JAMFX vs. STK

Last updated Jun 25, 2026

JAMFX (Jacob Internet Fund) and STK (Columbia Seligman Premium Technology Growth Closed Fund) are both Technology Equities funds. Over the past 10 years, JAMFX returned 9.10%/yr vs 24.16%/yr for STK. A 0.59 correlation means they provide meaningful diversification when combined. JAMFX charges 2.02%/yr vs 1.26%/yr for STK.

Performance

JAMFX vs. STK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacob Internet Fund (JAMFX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JAMFX achieves a -18.84% return, which is significantly lower than STK's 47.20% return. Over the past 10 years, JAMFX has underperformed STK with an annualized return of 9.10%, while STK has yielded a comparatively higher 24.16% annualized return.

JAMFX

• 1D: -0.75%
• 1M: -1.30%
• YTD: -18.84%
• 6M: -20.54%
• 1Y: -13.97%
• 3Y*: 7.33%
• 5Y*: -12.88%
• 10Y*: 9.10%

STK

• 1D: -0.60%
• 1M: -1.80%
• YTD: 47.20%
• 6M: 45.58%
• 1Y: 90.75%
• 3Y*: 34.27%
• 5Y*: 19.63%
• 10Y*: 24.16%

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

JAMFX vs. STK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JAMFX Jacob Internet Fund	-18.84%	13.17%	14.31%	34.64%	-59.54%	12.88%	122.48%	21.70%	1.98%	24.07%
STK Columbia Seligman Premium Technology Growth Closed Fund	47.20%	24.85%	17.74%	46.60%	-30.36%	48.63%	25.39%	52.73%	-14.91%	33.52%

Correlation

The correlation between JAMFX and STK is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009	0.59

The correlation between JAMFX and STK shifts across timeframes, from 0.48 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

JAMFX vs. STK — 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

STK

STK Risk / Return Rank: 93
STK Sharpe Ratio Rank: 98
STK Sortino Ratio Rank: 88
STK Omega Ratio Rank: 87
STK Calmar Ratio Rank: 96
STK Martin Ratio Rank: 97

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. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacob Internet Fund (JAMFX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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	STK	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	3.46	-3.83
Sortino ratio: Return per unit of downside risk	-0.33	3.91	-4.24
Omega ratio: Gain probability vs. loss probability	0.96	1.57	-0.60
Calmar ratio: Return relative to maximum drawdown	-0.29	5.68	-5.97
Martin ratio: Return relative to average drawdown	-0.53	23.97	-24.50

JAMFX vs. STK - Sharpe Ratio Comparison

The current JAMFX Sharpe Ratio is -0.38, which is lower than the STK Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of JAMFX and STK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JAMFX vs. STK - Drawdown Comparison

The maximum JAMFX drawdown since its inception was -96.46%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for JAMFX and STK.

Drawdown Indicators

	JAMFX	STK	Difference
Max Drawdown Largest peak-to-trough decline	-96.46%	-41.74%	-54.72%
Max Drawdown (1Y) Largest decline over 1 year	-40.83%	-16.05%	-24.78%
Max Drawdown (3Y) Largest decline over 3 years	-40.83%	-26.59%	-14.24%
Max Drawdown (5Y) Largest decline over 5 years	-70.01%	-36.27%	-33.74%
Max Drawdown (10Y) Largest decline over 10 years	-70.50%	-41.74%	-28.76%
Current Drawdown Current decline from peak	-54.76%	-8.06%	-46.70%
Average Drawdown Average peak-to-trough decline	-63.97%	-7.41%	-56.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.10%	3.80%	+18.30%

Volatility

JAMFX vs. STK - Volatility Comparison

The current volatility for Jacob Internet Fund (JAMFX) is 11.91%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 14.50%. This indicates that JAMFX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JAMFX	STK	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.91%	14.50%	-2.59%
Volatility (6M) Calculated over the trailing 6-month period	24.31%	22.66%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	31.30%	26.43%	+4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.90%	25.77%	+12.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.36%	26.45%	+6.91%

JAMFX vs. STK - Expense Ratio Comparison

JAMFX has a 2.02% expense ratio, which is higher than STK's 1.26% expense ratio.

Dividends

JAMFX vs. STK - Dividend Comparison

JAMFX's dividend yield for the trailing twelve months is around 3.03%, less than STK's 5.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JAMFX Jacob Internet Fund	3.03%	2.46%	0.00%	0.00%	0.00%	3.07%	13.77%	12.76%	8.77%	12.56%	4.94%	12.97%
STK Columbia Seligman Premium Technology Growth Closed Fund	5.12%	7.38%	16.02%	6.70%	12.62%	8.48%	6.79%	7.86%	14.88%	11.82%	9.87%	10.32%

Frequently Asked Questions

Can I hold both JAMFX and STK in my portfolio?

JAMFX and STK have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JAMFX or STK?

STK has higher volatility (14.50%) compared to JAMFX (11.91%). In terms of maximum drawdown, JAMFX dropped -96.46% vs STK's -41.74%.

Which has better risk-adjusted returns?

STK currently has the higher Sharpe Ratio (3.46 vs -0.38), 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.