JSCGX vs. RYWCX
JSCGX (Jacob Small Cap Growth Fund) and RYWCX (Rydex S&P SmallCap 600 Pure Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, JSCGX returned 7.40%/yr vs 8.02%/yr for RYWCX. Their correlation of 0.81 suggests significant overlap in exposure. JSCGX charges 1.97%/yr vs 2.26%/yr for RYWCX.
Performance
JSCGX vs. RYWCX - Performance Comparison
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Returns By Period
In the year-to-date period, JSCGX achieves a -25.27% return, which is significantly lower than RYWCX's 26.17% return. Over the past 10 years, JSCGX has underperformed RYWCX with an annualized return of 7.40%, while RYWCX has yielded a comparatively higher 8.02% annualized return.
JSCGX
- 1D
- 1.44%
- 1M
- -3.06%
- YTD
- -25.27%
- 6M
- -26.53%
- 1Y
- 8.10%
- 3Y*
- 8.88%
- 5Y*
- -9.44%
- 10Y*
- 7.40%
RYWCX
- 1D
- 2.18%
- 1M
- 8.60%
- YTD
- 26.17%
- 6M
- 21.54%
- 1Y
- 39.57%
- 3Y*
- 16.68%
- 5Y*
- 4.31%
- 10Y*
- 8.02%
JSCGX vs. RYWCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JSCGX Jacob Small Cap Growth Fund | -25.27% | 41.65% | 12.89% | 18.74% | -50.37% | -0.60% | 60.95% | 20.04% | 8.26% | 20.61% |
RYWCX Rydex S&P SmallCap 600 Pure Growth Fund | 26.17% | 7.76% | 7.20% | 17.03% | -30.33% | 16.37% | 15.23% | 11.58% | -9.55% | 15.23% |
Correlation
The correlation between JSCGX and RYWCX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2010 | 0.81 |
The correlation between JSCGX and RYWCX shifts across timeframes, from 0.71 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JSCGX vs. RYWCX — Risk / Return Rank
JSCGX
RYWCX
JSCGX vs. RYWCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jacob Small Cap Growth Fund (JSCGX) and Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX). 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 | RYWCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.36 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 4.69 | -4.49 |
| Martin ratioReturn relative to average drawdown | 0.40 | 15.47 | -15.08 |
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Drawdowns
JSCGX vs. RYWCX - Drawdown Comparison
The maximum JSCGX drawdown since its inception was -70.07%, which is greater than RYWCX's maximum drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for JSCGX and RYWCX.
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Drawdown Indicators
| JSCGX | RYWCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.07% | -60.64% | -9.43% |
Max Drawdown (1Y)Largest decline over 1 year | -32.69% | -8.49% | -24.20% |
Max Drawdown (3Y)Largest decline over 3 years | -32.69% | -26.39% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -67.86% | -40.28% | -27.58% |
Max Drawdown (10Y)Largest decline over 10 years | -70.07% | -54.65% | -15.42% |
Current DrawdownCurrent decline from peak | -48.19% | 0.00% | -48.19% |
Average DrawdownAverage peak-to-trough decline | -25.15% | -13.42% | -11.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.88% | 2.57% | +13.31% |
Volatility
JSCGX vs. RYWCX - Volatility Comparison
Jacob Small Cap Growth Fund (JSCGX) has a higher volatility of 10.19% compared to Rydex S&P SmallCap 600 Pure Growth Fund (RYWCX) at 5.76%. This indicates that JSCGX's price experiences larger fluctuations and is considered to be riskier than RYWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSCGX | RYWCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.19% | 5.76% | +4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 20.79% | 13.93% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.16% | 18.75% | +10.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.31% | 22.94% | +13.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 24.75% | +8.06% |
JSCGX vs. RYWCX - Expense Ratio Comparison
JSCGX has a 1.97% expense ratio, which is lower than RYWCX's 2.26% expense ratio.
Dividends
JSCGX vs. RYWCX - Dividend Comparison
Neither JSCGX nor RYWCX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RYWCX Rydex S&P SmallCap 600 Pure Growth Fund | 0.00% | 0.00% | 14.52% | 0.00% | 0.00% | 59.93% | 0.00% | 0.00% | 9.26% | 3.92% | 0.00% | 0.00% |
Frequently Asked Questions
JSCGX and RYWCX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JSCGX has higher volatility (10.19%) compared to RYWCX (5.76%). In terms of maximum drawdown, JSCGX dropped -70.07% vs RYWCX's -60.64%.
RYWCX currently has the higher Sharpe Ratio (2.12 vs 0.22), 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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