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Protandric simultaneous hermaphroditism, as reported for shrimps in the genus Lysmata, is a sexual system in which individuals invariably reproduce as males first and later in life as simultaneous hermaphrodites. I tested three models (i.e., sex‐dependent energetic costs, sex‐dependent mortality rates and sex‐dependent time commitments) in an attempt to explain the adaptive value of protandric simultaneous hermaphroditism in the shrimp L. wurdemanni. Specific assumptions and predictions of each model were evaluated using manipulative experiments. In the laboratory, males grew faster than simultaneous hermaphrodites of the same size and age, an indication that the female function incurs higher energetic costs of reproduction than the male function. Also, large SHPs were more successful in monopolizing food than small males. The sex‐dependent growth rate and size‐dependent resource holding …