PZVSX vs. JMCRX
Compare and contrast key facts about Pzena Small Cap Value Fund (PZVSX) and James Micro Cap Fund (JMCRX).
PZVSX is managed by Pzena. It was launched on Apr 27, 2016. JMCRX is managed by James Advantage. It was launched on Jul 1, 2010.
Performance
PZVSX vs. JMCRX - Performance Comparison
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PZVSX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PZVSX Pzena Small Cap Value Fund | 2.79% | -4.94% | 1.62% | 25.62% | -5.33% | 27.93% | -0.09% | 24.84% | -15.19% | 2.10% |
JMCRX James Micro Cap Fund | 6.13% | 4.37% | 5.95% | 31.72% | -17.33% | 36.27% | -4.21% | 30.55% | -16.62% | 2.37% |
Returns By Period
In the year-to-date period, PZVSX achieves a 2.79% return, which is significantly lower than JMCRX's 6.13% return.
PZVSX
- 1D
- 2.16%
- 1M
- -6.09%
- YTD
- 2.79%
- 6M
- -2.15%
- 1Y
- 10.52%
- 3Y*
- 6.80%
- 5Y*
- 4.27%
- 10Y*
- —
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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PZVSX vs. JMCRX - Expense Ratio Comparison
PZVSX has a 1.52% expense ratio, which is higher than JMCRX's 1.51% expense ratio.
Return for Risk
PZVSX vs. JMCRX — Risk / Return Rank
PZVSX
JMCRX
PZVSX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pzena Small Cap Value Fund (PZVSX) 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.
| PZVSX | JMCRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.04 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.61 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.88 | -1.27 |
Martin ratioReturn relative to average drawdown | 1.54 | 5.55 | -4.01 |
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
| PZVSX | JMCRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.04 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.36 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.47 | -0.28 |
Correlation
The correlation between PZVSX 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
PZVSX vs. JMCRX - Dividend Comparison
PZVSX's dividend yield for the trailing twelve months is around 2.27%, more than JMCRX's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PZVSX Pzena Small Cap Value Fund | 2.27% | 2.33% | 7.03% | 0.45% | 17.31% | 1.25% | 1.39% | 0.00% | 4.56% | 7.54% | 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
PZVSX vs. JMCRX - Drawdown Comparison
The maximum PZVSX drawdown since its inception was -54.22%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for PZVSX and JMCRX.
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Drawdown Indicators
| PZVSX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.22% | -46.65% | -7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.01% | -12.23% | -4.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.43% | -26.90% | -5.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.65% | — |
Current DrawdownCurrent decline from peak | -11.31% | -4.38% | -6.93% |
Average DrawdownAverage peak-to-trough decline | -10.61% | -7.49% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 4.13% | +2.59% |
Volatility
PZVSX vs. JMCRX - Volatility Comparison
Pzena Small Cap Value Fund (PZVSX) and James Micro Cap Fund (JMCRX) have volatilities of 6.36% and 6.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PZVSX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.22% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 13.16% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.72% | 22.35% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 20.90% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.59% | 21.60% | +5.99% |