JMCRX vs. JASCX
JMCRX (James Micro Cap Fund) and JASCX (James Small Cap Fund) are both Small Cap Value Equities funds from James Advantage. Over the past 10 years, JMCRX returned 9.40%/yr vs 10.00%/yr for JASCX. Their correlation of 0.92 means they have usually moved in the same direction. JMCRX charges 1.51%/yr vs 1.56%/yr for JASCX.
Performance
JMCRX vs. JASCX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JMCRX having a 22.04% return and JASCX slightly lower at 22.03%. Over the past 10 years, JMCRX has underperformed JASCX with an annualized return of 9.40%, while JASCX has yielded a comparatively higher 10.00% annualized return.
JMCRX
- 1D
- 1.20%
- 1M
- 3.12%
- 6M
- 13.07%
- YTD
- 22.04%
- 1Y
- 32.10%
- 3Y*
- 14.19%
- 5Y*
- 11.09%
- 10Y*
- 9.40%
- ALL TIME*
- 10.41%
JASCX
- 1D
- 1.37%
- 1M
- 2.52%
- 6M
- 13.78%
- YTD
- 22.03%
- 1Y
- 30.81%
- 3Y*
- 20.76%
- 5Y*
- 14.79%
- 10Y*
- 10.00%
- ALL TIME*
- 8.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JASCX James Small Cap Fund | $0.00 | $0.00 | $0.00 |
JMCRX James Micro Cap Fund | $0.00 | $0.00 | $0.00 |
JMCRX vs. JASCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMCRX James Micro Cap Fund | 22.04% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
JASCX James Small Cap Fund | 22.03% | 12.66% | 18.11% | 25.15% | -11.68% | 38.79% | -1.12% | 17.82% | -24.57% | 6.34% |
Correlation
The correlation between JMCRX and JASCX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2010 | 0.92 |
The correlation between JMCRX and JASCX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
JMCRX vs. JASCX — Risk / Return Rank
JMCRX
JASCX
JMCRX vs. JASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and James Small Cap Fund (JASCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMCRX | JASCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.36 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.64 | -0.14 |
| Martin ratioReturn relative to average drawdown | 10.03 | 11.10 | -1.07 |
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Drawdowns
JMCRX vs. JASCX - Drawdown Comparison
The maximum JMCRX drawdown since its inception was -46.65%, smaller than the maximum JASCX drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for JMCRX and JASCX.
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Drawdown Indicators
| JMCRX | JASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.65% | -59.21% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -9.09% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -26.90% | -19.78% | -7.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -22.24% | -4.66% |
Max Drawdown (10Y)Largest decline over 10 years | -46.65% | -52.56% | +5.91% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -10.67% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.98% | +0.48% |
Volatility
JMCRX vs. JASCX - Volatility Comparison
James Micro Cap Fund (JMCRX) and James Small Cap Fund (JASCX) have volatilities of 4.06% and 4.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMCRX | JASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 4.20% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 11.90% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 15.93% | +2.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.77% | 18.77% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 21.15% | +0.54% |
JMCRX vs. JASCX - Expense Ratio Comparison
JMCRX has a 1.51% expense ratio, which is lower than JASCX's 1.56% expense ratio.
Dividends
JMCRX vs. JASCX - Dividend Comparison
JMCRX's dividend yield for the trailing twelve months is around 0.84%, less than JASCX's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JASCX James Small Cap Fund | 2.78% | 3.39% | 6.62% | 0.58% | 6.51% | 0.28% | 0.52% | 0.00% | 10.24% | 24.98% | 0.48% | 4.40% |
JMCRX James Micro Cap Fund | 0.84% | 1.02% | 1.43% | 0.63% | 9.14% | 3.84% | 0.53% | 6.35% | 6.71% | 7.80% | 0.00% | 0.09% |
Frequently Asked Questions
With a correlation of 0.92, JMCRX and JASCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JASCX has higher volatility (4.20%) compared to JMCRX (4.06%). In terms of maximum drawdown, JMCRX dropped -46.65% vs JASCX's -59.21%.
JASCX currently has the higher Sharpe Ratio (2.08 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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