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ISIN
US4697853079
CUSIP
469785307
Issuer
Jacob
Inception Date
Dec 31, 1997
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JMIGX Performance Chart

Jacob Discovery Fund (JMIGX) is down 3.0% since the beginning of the year. JMIGX is currently trading at $34 per share. Investors who bought $1,000 worth of JMIGX shares 5 years ago would now be looking at an investment worth $781.


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S&P 500 Index

Returns By Period

Jacob Discovery Fund (JMIGX) has returned -2.96% so far this year and 43.99% over the past 12 months. Over the last ten years, JMIGX has had an annualized return of 13.25%, just under the S&P 500 Index benchmark’s 13.88%.


Jacob Discovery Fund

1D
1.37%
1M
-2.12%
YTD
-2.96%
6M
-2.60%
1Y
43.99%
3Y*
9.97%
5Y*
-4.83%
10Y*
13.25%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMIGX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 1997, JMIGX's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jun 2000 with a return of +25.0%, while the worst month was Oct 2008 at -22.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JMIGX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Dec 14, 2007 at -17.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.08%-3.25%-7.21%13.47%2.43%-5.01%-2.96%
20250.23%-1.72%-10.57%-1.32%1.21%5.81%11.22%13.10%4.30%4.31%3.36%0.78%32.71%
2024-1.58%3.68%4.16%-10.41%8.21%-4.20%7.46%-4.63%-0.16%1.28%10.73%-2.31%10.64%
20239.42%-1.75%-1.78%-3.29%4.33%5.58%-0.62%-10.48%-9.54%-7.96%7.92%16.07%4.38%
2022-14.56%0.27%-2.34%-19.95%-5.60%-7.73%3.73%2.47%-9.27%5.36%-1.62%0.09%-41.64%
202113.46%15.82%4.13%-3.03%-3.51%0.91%-7.54%9.13%-6.78%5.21%-4.75%-5.90%14.60%

Benchmark Metrics

Jacob Discovery Fund has an annualized alpha of 1.65%, beta of 0.95, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since December 31, 1997.

  • This fund captured 127.81% of S&P 500 Index gains and 123.37% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 0.95 and R2 of 0.53, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.65%
Beta
0.95
0.53
Upside Capture
127.81%
Downside Capture
123.37%

Expense Ratio

JMIGX has a high expense ratio of 1.75%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

JMIGX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JMIGX Risk / Return Rank: 3535
Overall Rank
JMIGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JMIGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
JMIGX Omega Ratio Rank: 3030
Omega Ratio Rank
JMIGX Calmar Ratio Rank: 4141
Calmar Ratio Rank
JMIGX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Jacob Discovery Fund (JMIGX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JMIGXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.35

2.78

-0.44

Martin ratioReturn relative to average drawdown

6.90

12.44

-5.54

Dividends

Dividend History

Jacob Discovery Fund provided a 0.52% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.18$0.18$0.00$0.00$0.00$0.91$2.24$0.00$0.00$0.00$0.00$3.29

Dividend yield

0.52%0.50%0.00%0.00%0.00%2.30%6.37%0.00%0.00%0.00%0.00%27.75%

Monthly Dividends

The table displays the monthly dividend distributions for Jacob Discovery Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Jacob Discovery Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Jacob Discovery Fund was 70.25%, occurring on Mar 5, 2009. Recovery took 1220 trading sessions.

The current Jacob Discovery Fund drawdown is 30.82%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-70.25%Mar 2009
8y 5mo4y 10mo
13y 3moOct 2000 - Jan 2014
2023 bear market2023
-61.67%Nov 2023
2y 7mo
5y 3moMar 2021 - now
COVID crash2020
-42.44%Mar 2020
26d2mo 22d
3mo 18dFeb 2020 - Jun 2020
2016 bear market2016
-38.71%Feb 2016
7mo 22d2y 3mo
2y 11moJun 2015 - May 2018
1998 bear market1998
-30.62%Oct 1998
2mo 20d3mo 26d
6mo 16dJul 1998 - Feb 1999

Drawdown Indicators


JMIGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-70.25%

-56.78%

-13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-9.10%

-8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

-18.90%

-10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-59.40%

-25.43%

-33.97%

Max Drawdown (10Y)

Largest decline over 10 years

-61.67%

-33.92%

-27.75%

Current Drawdown

Current decline from peak

-30.82%

-1.80%

-29.02%

Average Drawdown

Average peak-to-trough decline

-26.87%

-10.71%

-16.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

2.03%

+3.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with JMIGX

Add Jacob Discovery Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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