JMCRX vs. PRVIX
Compare and contrast key facts about James Micro Cap Fund (JMCRX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
JMCRX is managed by James Advantage. It was launched on Jul 1, 2010. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
JMCRX vs. PRVIX - Performance Comparison
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JMCRX vs. PRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMCRX James Micro Cap Fund | 6.99% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 4.60% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Returns By Period
In the year-to-date period, JMCRX achieves a 6.99% return, which is significantly higher than PRVIX's 4.60% return. Over the past 10 years, JMCRX has underperformed PRVIX with an annualized return of 8.47%, while PRVIX has yielded a comparatively higher 11.12% annualized return.
JMCRX
- 1D
- 0.81%
- 1M
- -0.67%
- YTD
- 6.99%
- 6M
- 8.47%
- 1Y
- 21.25%
- 3Y*
- 13.98%
- 5Y*
- 7.68%
- 10Y*
- 8.47%
PRVIX
- 1D
- 0.77%
- 1M
- -2.77%
- YTD
- 4.60%
- 6M
- 19.31%
- 1Y
- 32.70%
- 3Y*
- 16.52%
- 5Y*
- 7.25%
- 10Y*
- 11.12%
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JMCRX vs. PRVIX - Expense Ratio Comparison
JMCRX has a 1.51% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
JMCRX vs. PRVIX — Risk / Return Rank
JMCRX
PRVIX
JMCRX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Micro Cap Fund (JMCRX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.49 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.62 | 2.33 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.16 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.85 | 8.95 | -3.11 |
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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.49 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.36 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.53 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.52 | -0.04 |
Correlation
The correlation between JMCRX and PRVIX is 0.91, 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. PRVIX - Dividend Comparison
JMCRX's dividend yield for the trailing twelve months is around 0.95%, less than PRVIX's 22.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMCRX James Micro Cap Fund | 0.95% | 1.02% | 1.43% | 0.63% | 9.14% | 3.84% | 0.53% | 6.35% | 6.71% | 7.80% | 0.00% | 0.09% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.10% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
JMCRX vs. PRVIX - Drawdown Comparison
The maximum JMCRX drawdown since its inception was -46.65%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for JMCRX and PRVIX.
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Drawdown Indicators
| JMCRX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.65% | -40.95% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -8.93% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.90% | -28.00% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -46.65% | -40.95% | -5.70% |
Current DrawdownCurrent decline from peak | -3.61% | -4.86% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -8.44% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 3.68% | +0.46% |
Volatility
JMCRX vs. PRVIX - Volatility Comparison
The current volatility for James Micro Cap Fund (JMCRX) is 6.14%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.65%. This indicates that JMCRX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMCRX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 6.65% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 16.16% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 23.96% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.89% | 20.46% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 21.30% | +0.29% |