Change the main content per controller change

assumed I have a dashboard and when the index page is loaded all resources like jquery would also be loaded. Then when navigating to links inside the dashboard only the content wrapper that will change and it will not load the resources again.

Nice thought, but it would mean that all content within the dashboard is shown via one URL. Once you change the URL (e.g. because you switch to another method inside the controller), a new page is loaded.
If you just want to change some elements on your page without refreshing the whole page, you will need AJAX.