I've had that same loader for several years. Great tool.
I suggest indexing the jag rather than sectioning it for loading depth. I use my loader on several different guns, everything from pocket revolvers to a Walker. I indexed the jags for the 'optimum' depth for each gun - problem is remembering which mark is for what gun. Need to take careful notes...and not lose them.
Arcticap - yes, the brass jag is threaded.