A method (700) of forming a component (80) having an internal passage (82) defined therein includes positioning (702) a jacketed core (310) with respect to a mold (300). The jacketed core includes a hollow structure (320) formed from a first material (322), an inner core (324) disposed within the hollow structure, and a core channel (360) that extends from at least a first end (311) of the inner core through at least a portion of inner core. The method also includes introducing (704) a component material (78) in a molten state into a cavity (304) of the mold, such that the component material in the molten state at least partially absorbs the first material from the jacketed core within the cavity. The method further includes cooling (706) the component material in the cavity to form the component. The inner core defines the internal passage within the component.