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 8.90%/yr vs 7.58%/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 -14.40% return, which is significantly higher than JSCGX's -21.62% return. Over the past 10 years, JAMFX has outperformed JSCGX with an annualized return of 8.90%, while JSCGX has yielded a comparatively lower 7.58% annualized return.
JAMFX
- 1D
- -1.06%
- 1M
- 3.14%
- 6M
- -17.55%
- YTD
- -14.40%
- 1Y
- -12.99%
- 3Y*
- 6.65%
- 5Y*
- -10.95%
- 10Y*
- 8.90%
JSCGX
- 1D
- -1.21%
- 1M
- 8.72%
- 6M
- -22.52%
- YTD
- -21.62%
- 1Y
- 2.27%
- 3Y*
- 9.50%
- 5Y*
- -8.48%
- 10Y*
- 7.58%
JAMFX vs. JSCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JAMFX Jacob Internet Fund | -14.40% | 13.17% | 14.31% | 34.64% | -59.54% | 12.88% | 122.48% | 21.70% | 1.98% | 24.07% |
JSCGX Jacob Small Cap Growth Fund | -21.62% | 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 | 0.89 |
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 | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.03 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 0.01 | -0.37 |
| Martin ratioReturn relative to average drawdown | -0.65 | 0.02 | -0.67 |
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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 | -52.29% | -45.65% | -6.64% |
Average DrawdownAverage peak-to-trough decline | -63.95% | -25.23% | -38.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.00% | 16.97% | +6.03% |
Volatility
JAMFX vs. JSCGX - Volatility Comparison
Jacob Internet Fund (JAMFX) has a higher volatility of 9.66% compared to Jacob Small Cap Growth Fund (JSCGX) at 6.88%. 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 | 9.66% | 6.88% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 25.31% | 21.32% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.97% | 29.14% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.99% | 36.34% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.40% | 32.76% | +0.64% |
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 2.87%, 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 | 2.87% | 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 (9.66%) compared to JSCGX (6.88%). In terms of maximum drawdown, JAMFX dropped -96.46% vs JSCGX's -70.07%.
JSCGX currently has the higher Sharpe Ratio (0.01 vs -0.47), 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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