C000004636 Performance — JNL/Mellon Small Cap Index Fund, Class A
Data updated: 2026-08-26
C000004636 returned +23.56% year to date and +36.77% over one year to Jun 2026. Annualised returns are +15.46% over 3 years and +6.79% over 5 years. Against its US Small Blend category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $154, against $156 for the category, and to $137 over one year, against $133. Volatility over the past three years was 19.43% a year. In the 12 months to Jun 2026 the fund lost a net $258.0M, and assets reached $2.80B.
C000004636 Growth of $100
What $100 invested in JNL/Mellon Small Cap Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | C000004636 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $137 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $154 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $139 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $204 | $209 |
C000004636 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +23.56% |
| 1 year | +36.77% |
| 3 years (annualised) | +15.46% |
| 5 years (annualised) | +6.79% |
C000004636 Annual Returns
Calendar-year total returns of JNL/Mellon Small Cap Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +23.56% |
| 2025 | +5.56% |
| 2024 | +8.05% |
| 2023 | +15.54% |
| 2022 | −16.64% |
| 2021 | +26.13% |
| 2020 | +10.80% |
| 2019 (Jul–Dec) | +7.78% |
C000004636 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.5% | +2.1% | −4.1% | +10.3% | +1.0% | +7.2% | — | — | — | — | — | — |
| 2025 | +3.0% | −5.9% | −6.1% | −4.3% | +5.3% | +4.0% | +0.9% | +7.0% | +0.9% | −0.9% | +2.6% | −0.1% |
| 2024 | −4.1% | +3.3% | +3.1% | −5.6% | +4.9% | −2.2% | +10.8% | −1.5% | +0.8% | −2.6% | +10.8% | −8.0% |
| 2023 | +9.5% | −1.3% | −5.2% | −2.8% | −1.9% | +8.2% | +5.4% | −4.2% | −6.0% | −5.8% | +8.2% | +12.8% |
| 2022 | −7.3% | +1.3% | +0.4% | −7.9% | +1.8% | −8.6% | +10.0% | −4.4% | −9.9% | +12.3% | +4.2% | −6.8% |
| 2021 | +6.3% | +7.6% | +3.3% | +2.0% | +2.0% | +0.3% | −2.5% | +2.0% | −2.4% | +3.4% | −2.4% | +4.4% |
| 2020 | −4.0% | −9.7% | −22.4% | +12.6% | +4.3% | +3.8% | +4.1% | +4.0% | −4.7% | +2.5% | +18.1% | +8.3% |
| 2019 | — | — | — | — | — | — | +1.1% | −4.5% | +3.3% | +1.9% | +3.0% | +2.9% |
C000004636 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 19.43%
- 3-year Sharpe ratio: 0.56 (vs 4.5% risk-free rate)
- Best month: +12.84% (Dec 2023)
- Worst month: −8.03% (Dec 2024)
C000004636 Fund Flows
Monthly money in and out of JNL/Mellon Small Cap Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$258.0M
- 12-month gross sales (incl. reinvestments): $451.4M
- Sales ÷ redemptions: 0.64×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $54.0M | $83.4M | −$29.4M |
| May 2026 | $63.1M | $62.8M | $292K |
| Apr 2026 | $37.6M | $48.9M | −$11.3M |
| Mar 2026 | $30.0M | $54.1M | −$24.1M |
| Feb 2026 | $56.3M | $62.4M | −$6.1M |
| Jan 2026 | $35.1M | $51.3M | −$16.2M |
| Dec 2025 | $24.7M | $55.6M | −$30.9M |
| Nov 2025 | $26.2M | $47.2M | −$21.0M |
| Oct 2025 | $24.4M | $58.4M | −$34.0M |
| Sep 2025 | $29.1M | $65.6M | −$36.6M |
| Aug 2025 | $29.9M | $55.1M | −$25.3M |
| Jul 2025 | $41.0M | $64.6M | −$23.6M |
C000004636 Assets Under Management
Net assets of JNL/Mellon Small Cap Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.80B |
| 2026-03-31 | $2.38B |
| 2025-12-31 | $2.35B |
| 2025-09-30 | $2.40B |
| 2025-06-30 | $2.28B |
| 2025-03-31 | $2.21B |
| 2024-12-31 | $2.52B |
| 2024-09-30 | $2.62B |
| 2024-06-30 | $2.43B |
| 2024-03-31 | $2.58B |
| 2023-12-31 | $2.61B |
| 2023-09-30 | $2.27B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.