PRVIX vs. JMCRX
PRVIX (T. Rowe Price Small-Cap Value Fund Class I) and JMCRX (James Micro Cap Fund) are both Small Cap Value Equities funds. Over the past 10 years, PRVIX returned 10.46%/yr vs 9.14%/yr for JMCRX. Their correlation of 0.91 means they have usually moved in the same direction. PRVIX charges 0.66%/yr vs 1.51%/yr for JMCRX.
Performance
PRVIX vs. JMCRX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PRVIX having a 20.02% return and JMCRX slightly higher at 20.14%. Over the past 10 years, PRVIX has outperformed JMCRX with an annualized return of 10.46%, while JMCRX has yielded a comparatively lower 9.14% annualized return.
PRVIX
- 1D
- 0.38%
- 1M
- -1.64%
- 6M
- 11.97%
- YTD
- 20.02%
- 1Y
- 34.71%
- 3Y*
- 13.78%
- 5Y*
- 7.24%
- 10Y*
- 10.46%
- ALL TIME*
- 10.74%
JMCRX
- 1D
- 0.98%
- 1M
- 1.52%
- 6M
- 12.44%
- YTD
- 20.14%
- 1Y
- 32.55%
- 3Y*
- 13.48%
- 5Y*
- 10.47%
- 10Y*
- 9.14%
- ALL TIME*
- 10.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
JMCRX James Micro Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
PRVIX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 20.02% | 8.44% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
JMCRX James Micro Cap Fund | 20.14% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.88% |
Correlation
The correlation between PRVIX and JMCRX is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2015 | 0.91 |
The correlation between PRVIX and JMCRX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
PRVIX vs. JMCRX — Risk / Return Rank
PRVIX
JMCRX
PRVIX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) 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.
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.
| PRVIX | JMCRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 2.85 | +0.81 |
| Martin ratioReturn relative to average drawdown | 13.95 | 8.15 | +5.81 |
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Drawdowns
PRVIX vs. JMCRX - Drawdown Comparison
The maximum PRVIX drawdown since its inception was -40.95%, smaller than the maximum JMCRX drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for PRVIX and JMCRX.
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Drawdown Indicators
| PRVIX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.95% | -46.65% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -9.92% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -26.90% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -26.90% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.95% | -46.65% | +5.70% |
Current DrawdownCurrent decline from peak | -2.45% | -0.78% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -7.36% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.47% | -1.08% |
Volatility
PRVIX vs. JMCRX - Volatility Comparison
The current volatility for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) is 3.27%, while James Micro Cap Fund (JMCRX) has a volatility of 4.26%. This indicates that PRVIX 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
| PRVIX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 4.26% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 12.79% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 18.47% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 20.76% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 21.69% | -0.66% |
PRVIX vs. JMCRX - Expense Ratio Comparison
PRVIX has a 0.66% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Dividends
PRVIX vs. JMCRX - Dividend Comparison
PRVIX's dividend yield for the trailing twelve months is around 10.09%, more than JMCRX's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMCRX James Micro Cap Fund | 0.85% | 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 | 10.09% | 12.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Frequently Asked Questions
PRVIX and JMCRX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMCRX has higher volatility (4.26%) compared to PRVIX (3.27%). In terms of maximum drawdown, PRVIX dropped -40.95% vs JMCRX's -46.65%.
PRVIX currently has the higher Sharpe Ratio (1.94 vs 1.53), 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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