FELIX vs. JAMFX
FELIX (Fidelity Advisor Semiconductors Fund Class I) and JAMFX (Jacob Internet Fund) are both Technology Equities funds. Over the past 10 years, FELIX returned 33.55%/yr vs 8.15%/yr for JAMFX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. FELIX charges 0.69%/yr vs 2.02%/yr for JAMFX.
Performance
FELIX vs. JAMFX - Performance Comparison
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Returns By Period
In the year-to-date period, FELIX achieves a 48.18% return, which is significantly higher than JAMFX's -18.22% return. Over the past 10 years, FELIX has outperformed JAMFX with an annualized return of 33.55%, while JAMFX has yielded a comparatively lower 8.15% annualized return.
FELIX
- 1D
- 7.41%
- 1M
- -8.92%
- 6M
- 32.63%
- YTD
- 48.18%
- 1Y
- 85.51%
- 3Y*
- 46.63%
- 5Y*
- 35.56%
- 10Y*
- 33.55%
- ALL TIME*
- 14.92%
JAMFX
- 1D
- 1.14%
- 1M
- -6.48%
- 6M
- -8.72%
- YTD
- -18.22%
- 1Y
- -16.50%
- 3Y*
- 4.38%
- 5Y*
- -11.21%
- 10Y*
- 8.15%
- ALL TIME*
- 0.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
JAMFX Jacob Internet Fund | $0.00 | $0.00 | $0.00 |
FELIX vs. JAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 48.18% | 45.25% | 44.10% | 75.49% | -34.88% | 57.89% | 44.02% | 64.21% | -12.52% | 34.54% |
JAMFX Jacob Internet Fund | -18.22% | 13.17% | 14.31% | 34.64% | -59.54% | 12.88% | 122.48% | 21.70% | 1.98% | 24.07% |
Correlation
The correlation between FELIX and JAMFX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2000 | 0.72 |
Over the past year, the correlation between FELIX and JAMFX has dropped to 0.42 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
FELIX vs. JAMFX — Risk / Return Rank
FELIX
JAMFX
FELIX vs. JAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Jacob Internet Fund (JAMFX). 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.
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.
| FELIX | JAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.63 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.91 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | -0.51 | +3.51 |
| Martin ratioReturn relative to average drawdown | 12.69 | -0.86 | +13.55 |
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Drawdowns
FELIX vs. JAMFX - Drawdown Comparison
The maximum FELIX drawdown since its inception was -71.17%, smaller than the maximum JAMFX drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for FELIX and JAMFX.
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Drawdown Indicators
| FELIX | JAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.17% | -96.46% | +25.29% |
Max Drawdown (1Y)Largest decline over 1 year | -26.89% | -40.83% | +13.94% |
Max Drawdown (3Y)Largest decline over 3 years | -36.40% | -40.83% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -70.01% | +23.99% |
Max Drawdown (10Y)Largest decline over 10 years | -46.02% | -70.50% | +24.48% |
Current DrawdownCurrent decline from peak | -21.47% | -54.42% | +32.95% |
Average DrawdownAverage peak-to-trough decline | -21.07% | -63.93% | +42.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 24.10% | -17.75% |
Volatility
FELIX vs. JAMFX - Volatility Comparison
Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 16.85% compared to Jacob Internet Fund (JAMFX) at 7.75%. This indicates that FELIX's price experiences larger fluctuations and is considered to be riskier than JAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FELIX | JAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.85% | 7.75% | +9.10% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 25.60% | +8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.70% | 32.11% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 37.98% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.48% | 33.44% | +2.04% |
FELIX vs. JAMFX - Expense Ratio Comparison
FELIX has a 0.69% expense ratio, which is lower than JAMFX's 2.02% expense ratio.
Dividends
FELIX vs. JAMFX - Dividend Comparison
FELIX's dividend yield for the trailing twelve months is around 4.39%, more than JAMFX's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 4.39% | 6.51% | 6.44% | 3.15% | 3.09% | 4.14% | 4.43% | 1.04% | 19.34% | 9.50% | 0.55% | 10.37% |
JAMFX Jacob Internet Fund | 3.01% | 2.46% | 0.00% | 0.00% | 0.00% | 3.07% | 13.77% | 12.76% | 8.77% | 12.56% | 4.94% | 12.97% |
Frequently Asked Questions
FELIX and JAMFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FELIX has higher volatility (16.85%) compared to JAMFX (7.75%). In terms of maximum drawdown, FELIX dropped -71.17% vs JAMFX's -96.46%.
FELIX currently has the higher Sharpe Ratio (1.98 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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