JAMFX vs. FIKHX

Last updated Apr 2, 2026

Compare and contrast key facts about Jacob Internet Fund (JAMFX) and Fidelity Advisor Technology Fund Class Z (FIKHX).

JAMFX is managed by Jacob. It was launched on Dec 12, 1999. FIKHX is managed by Fidelity. It was launched on Oct 2, 2018.

Performance

JAMFX vs. FIKHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacob Internet Fund (JAMFX) and Fidelity Advisor Technology Fund Class Z (FIKHX). The values are adjusted to include any dividend payments, if applicable.

JAMFX vs. FIKHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
JAMFX Jacob Internet Fund	-26.49%	13.17%	14.31%	34.64%	-59.54%	12.88%	122.48%	21.70%	-6.08%
FIKHX Fidelity Advisor Technology Fund Class Z	0.00%	24.77%	35.52%	59.89%	-35.93%	27.74%	64.56%	51.18%	-17.39%

Returns By Period

JAMFX

• 1D: 3.67%
• 1M: -6.25%
• YTD: -26.49%
• 6M: -34.88%
• 1Y: -10.29%
• 3Y*: 5.06%
• 5Y*: -15.10%
• 10Y*: 9.14%

FIKHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JAMFX vs. FIKHX - Expense Ratio Comparison

JAMFX has a 2.02% expense ratio, which is higher than FIKHX's 0.59% expense ratio.

JAMFX

Jacob Internet Fund

FIKHX

Fidelity Advisor Technology Fund Class Z

Return for Risk

JAMFX vs. FIKHX — 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

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. FIKHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacob Internet Fund (JAMFX) and Fidelity Advisor Technology Fund Class Z (FIKHX). 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	FIKHX	Difference
Sharpe ratio Return per unit of total volatility	-0.31	—	—
Sortino ratio Return per unit of downside risk	-0.21	—	—
Omega ratio Gain probability vs. loss probability	0.97	—	—
Calmar ratio Return relative to maximum drawdown	-0.29	—	—
Martin ratio Return relative to average drawdown	-0.73	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JAMFX	FIKHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	—	—

Correlation

The correlation between JAMFX and FIKHX is 0.74, 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. FIKHX - Dividend Comparison

JAMFX's dividend yield for the trailing twelve months is around 3.35%, less than FIKHX's 9.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JAMFX Jacob Internet Fund	3.35%	2.46%	0.00%	0.00%	0.00%	3.07%	13.77%	12.76%	8.77%	12.56%	4.94%	12.97%
FIKHX Fidelity Advisor Technology Fund Class Z	9.85%	9.85%	7.33%	3.86%	3.32%	11.52%	7.42%	2.64%	22.38%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	JAMFX	FIKHX	Difference
Max Drawdown Largest peak-to-trough decline	-96.46%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-40.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-70.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.50%	—	—
Current Drawdown Current decline from peak	-59.03%	—	—
Average Drawdown Average peak-to-trough decline	-64.06%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	16.39%	—	—

Volatility

Volatility by Period

	JAMFX	FIKHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.42%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.78%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.05%	—	—