I've made a jump twice, always to something better. It's the only sane choice if you're unhappy. The first time I did it was the most worrying... I left the military to go into a commercial company, choosing to turn down an extended term, a promotion, and a slightly better pension. To be honest I'd become very stale and bored and I thought I'd enjoy the challenges of the private / commercial world better, so I took my resettlement entitlements, retrained, and went applying for jobs. I went with the second job that I was offered. I think I was fairly lucky, and that one could have gone wrong given that I was on a fixed term and I chose to end it.
I then made a jump once more (early this year), I'd worked for nearly 5 years at that company and was getting bored (and a little frustrated at not being paid what I knew I was worth). It took about two years of looking, plus a few knock backs at interviews, but I eventually made the move to a bigger company with a 40% better salary, better perks, and a more interesting role. So yes, you absolutely should try for something else. No-one ever made their lot substantially better by staying at the same job. The really significant gains in satisfaction and remuneration can only come when you move to someone new who values what you're bringing.
And you needn't be reckless about it, you're in a good starting position by being in a stable job and by recognising that it's not all you want, so you at least have the luxury of looking for the next move; As I mentioned, it could take a little while, but brush up on selling your skills and marketing yourself and something will come along. There will be a couple of knockbacks for sure (the numbers applying for good roles will see to that), but don't let them get you down... persevere and go and grab it.