JAMFX vs. CCOYX

Last updated Jun 5, 2026

JAMFX (Jacob Internet Fund) and CCOYX (Columbia Seligman Technology and Information Fund Institutional 3 Class) are both Technology Equities funds. Over the past 5 years, JAMFX returned -10.72%/yr vs 26.44%/yr for CCOYX. A 0.75 correlation means they provide meaningful diversification when combined. JAMFX charges 2.02%/yr vs 0.82%/yr for CCOYX.

Performance

JAMFX vs. CCOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacob Internet Fund (JAMFX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JAMFX achieves a -14.55% return, which is significantly lower than CCOYX's 57.37% return.

JAMFX

• 1D: -4.78%
• 1M: 0.18%
• YTD: -14.55%
• 6M: -16.69%
• 1Y: -6.15%
• 3Y*: 8.05%
• 5Y*: -10.72%
• 10Y*: 9.69%

CCOYX

• 1D: -0.94%
• 1M: 12.75%
• YTD: 57.37%
• 6M: 51.47%
• 1Y: 123.07%
• 3Y*: 47.66%
• 5Y*: 26.44%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JAMFX vs. CCOYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JAMFX Jacob Internet Fund	-14.55%	13.17%	14.31%	34.64%	-59.54%	12.88%	122.48%	21.70%	1.98%	19.90%
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class	57.37%	37.79%	27.11%	44.77%	-30.92%	39.45%	44.92%	54.68%	-7.78%	19.33%

Correlation

The correlation between JAMFX and CCOYX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017	0.75

The correlation between JAMFX and CCOYX shifts across timeframes, from 0.60 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JAMFX vs. CCOYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JAMFX

JAMFX Risk / Return Rank: 2
JAMFX Sharpe Ratio Rank: 2
JAMFX Sortino Ratio Rank: 2
JAMFX Omega Ratio Rank: 2
JAMFX Calmar Ratio Rank: 2
JAMFX Martin Ratio Rank: 2

CCOYX

CCOYX Risk / Return Rank: 96
CCOYX Sharpe Ratio Rank: 99
CCOYX Sortino Ratio Rank: 95
CCOYX Omega Ratio Rank: 91
CCOYX Calmar Ratio Rank: 99
CCOYX Martin Ratio Rank: 98

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.

JAMFX vs. CCOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacob Internet Fund (JAMFX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). 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.

	JAMFX	CCOYX	Difference
Sharpe ratio: Return per unit of total volatility	-0.19	4.82	-5.00
Sortino ratio: Return per unit of downside risk	-0.05	5.08	-5.13
Omega ratio: Gain probability vs. loss probability	0.99	1.68	-0.69
Calmar ratio: Return relative to maximum drawdown	-0.14	10.20	-10.34
Martin ratio: Return relative to average drawdown	-0.27	39.60	-39.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JAMFX vs. CCOYX - Sharpe Ratio Comparison

The current JAMFX Sharpe Ratio is -0.19, which is lower than the CCOYX Sharpe Ratio of 4.82. The chart below compares the historical Sharpe Ratios of JAMFX and CCOYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JAMFX	CCOYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	4.82	-5.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	1.01	-1.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	1.03	-1.00

Drawdowns

JAMFX vs. CCOYX - Drawdown Comparison

The maximum JAMFX drawdown since its inception was -96.46%, which is greater than CCOYX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for JAMFX and CCOYX.

Drawdown Indicators

	JAMFX	CCOYX	Difference
Max Drawdown Largest peak-to-trough decline	-96.46%	-37.16%	-59.30%
Max Drawdown (1Y) Largest decline over 1 year	-40.83%	-12.31%	-28.52%
Max Drawdown (3Y) Largest decline over 3 years	-40.83%	-29.08%	-11.75%
Max Drawdown (5Y) Largest decline over 5 years	-70.01%	-37.16%	-32.85%
Max Drawdown (10Y) Largest decline over 10 years	-70.50%	—	—
Current Drawdown Current decline from peak	-52.37%	-0.94%	-51.43%
Average Drawdown Average peak-to-trough decline	-64.00%	-7.68%	-56.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.02%	3.17%	+17.85%

Volatility

JAMFX vs. CCOYX - Volatility Comparison

Jacob Internet Fund (JAMFX) has a higher volatility of 9.54% compared to Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) at 7.41%. This indicates that JAMFX's price experiences larger fluctuations and is considered to be riskier than CCOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JAMFX	CCOYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.54%	7.41%	+2.13%
Volatility (6M) Calculated over the trailing 6-month period	23.64%	20.05%	+3.59%
Volatility (1Y) Calculated over the trailing 1-year period	30.91%	26.12%	+4.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.77%	26.21%	+11.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.30%	26.76%	+6.54%

JAMFX vs. CCOYX - Expense Ratio Comparison

JAMFX has a 2.02% expense ratio, which is higher than CCOYX's 0.82% expense ratio.

Dividends

JAMFX vs. CCOYX - Dividend Comparison

JAMFX's dividend yield for the trailing twelve months is around 2.88%, less than CCOYX's 5.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class	5.13%	8.08%	12.32%	4.60%	8.17%	10.62%	9.52%	10.61%	11.42%	10.60%	0.00%	0.00%
JAMFX Jacob Internet Fund	2.88%	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

Can I hold both JAMFX and CCOYX in my portfolio?

JAMFX and CCOYX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JAMFX or CCOYX?

JAMFX has higher volatility (9.54%) compared to CCOYX (7.41%). In terms of maximum drawdown, JAMFX dropped -96.46% vs CCOYX's -37.16%.

Which has better risk-adjusted returns?

CCOYX currently has the higher Sharpe Ratio (4.82 vs -0.19), 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.