The country was rocked when the 41-year-old Labour MP was shot and stabbed in her constituency by a far-right supporter on June 16 2016.
Her sister Kim Leadbeater is standing as a Labour candidate in the Batley and Spen by-election, the constituency Ms Cox represented, but will suspend campaigning on the anniversary of her murder.
A statement on behalf of the whole family said: "We all miss Jo every day.
"Her energy, warmth, passion, humour and love.
"She looked for and believed in the best of people and the best of our country, for what unites us, rather than where we disagree.
"We remain optimistic that her vision of a country where we are better at recognising what we have in common is gradually getting closer.
"Though our family has been devastated by our loss, we still feel Jo's love as a mum, wife, daughter, sister and auntie every single day of our lives."
The Jo Cox Foundation was set up after her murder and campaigns under the banner "More in Common" with the aim of bringing people together, and also campaigns abuse and intimidation of people in public life.
Labour leader, Sir Keir Starmer tweeted: “Today marks five years since Jo Cox’s murder.
“She was a friend and a colleague, and there is not a day that goes by that we do not miss her.
“We are far more united and have far more in common than that which divides us.”