VYSVX vs. JMCRX
Compare and contrast key facts about Vericimetry U.S. Small Cap Value Fund (VYSVX) and James Micro Cap Fund (JMCRX).
VYSVX is managed by Vericimetry Funds. It was launched on Dec 27, 2011. JMCRX is managed by James Advantage. It was launched on Jul 1, 2010.
Performance
VYSVX vs. JMCRX - Performance Comparison
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VYSVX vs. JMCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYSVX Vericimetry U.S. Small Cap Value Fund | 6.38% | 10.53% | 9.48% | 17.66% | -7.45% | 37.36% | 2.86% | 20.20% | -16.77% | 8.98% |
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
The year-to-date returns for both stocks are quite close, with VYSVX having a 6.38% return and JMCRX slightly lower at 6.13%. Over the past 10 years, VYSVX has outperformed JMCRX with an annualized return of 10.26%, while JMCRX has yielded a comparatively lower 8.38% annualized return.
VYSVX
- 1D
- 2.06%
- 1M
- -3.89%
- YTD
- 6.38%
- 6M
- 8.89%
- 1Y
- 26.66%
- 3Y*
- 15.29%
- 5Y*
- 8.65%
- 10Y*
- 10.26%
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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VYSVX vs. JMCRX - Expense Ratio Comparison
VYSVX has a 0.63% expense ratio, which is lower than JMCRX's 1.51% expense ratio.
Return for Risk
VYSVX vs. JMCRX — Risk / Return Rank
VYSVX
JMCRX
VYSVX vs. JMCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) 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.
| VYSVX | JMCRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.04 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.61 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.88 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.56 | 5.55 | +1.01 |
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
| VYSVX | JMCRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.04 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.36 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.39 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.47 | +0.03 |
Correlation
The correlation between VYSVX and JMCRX is 0.92, 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
VYSVX vs. JMCRX - Dividend Comparison
VYSVX's dividend yield for the trailing twelve months is around 14.32%, more than JMCRX's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VYSVX Vericimetry U.S. Small Cap Value Fund | 14.32% | 15.07% | 9.89% | 2.93% | 7.78% | 18.89% | 1.06% | 2.34% | 12.10% | 0.98% | 0.67% | 0.97% |
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
VYSVX vs. JMCRX - Drawdown Comparison
The maximum VYSVX drawdown since its inception was -49.62%, which is greater than JMCRX's maximum drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for VYSVX and JMCRX.
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Drawdown Indicators
| VYSVX | JMCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.62% | -46.65% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | -12.23% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.65% | -26.90% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -49.62% | -46.65% | -2.97% |
Current DrawdownCurrent decline from peak | -5.50% | -4.38% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.49% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 4.13% | -0.41% |
Volatility
VYSVX vs. JMCRX - Volatility Comparison
The current volatility for Vericimetry U.S. Small Cap Value Fund (VYSVX) is 5.84%, while James Micro Cap Fund (JMCRX) has a volatility of 6.22%. This indicates that VYSVX 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
| VYSVX | JMCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 6.22% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 13.16% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.48% | 22.35% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.59% | 20.90% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 21.60% | +2.09% |