JSCGX vs. DGRO
JSCGX (Jacob Small Cap Growth Fund) and DGRO (iShares Core Dividend Growth ETF) are both funds - JSCGX is a Small Cap Growth Equities fund managed by Jacob, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, JSCGX returned 7.54%/yr vs 13.62%/yr for DGRO. A 0.60 correlation means they provide meaningful diversification when combined. JSCGX charges 1.97%/yr vs 0.08%/yr for DGRO.
Performance
JSCGX vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, JSCGX achieves a -26.09% return, which is significantly lower than DGRO's 9.19% return. Over the past 10 years, JSCGX has underperformed DGRO with an annualized return of 7.54%, while DGRO has yielded a comparatively higher 13.62% annualized return.
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%
DGRO
- 1D
- 0.32%
- 1M
- 0.80%
- YTD
- 9.19%
- 6M
- 8.52%
- 1Y
- 22.22%
- 3Y*
- 16.92%
- 5Y*
- 11.00%
- 10Y*
- 13.62%
JSCGX vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DGRO iShares Core Dividend Growth ETF | 9.19% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Correlation
The correlation between JSCGX and DGRO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.60 |
The correlation between JSCGX and DGRO shifts across timeframes, from 0.47 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JSCGX vs. DGRO — Risk / Return Rank
JSCGX
DGRO
JSCGX vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacob Small Cap Growth Fund (JSCGX) and iShares Core Dividend Growth ETF (DGRO). 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.
| JSCGX | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.42 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 3.45 | -3.24 |
| Martin ratioReturn relative to average drawdown | 0.43 | 13.31 | -12.88 |
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Drawdowns
JSCGX vs. DGRO - Drawdown Comparison
The maximum JSCGX drawdown since its inception was -70.07%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for JSCGX and DGRO.
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Drawdown Indicators
| JSCGX | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.07% | -35.10% | -34.97% |
Max Drawdown (1Y)Largest decline over 1 year | -32.69% | -6.47% | -26.22% |
Max Drawdown (3Y)Largest decline over 3 years | -32.69% | -14.03% | -18.66% |
Max Drawdown (5Y)Largest decline over 5 years | -67.86% | -19.31% | -48.55% |
Max Drawdown (10Y)Largest decline over 10 years | -70.07% | -35.10% | -34.97% |
Current DrawdownCurrent decline from peak | -48.76% | -0.90% | -47.86% |
Average DrawdownAverage peak-to-trough decline | -25.16% | -3.43% | -21.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.98% | 1.67% | +14.31% |
Volatility
JSCGX vs. DGRO - Volatility Comparison
Jacob Small Cap Growth Fund (JSCGX) has a higher volatility of 9.89% compared to iShares Core Dividend Growth ETF (DGRO) at 2.63%. This indicates that JSCGX's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCGX | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.89% | 2.63% | +7.26% |
Volatility (6M)Calculated over the trailing 6-month period | 20.74% | 6.94% | +13.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.18% | 9.53% | +19.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.32% | 13.80% | +22.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 16.60% | +16.22% |
JSCGX vs. DGRO - Expense Ratio Comparison
JSCGX has a 1.97% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Dividends
JSCGX vs. DGRO - Dividend Comparison
JSCGX has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.97% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
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
JSCGX and DGRO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSCGX has higher volatility (9.89%) compared to DGRO (2.63%). In terms of maximum drawdown, JSCGX dropped -70.07% vs DGRO's -35.10%.
DGRO currently has the higher Sharpe Ratio (2.35 vs 0.24), 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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