MXLSX vs. JMCRX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and James Micro Cap Fund (JMCRX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. JMCRX is managed by James Advantage. It was launched on Jul 1, 2010.
Performance
MXLSX vs. JMCRX - Performance Comparison
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MXLSX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 4.19% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
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, MXLSX achieves a 4.19% return, which is significantly lower than JMCRX's 6.13% return. Both investments have delivered pretty close results over the past 10 years, with MXLSX having a 8.44% annualized return and JMCRX not far behind at 8.38%.
MXLSX
- 1D
- 2.34%
- 1M
- -4.97%
- YTD
- 4.19%
- 6M
- 5.09%
- 1Y
- 16.02%
- 3Y*
- 10.75%
- 5Y*
- 6.25%
- 10Y*
- 8.44%
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%
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MXLSX vs. JMCRX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Return for Risk
MXLSX vs. JMCRX — Risk / Return Rank
MXLSX
JMCRX
MXLSX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) 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.
| MXLSX | JMCRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.04 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.61 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.88 | -0.88 |
Martin ratioReturn relative to average drawdown | 3.84 | 5.55 | -1.71 |
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
| MXLSX | JMCRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.04 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.36 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.39 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.47 | -0.22 |
Correlation
The correlation between MXLSX and JMCRX is 0.87, 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
MXLSX vs. JMCRX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.46%, less than JMCRX's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.46% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
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
MXLSX vs. JMCRX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for MXLSX and JMCRX.
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Drawdown Indicators
| MXLSX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -46.65% | -13.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -12.23% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -26.90% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -46.65% | +3.13% |
Current DrawdownCurrent decline from peak | -6.74% | -4.38% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -7.49% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 4.13% | +0.08% |
Volatility
MXLSX vs. JMCRX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.72%, while James Micro Cap Fund (JMCRX) has a volatility of 6.22%. This indicates that MXLSX 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.
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Volatility by Period
| MXLSX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.72% | 6.22% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 13.16% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 22.35% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.92% | 20.90% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.29% | 21.60% | +0.69% |