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JAMFX vs. FDCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JAMFX vs. FDCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacob Internet Fund (JAMFX) and Fidelity Select Tech Hardware Portfolio (FDCPX). The values are adjusted to include any dividend payments, if applicable.

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JAMFX vs. FDCPX - 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%24.07%
FDCPX
Fidelity Select Tech Hardware Portfolio
9.40%54.44%22.40%33.52%-28.63%23.68%46.07%40.15%-6.30%32.64%

Returns By Period

In the year-to-date period, JAMFX achieves a -29.10% return, which is significantly lower than FDCPX's 9.40% return. Over the past 10 years, JAMFX has underperformed FDCPX with an annualized return of 8.74%, while FDCPX has yielded a comparatively higher 21.61% annualized 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%

FDCPX

1D
-2.61%
1M
-8.67%
YTD
9.40%
6M
14.21%
1Y
74.26%
3Y*
34.03%
5Y*
18.00%
10Y*
21.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JAMFX vs. FDCPX - Expense Ratio Comparison

JAMFX has a 2.02% expense ratio, which is higher than FDCPX's 0.72% expense ratio.


Return for Risk

JAMFX vs. FDCPX — 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

FDCPX
FDCPX Risk / Return Rank: 9797
Overall Rank
FDCPX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FDCPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FDCPX Omega Ratio Rank: 9494
Omega Ratio Rank
FDCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDCPX Martin Ratio Rank: 9898
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. FDCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacob Internet Fund (JAMFX) and Fidelity Select Tech Hardware Portfolio (FDCPX). 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.


JAMFXFDCPXDifference

Sharpe ratio

Return per unit of total volatility

-0.44

2.58

-3.02

Sortino ratio

Return per unit of downside risk

-0.43

3.38

-3.81

Omega ratio

Gain probability vs. loss probability

0.95

1.49

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.44

4.85

-5.29

Martin ratio

Return relative to average drawdown

-1.10

23.39

-24.49

JAMFX vs. FDCPX - Sharpe Ratio Comparison

The current JAMFX Sharpe Ratio is -0.44, which is lower than the FDCPX Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of JAMFX and FDCPX, 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


JAMFXFDCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

2.58

-3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.82

-1.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

1.00

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.51

-0.51

Correlation

The correlation between JAMFX and FDCPX is 0.75, 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. FDCPX - Dividend Comparison

JAMFX's dividend yield for the trailing twelve months is around 3.47%, less than FDCPX's 13.15% 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%
FDCPX
Fidelity Select Tech Hardware Portfolio
13.15%14.38%7.58%0.51%17.72%16.95%8.81%12.15%23.69%10.50%6.57%4.53%

Drawdowns

JAMFX vs. FDCPX - Drawdown Comparison

The maximum JAMFX drawdown since its inception was -96.46%, which is greater than FDCPX's maximum drawdown of -81.96%. Use the drawdown chart below to compare losses from any high point for JAMFX and FDCPX.


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Drawdown Indicators


JAMFXFDCPXDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-81.96%

-14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-40.57%

-14.36%

-26.21%

Max Drawdown (5Y)

Largest decline over 5 years

-70.01%

-35.29%

-34.72%

Max Drawdown (10Y)

Largest decline over 10 years

-70.50%

-35.29%

-35.21%

Current Drawdown

Current decline from peak

-60.48%

-9.09%

-51.39%

Average Drawdown

Average peak-to-trough decline

-64.06%

-26.23%

-37.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.22%

2.98%

+13.24%

Volatility

JAMFX vs. FDCPX - Volatility Comparison

The current volatility for Jacob Internet Fund (JAMFX) is 9.30%, while Fidelity Select Tech Hardware Portfolio (FDCPX) has a volatility of 11.19%. This indicates that JAMFX experiences smaller price fluctuations and is considered to be less risky than FDCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JAMFXFDCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

11.19%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

22.55%

18.17%

+4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

28.72%

+5.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.78%

22.00%

+15.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.03%

21.59%

+11.44%