JMCRX vs. IWC

In the year-to-date period, JMCRX achieves a -8.94% return, which is significantly lower than IWC's -8.01% return. Over the past 10 years, JMCRX has outperformed IWC with an annualized return of 5.86%, while IWC has yielded a comparatively lower 5.31% annualized return.

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JMCRX has a 1.51% expense ratio, which is higher than IWC's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and iShares Microcap ETF (IWC). 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.

The current JMCRX Sharpe Ratio is -0.24, which is lower than the IWC Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of JMCRX and IWC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JMCRX's dividend yield for the trailing twelve months is around 1.57%, more than IWC's 1.17% yield.

The maximum JMCRX drawdown since its inception was -47.11%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for JMCRX and IWC.

The current volatility for James Micro Cap Fund (JMCRX) is 6.46%, while iShares Microcap ETF (IWC) has a volatility of 6.87%. This indicates that JMCRX experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.