PSOPX vs. AVALX
Compare and contrast key facts about JPMorgan Small Cap Value Fund (PSOPX) and Aegis Value Fund (AVALX).
PSOPX is managed by JPMorgan. It was launched on Jan 27, 1995. AVALX is managed by Aegis. It was launched on May 15, 1998.
Performance
PSOPX vs. AVALX - Performance Comparison
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PSOPX vs. AVALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 1.06% | 12.32% | 15.20% | 13.08% | -13.37% | 32.44% | 6.14% | 19.14% | -13.97% | 3.17% |
AVALX Aegis Value Fund | 13.53% | 67.06% | 8.29% | 13.11% | 10.50% | 37.67% | 18.89% | 25.67% | -16.95% | 17.37% |
Returns By Period
In the year-to-date period, PSOPX achieves a 1.06% return, which is significantly lower than AVALX's 13.53% return. Over the past 10 years, PSOPX has underperformed AVALX with an annualized return of 9.16%, while AVALX has yielded a comparatively higher 21.54% annualized return.
PSOPX
- 1D
- -1.04%
- 1M
- -7.58%
- YTD
- 1.06%
- 6M
- 6.15%
- 1Y
- 22.53%
- 3Y*
- 14.21%
- 5Y*
- 6.76%
- 10Y*
- 9.16%
AVALX
- 1D
- -0.54%
- 1M
- -4.89%
- YTD
- 13.53%
- 6M
- 24.20%
- 1Y
- 69.86%
- 3Y*
- 28.86%
- 5Y*
- 25.16%
- 10Y*
- 21.54%
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PSOPX vs. AVALX - Expense Ratio Comparison
PSOPX has a 0.94% expense ratio, which is lower than AVALX's 1.50% expense ratio.
Return for Risk
PSOPX vs. AVALX — Risk / Return Rank
PSOPX
AVALX
PSOPX vs. AVALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) and Aegis Value Fund (AVALX). 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.
| PSOPX | AVALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 3.30 | -2.27 |
Sortino ratioReturn per unit of downside risk | 1.53 | 3.95 | -2.41 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.59 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 5.11 | -3.69 |
Martin ratioReturn relative to average drawdown | 5.60 | 24.92 | -19.32 |
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
| PSOPX | AVALX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 3.30 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.12 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.97 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.53 | -0.09 |
Correlation
The correlation between PSOPX and AVALX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PSOPX vs. AVALX - Dividend Comparison
PSOPX's dividend yield for the trailing twelve months is around 9.18%, more than AVALX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 9.18% | 9.31% | 12.79% | 1.59% | 9.50% | 16.48% | 0.74% | 6.38% | 16.22% | 6.38% | 0.73% | 5.58% |
AVALX Aegis Value Fund | 2.06% | 2.34% | 7.07% | 2.23% | 0.16% | 0.00% | 6.62% | 2.36% | 6.18% | 0.00% | 1.45% | 0.04% |
Drawdowns
PSOPX vs. AVALX - Drawdown Comparison
The maximum PSOPX drawdown since its inception was -60.75%, smaller than the maximum AVALX drawdown of -73.72%. Use the drawdown chart below to compare losses from any high point for PSOPX and AVALX.
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Drawdown Indicators
| PSOPX | AVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -73.72% | +12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.00% | -13.02% | -0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -32.00% | +7.92% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | -48.34% | +1.82% |
Current DrawdownCurrent decline from peak | -9.11% | -6.09% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -11.01% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.67% | +0.89% |
Volatility
PSOPX vs. AVALX - Volatility Comparison
JPMorgan Small Cap Value Fund (PSOPX) has a higher volatility of 6.04% compared to Aegis Value Fund (AVALX) at 5.32%. This indicates that PSOPX's price experiences larger fluctuations and is considered to be riskier than AVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSOPX | AVALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 5.32% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 14.20% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 21.15% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 22.62% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.52% | 22.32% | +1.20% |