indicators
| JMCRX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.65% | -72.00% | +25.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -16.44% | +4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -26.92% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -46.65% | -53.67% | +7.02% |
Current DrawdownCurrent decline from peak | -4.38% | -1.06% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -12.12% | +4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 4.42% | -0.29% |
Volatility
JMCRX vs. HWSIX - Volatility Comparison
James Micro Cap Fund (JMCRX) has a higher volatility of 6.22% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.45%. This indicates that JMCRX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMCRX | HWSIX | Difference | |
|---|---|---|---|
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% | 23.98% | -1.63% |
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% | 24.67% | -3.07% |