JSCGX vs. JAMFX
JSCGX (Jacob Small Cap Growth Fund) and JAMFX (Jacob Internet Fund) are both mutual funds - JSCGX is a Small Cap Growth Equities fund managed by Jacob, while JAMFX is a Technology Equities fund managed by Jacob. Over the past 10 years, JSCGX returned 7.54%/yr vs 9.18%/yr for JAMFX. Their correlation of 0.88 suggests significant overlap in exposure. JSCGX charges 1.97%/yr vs 2.02%/yr for JAMFX.
Performance
JSCGX vs. JAMFX - 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 JAMFX's -18.22% return. Over the past 10 years, JSCGX has underperformed JAMFX with an annualized return of 7.54%, while JAMFX has yielded a comparatively higher 9.18% 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%
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 vs. JAMFX - 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% |
JAMFX Jacob Internet Fund | -18.22% | 13.17% | 14.31% | 34.64% | -59.54% | 12.88% | 122.48% | 21.70% | 1.98% | 24.07% |
Correlation
The correlation between JSCGX and JAMFX 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 JSCGX and JAMFX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
JSCGX vs. JAMFX — Risk / Return Rank
JSCGX
JAMFX
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.
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 | JAMFX | 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 | 1.06 | 0.97 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.26 | +0.47 |
| Martin ratioReturn relative to average drawdown | 0.43 | -0.48 | +0.91 |
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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
| JSCGX | JAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.07% | -96.46% | +26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -32.69% | -40.83% | +8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -32.69% | -40.83% | +8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -67.86% | -70.01% | +2.15% |
Max Drawdown (10Y)Largest decline over 10 years | -70.07% | -70.50% | +0.43% |
Current DrawdownCurrent decline from peak | -48.76% | -54.42% | +5.66% |
Average DrawdownAverage peak-to-trough decline | -25.16% | -63.97% | +38.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.98% | 22.00% | -6.02% |
Volatility
JSCGX vs. JAMFX - Volatility Comparison
The current volatility for Jacob Small Cap Growth Fund (JSCGX) is 9.89%, while Jacob Internet Fund (JAMFX) has a volatility of 11.93%. 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
| JSCGX | JAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.89% | 11.93% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 20.74% | 24.31% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.18% | 31.36% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.32% | 37.91% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 33.39% | -0.57% |
JSCGX vs. JAMFX - Expense Ratio Comparison
JSCGX has a 1.97% expense ratio, which is lower than JAMFX's 2.02% expense ratio.
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 3.01%.
| 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
JSCGX and JAMFX 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, JSCGX dropped -70.07% vs JAMFX's -96.46%.
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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