LSVQX vs. JMCRX

Last updated Apr 2, 2026

Compare and contrast key facts about LSV Small Cap Value Fund (LSVQX) and James Micro Cap Fund (JMCRX).

LSVQX is managed by LSV. It was launched on Feb 28, 2013. JMCRX is managed by James Advantage. It was launched on Jul 1, 2010.

Performance

LSVQX vs. JMCRX - Performance Comparison

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

LSVQX vs. JMCRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSVQX LSV Small Cap Value Fund	2.60%	7.31%	4.23%	19.02%	-6.24%	34.54%	-5.98%	20.59%	-17.41%	6.12%
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%

Returns By Period

In the year-to-date period, LSVQX achieves a 2.60% return, which is significantly lower than JMCRX's 6.13% return. Both investments have delivered pretty close results over the past 10 years, with LSVQX having a 8.05% annualized return and JMCRX not far ahead at 8.38%.

LSVQX

• 1D: 1.88%
• 1M: -3.71%
• YTD: 2.60%
• 6M: 3.73%
• 1Y: 15.32%
• 3Y*: 11.07%
• 5Y*: 6.71%
• 10Y*: 8.05%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSVQX vs. JMCRX - Expense Ratio Comparison

LSVQX has a 0.83% expense ratio, which is lower than JMCRX's 1.51% expense ratio.

JMCRX

James Micro Cap Fund

LSVQX

LSV Small Cap Value Fund

Return for Risk

LSVQX vs. JMCRX — Risk / Return Rank

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

LSVQX

LSVQX Risk / Return Rank: 33
LSVQX Sharpe Ratio Rank: 29
LSVQX Sortino Ratio Rank: 32
LSVQX Omega Ratio Rank: 28
LSVQX Calmar Ratio Rank: 38
LSVQX Martin Ratio Rank: 35

JMCRX

JMCRX Risk / Return Rank: 54
JMCRX Sharpe Ratio Rank: 50
JMCRX Sortino Ratio Rank: 55
JMCRX Omega Ratio Rank: 42
JMCRX Calmar Ratio Rank: 73
JMCRX Martin Ratio Rank: 50

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.

LSVQX vs. JMCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) and James Micro Cap Fund (JMCRX). 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.

	LSVQX	JMCRX	Difference
Sharpe ratio Return per unit of total volatility	0.76	1.04	-0.28
Sortino ratio Return per unit of downside risk	1.20	1.61	-0.41
Omega ratio Gain probability vs. loss probability	1.16	1.20	-0.04
Calmar ratio Return relative to maximum drawdown	1.12	1.88	-0.76
Martin ratio Return relative to average drawdown	4.13	5.55	-1.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSVQX vs. JMCRX - Sharpe Ratio Comparison

The current LSVQX Sharpe Ratio is 0.76, which is comparable to the JMCRX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LSVQX and JMCRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LSVQX	JMCRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	1.04	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.36	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.39	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.47	-0.10

Correlation

The correlation between LSVQX and JMCRX is 0.90, 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

LSVQX vs. JMCRX - Dividend Comparison

LSVQX's dividend yield for the trailing twelve months is around 7.92%, more than JMCRX's 0.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSVQX LSV Small Cap Value Fund	7.92%	8.13%	1.78%	4.73%	2.02%	1.45%	1.83%	2.04%	7.00%	4.78%	2.35%	3.59%
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%

Drawdowns

LSVQX vs. JMCRX - Drawdown Comparison

The maximum LSVQX drawdown since its inception was -54.77%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for LSVQX and JMCRX.

Drawdown Indicators

	LSVQX	JMCRX	Difference
Max Drawdown Largest peak-to-trough decline	-54.77%	-46.65%	-8.12%
Max Drawdown (1Y) Largest decline over 1 year	-14.48%	-12.23%	-2.25%
Max Drawdown (5Y) Largest decline over 5 years	-25.76%	-26.90%	+1.14%
Max Drawdown (10Y) Largest decline over 10 years	-54.77%	-46.65%	-8.12%
Current Drawdown Current decline from peak	-5.54%	-4.38%	-1.16%
Average Drawdown Average peak-to-trough decline	-7.53%	-7.49%	-0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	4.13%	-0.20%

Volatility

LSVQX vs. JMCRX - Volatility Comparison

The current volatility for LSV Small Cap Value Fund (LSVQX) is 4.82%, while James Micro Cap Fund (JMCRX) has a volatility of 6.22%. This indicates that LSVQX experiences smaller price fluctuations and is considered to be less risky than JMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSVQX	JMCRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	6.22%	-1.40%
Volatility (6M) Calculated over the trailing 6-month period	11.32%	13.16%	-1.84%
Volatility (1Y) Calculated over the trailing 1-year period	20.73%	22.35%	-1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.53%	20.90%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.31%	21.60%	+2.71%