- ISIN
- US4763131012
- CUSIP
- 476313101
- Issuer
- Jensen
- Inception Date
- Aug 3, 1992
- Category
- Large Cap Blend Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
JENSX Performance Chart
Jensen Quality Growth Fund (JENSX) is down 0.9% since the beginning of the year. JENSX is currently trading at $44 per share. Investors who bought $1,000 worth of JENSX shares 5 years ago would now be looking at an investment worth $1,197.
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Returns By Period
Jensen Quality Growth Fund (JENSX) has returned -0.89% so far this year and 3.05% over the past 12 months. Over the last ten years, JENSX has returned 9.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.
Jensen Quality Growth Fund
- 1D
- -0.43%
- 1M
- 0.62%
- YTD
- -0.89%
- 6M
- 0.53%
- 1Y
- 3.05%
- 3Y*
- 2.83%
- 5Y*
- 3.67%
- 10Y*
- 9.16%
Benchmark (S&P 500 Index)
- 1D
- -1.21%
- 1M
- 0.23%
- YTD
- 8.39%
- 6M
- 10.39%
- 1Y
- 24.03%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.61%
JENSX Monthly Returns History
Based on dividend-adjusted daily data since Jul 31, 1992, JENSX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Oct 2008 at -15.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, JENSX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -10.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.12% | -2.14% | -7.39% | 8.21% | 2.98% | -0.75% | -0.89% | ||||||
| 2025 | 3.32% | -1.33% | -3.33% | -1.12% | 4.00% | 1.03% | 0.07% | 1.24% | 1.60% | -1.16% | 0.85% | -0.57% | 4.46% |
| 2024 | 1.10% | 2.91% | 0.19% | -3.62% | 2.54% | 2.46% | 2.68% | 3.25% | 0.71% | -2.83% | -5.91% | -3.96% | -1.03% |
| 2023 | 2.65% | -3.86% | 5.95% | 2.22% | -1.61% | 5.21% | 1.92% | -1.02% | -4.65% | -1.45% | 8.85% | 2.13% | 16.60% |
| 2022 | -6.86% | -4.17% | 3.51% | -6.36% | -0.81% | -5.77% | 7.87% | -4.36% | -8.24% | 7.20% | 6.06% | -4.15% | -16.58% |
| 2021 | -2.81% | 0.28% | 5.43% | 5.21% | 0.33% | 2.14% | 5.38% | 2.20% | -5.19% | 7.20% | 0.39% | 7.05% | 30.32% |
Benchmark Metrics
Jensen Quality Growth Fund has an annualized alpha of 1.19%, beta of 0.84, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since July 31, 1992.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.08%) than losses (80.03%) - typical of diversified or defensive assets.
- Alpha
- 1.19%
- Beta
- 0.84
- R²
- 0.85
- Upside Capture
- 81.08%
- Downside Capture
- 80.03%
Expense Ratio
JENSX has an expense ratio of 0.81%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JENSX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JENSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.35 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.65 | -2.50 |
| Martin ratioReturn relative to average drawdown | 0.53 | 11.88 | -11.35 |
Dividends
Dividend History
Jensen Quality Growth Fund provided a 38.87% dividend yield over the last twelve months, with an annual payout of $16.91 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $16.91 | $16.95 | $0.37 | $4.63 | $1.65 | $4.52 | $0.52 | $4.21 | $4.40 | $1.51 | $1.81 | $4.26 |
Dividend yield | 38.87% | 38.59% | 0.64% | 7.82% | 3.02% | 6.69% | 0.94% | 8.12% | 10.12% | 3.24% | 4.62% | 11.65% |
Monthly Dividends
The table displays the monthly dividend distributions for Jensen Quality Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.01 | $0.00 | $16.82 | $0.00 | $16.95 |
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.11 | $0.00 | $0.37 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $4.26 | $4.63 |
| 2022 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.33 | $1.65 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $4.17 | $4.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Jensen Quality Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Jensen Quality Growth Fund was 45.54%, occurring on Mar 9, 2009. Recovery took 450 trading sessions.
The current Jensen Quality Growth Fund drawdown is 10.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -45.54%Mar 2009 | 1y 2mo | 1y 9mo | 3y 7dDec 2007 - Dec 2010 |
COVID crash2020 | -30.72%Mar 2020 | 2mo 2d | 4mo 13d | 6mo 15dJan 2020 - Aug 2020 |
Dot-com crash2000–2002 | -29.64%Jul 2002 | 4mo 5d | 1y 6mo | 1y 10moMar 2002 - Jan 2004 |
Bear market2022 | -23.81%Oct 2022 | 9mo 15d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
2025 selloff2025 | -22.85%Apr 2025 | 4mo 26d | — | 1y 7moNov 2024 - now |
Drawdown Indicators
| JENSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.54% | -56.78% | +11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -9.10% | -5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -18.90% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -25.43% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -33.92% | +3.20% |
Current DrawdownCurrent decline from peak | -10.19% | -2.49% | -7.70% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -10.72% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 2.03% | +2.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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