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JAMFX vs. CCOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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JAMFX vs. CCOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JAMFX
Jacob Internet Fund
-29.10%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
0.25%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%

Returns By Period

In the year-to-date period, JAMFX achieves a -29.10% return, which is significantly lower than CCOYX's 0.25% return.


JAMFX

1D
-0.43%
1M
-8.68%
YTD
-29.10%
6M
-37.60%
1Y
-13.62%
3Y*
3.80%
5Y*
-15.26%
10Y*
8.74%

CCOYX

1D
-2.98%
1M
-9.31%
YTD
0.25%
6M
5.33%
1Y
58.69%
3Y*
29.72%
5Y*
16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAMFX vs. CCOYX - Expense Ratio Comparison

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


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: 22
Overall Rank
JAMFX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JAMFX Sortino Ratio Rank: 22
Sortino Ratio Rank
JAMFX Omega Ratio Rank: 22
Omega Ratio Rank
JAMFX Calmar Ratio Rank: 22
Calmar Ratio Rank
JAMFX Martin Ratio Rank: 22
Martin Ratio Rank

CCOYX
CCOYX Risk / Return Rank: 9191
Overall Rank
CCOYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 8484
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9595
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.

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.


JAMFXCCOYXDifference

Sharpe ratio

Return per unit of total volatility

-0.44

1.92

-2.36

Sortino ratio

Return per unit of downside risk

-0.43

2.48

-2.90

Omega ratio

Gain probability vs. loss probability

0.95

1.35

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.44

3.58

-4.02

Martin ratio

Return relative to average drawdown

-1.10

13.62

-14.72

JAMFX vs. CCOYX - Sharpe Ratio Comparison

The current JAMFX Sharpe Ratio is -0.44, which is lower than the CCOYX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of JAMFX and CCOYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JAMFXCCOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

1.92

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.66

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.82

-0.82

Correlation

The correlation between JAMFX and CCOYX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JAMFX vs. CCOYX - Dividend Comparison

JAMFX's dividend yield for the trailing twelve months is around 3.47%, less than CCOYX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
JAMFX
Jacob Internet Fund
3.47%2.46%0.00%0.00%0.00%3.07%13.77%12.76%8.77%12.56%4.94%12.97%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
8.06%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%0.00%0.00%

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.


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Drawdown Indicators


JAMFXCCOYXDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-37.16%

-59.30%

Max Drawdown (1Y)

Largest decline over 1 year

-40.57%

-14.88%

-25.69%

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

-60.48%

-11.91%

-48.57%

Average Drawdown

Average peak-to-trough decline

-64.06%

-7.82%

-56.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.22%

3.91%

+12.31%

Volatility

JAMFX vs. CCOYX - Volatility Comparison

Jacob Internet Fund (JAMFX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) have volatilities of 9.30% and 9.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAMFXCCOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

9.50%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

22.55%

21.01%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

30.59%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.78%

25.96%

+11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.03%

26.70%

+6.33%