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JSCGX vs. JAMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JSCGX vs. JAMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jacob Small Cap Growth Fund (JSCGX) and Jacob Internet Fund (JAMFX). The values are adjusted to include any dividend payments, if applicable.

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JSCGX vs. JAMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JSCGX
Jacob Small Cap Growth Fund
-30.46%41.65%12.89%18.74%-50.37%-0.60%60.95%20.04%8.26%20.61%
JAMFX
Jacob Internet Fund
-29.10%13.17%14.31%34.64%-59.54%12.88%122.48%21.70%1.98%24.07%

Returns By Period

The year-to-date returns for both investments are quite close, with JSCGX having a -30.46% return and JAMFX slightly higher at -29.10%. Over the past 10 years, JSCGX has underperformed JAMFX with an annualized return of 7.34%, while JAMFX has yielded a comparatively higher 8.74% annualized return.


JSCGX

1D
-0.54%
1M
-14.63%
YTD
-30.46%
6M
-26.10%
1Y
4.52%
3Y*
8.30%
5Y*
-11.89%
10Y*
7.34%

JAMFX

1D
-0.43%
1M
-8.68%
YTD
-29.10%
6M
-37.60%
1Y
-13.62%
3Y*
3.80%
5Y*
-15.26%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JSCGX vs. JAMFX - Expense Ratio Comparison

JSCGX has a 1.97% expense ratio, which is lower than JAMFX's 2.02% expense ratio.


Return for Risk

JSCGX vs. JAMFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JSCGX
JSCGX Risk / Return Rank: 77
Overall Rank
JSCGX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
JSCGX Sortino Ratio Rank: 88
Sortino Ratio Rank
JSCGX Omega Ratio Rank: 77
Omega Ratio Rank
JSCGX Calmar Ratio Rank: 66
Calmar Ratio Rank
JSCGX Martin Ratio Rank: 66
Martin Ratio Rank

JAMFX
JAMFX Risk / Return Rank: 22
Overall Rank
JAMFX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JAMFX Sortino Ratio Rank: 22
Sortino Ratio Rank
JAMFX Omega Ratio Rank: 22
Omega Ratio Rank
JAMFX Calmar Ratio Rank: 22
Calmar Ratio Rank
JAMFX Martin Ratio Rank: 22
Martin Ratio Rank
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.

JSCGX vs. JAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jacob Small Cap Growth Fund (JSCGX) and Jacob Internet Fund (JAMFX). 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.


JSCGXJAMFXDifference

Sharpe ratio

Return per unit of total volatility

0.09

-0.44

+0.53

Sortino ratio

Return per unit of downside risk

0.35

-0.43

+0.78

Omega ratio

Gain probability vs. loss probability

1.04

0.95

+0.09

Calmar ratio

Return relative to maximum drawdown

0.00

-0.44

+0.44

Martin ratio

Return relative to average drawdown

0.00

-1.10

+1.10

JSCGX vs. JAMFX - Sharpe Ratio Comparison

The current JSCGX Sharpe Ratio is 0.09, which is higher than the JAMFX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of JSCGX and JAMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JSCGXJAMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.44

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.41

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.27

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.01

+0.19

Correlation

The correlation between JSCGX and JAMFX is 0.88, 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

JSCGX vs. JAMFX - Dividend Comparison

JSCGX has not paid dividends to shareholders, while JAMFX's dividend yield for the trailing twelve months is around 3.47%.


TTM20252024202320222021202020192018201720162015
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%
JAMFX
Jacob Internet Fund
3.47%2.46%0.00%0.00%0.00%3.07%13.77%12.76%8.77%12.56%4.94%12.97%

Drawdowns

JSCGX vs. JAMFX - Drawdown Comparison

The maximum JSCGX drawdown since its inception was -70.07%, smaller than the maximum JAMFX drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for JSCGX and JAMFX.


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Drawdown Indicators


JSCGXJAMFXDifference

Max Drawdown

Largest peak-to-trough decline

-70.07%

-96.46%

+26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-32.69%

-40.57%

+7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-67.89%

-70.01%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-70.07%

-70.50%

+0.43%

Current Drawdown

Current decline from peak

-51.79%

-60.48%

+8.69%

Average Drawdown

Average peak-to-trough decline

-24.87%

-64.06%

+39.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

16.22%

-5.45%

Volatility

JSCGX vs. JAMFX - Volatility Comparison

The current volatility for Jacob Small Cap Growth Fund (JSCGX) is 8.58%, while Jacob Internet Fund (JAMFX) has a volatility of 9.30%. This indicates that JSCGX experiences smaller price fluctuations and is considered to be less risky than JAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JSCGXJAMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

9.30%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

20.64%

22.55%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

31.86%

34.29%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.18%

37.78%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.62%

33.03%

-0.41%