JAMFX vs. JSCGX
JAMFX (Jacob Internet Fund) and JSCGX (Jacob Small Cap Growth Fund) are both mutual funds - JAMFX is a Technology Equities fund managed by Jacob, while JSCGX is a Small Cap Growth Equities fund managed by Jacob. Over the past 10 years, JAMFX returned 9.18%/yr vs 7.54%/yr for JSCGX. Their correlation of 0.88 suggests significant overlap in exposure. JAMFX charges 2.02%/yr vs 1.97%/yr for JSCGX.
Performance
JAMFX vs. JSCGX - Performance Comparison
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Returns By Period
In the year-to-date period, JAMFX achieves a -18.22% return, which is significantly higher than JSCGX's -26.09% return. Over the past 10 years, JAMFX has outperformed JSCGX with an annualized return of 9.18%, while JSCGX has yielded a comparatively lower 7.54% annualized return.
JAMFX
- 1D
- -2.55%
- 1M
- -0.56%
- YTD
- -18.22%
- 6M
- -19.70%
- 1Y
- -11.07%
- 3Y*
- 7.60%
- 5Y*
- -12.29%
- 10Y*
- 9.18%
JSCGX
- 1D
- -1.10%
- 1M
- -4.12%
- YTD
- -26.09%
- 6M
- -26.69%
- 1Y
- 5.92%
- 3Y*
- 9.91%
- 5Y*
- -10.35%
- 10Y*
- 7.54%
JAMFX vs. JSCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAMFX Jacob Internet Fund | -18.22% | 13.17% | 14.31% | 34.64% | -59.54% | 12.88% | 122.48% | 21.70% | 1.98% | 24.07% |
JSCGX Jacob Small Cap Growth Fund | -26.09% | 41.65% | 12.89% | 18.74% | -50.37% | -0.60% | 60.95% | 20.04% | 8.26% | 20.61% |
Correlation
The correlation between JAMFX and JSCGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2010 | 0.88 |
The correlation between JAMFX and JSCGX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
JAMFX vs. JSCGX — Risk / Return Rank
JAMFX
JSCGX
JAMFX vs. JSCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacob Internet Fund (JAMFX) and Jacob Small Cap Growth Fund (JSCGX). 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.
| JAMFX | JSCGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.06 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.21 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.48 | 0.43 | -0.91 |
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Drawdowns
JAMFX vs. JSCGX - Drawdown Comparison
The maximum JAMFX drawdown since its inception was -96.46%, which is greater than JSCGX's maximum drawdown of -70.07%. Use the drawdown chart below to compare losses from any high point for JAMFX and JSCGX.
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Drawdown Indicators
| JAMFX | JSCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.46% | -70.07% | -26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -40.83% | -32.69% | -8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -40.83% | -32.69% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -70.01% | -67.86% | -2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -70.50% | -70.07% | -0.43% |
Current DrawdownCurrent decline from peak | -54.42% | -48.76% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -63.97% | -25.16% | -38.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.00% | 15.98% | +6.02% |
Volatility
JAMFX vs. JSCGX - Volatility Comparison
Jacob Internet Fund (JAMFX) has a higher volatility of 11.93% compared to Jacob Small Cap Growth Fund (JSCGX) at 9.89%. This indicates that JAMFX's price experiences larger fluctuations and is considered to be riskier than JSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JAMFX | JSCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.93% | 9.89% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 20.74% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.36% | 29.18% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.91% | 36.32% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.39% | 32.82% | +0.57% |
JAMFX vs. JSCGX - Expense Ratio Comparison
JAMFX has a 2.02% expense ratio, which is higher than JSCGX's 1.97% expense ratio.
Dividends
JAMFX vs. JSCGX - Dividend Comparison
JAMFX's dividend yield for the trailing twelve months is around 3.01%, while JSCGX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JSCGX Jacob Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 18.09% | 13.69% | 2.57% | 1.13% | 0.00% | 0.00% | 0.59% |
Frequently Asked Questions
JAMFX and JSCGX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JAMFX has higher volatility (11.93%) compared to JSCGX (9.89%). In terms of maximum drawdown, JAMFX dropped -96.46% vs JSCGX's -70.07%.
JSCGX currently has the higher Sharpe Ratio (0.24 vs -0.34), 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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