- ISIN
- US89833W5278
- CUSIP
- 89833W527
- Issuer
- Jensen
- Inception Date
- Mar 31, 2010
- Category
- Mid Cap Blend Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
JNVSX Performance Chart
Jensen Quality Value Fund (JNVSX) is down 2.1% since the beginning of the year. JNVSX is currently trading at $16 per share. Investors who bought $1,000 worth of JNVSX shares 5 years ago would now be looking at an investment worth $1,503.
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Returns By Period
Jensen Quality Value Fund (JNVSX) has returned -2.08% so far this year and -2.32% over the past 12 months. Over the last ten years, JNVSX has returned 10.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Jensen Quality Value Fund
- 1D
- -0.33%
- 1M
- -1.37%
- YTD
- -2.08%
- 6M
- -3.14%
- 1Y
- -2.32%
- 3Y*
- 4.02%
- 5Y*
- 8.49%
- 10Y*
- 10.75%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JNVSX Monthly Returns History
Based on dividend-adjusted daily data since Mar 31, 2010, JNVSX's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2021 with a return of +33.5%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JNVSX closed higher 52% of trading days. The best single day was Dec 15, 2021 with a return of +27.6%, while the worst single day was Mar 16, 2020 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.52% | 3.89% | -7.67% | 1.56% | 0.31% | -1.31% | -2.08% | ||||||
| 2025 | 2.77% | -2.13% | -3.25% | 0.27% | 1.20% | 0.93% | 0.27% | 3.42% | -1.22% | -4.87% | 1.21% | -0.90% | -2.58% |
| 2024 | -0.44% | 4.76% | 3.71% | -5.20% | 2.15% | -1.36% | 5.12% | 3.30% | 2.16% | -3.66% | 5.30% | -5.91% | 9.40% |
| 2023 | 6.49% | -1.46% | 0.38% | 0.80% | -2.63% | 8.25% | 1.16% | -1.84% | -4.42% | -4.85% | 9.48% | 7.17% | 18.58% |
| 2022 | -8.04% | -2.03% | 1.21% | -6.37% | -1.12% | -6.79% | 10.98% | -4.64% | -8.39% | 5.80% | 8.99% | -4.33% | -15.83% |
| 2021 | -1.06% | 3.01% | 6.67% | 5.25% | 1.28% | -0.98% | 3.41% | 1.17% | -4.00% | 4.78% | -0.33% | 33.51% | 60.71% |
Benchmark Metrics
Jensen Quality Value Fund has an annualized alpha of -0.10%, beta of 0.88, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 31, 2010.
- This fund participated in 97.99% of S&P 500 Index downside but only 90.19% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R2 of 0.72, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.10%
- Beta
- 0.88
- R²
- 0.72
- Upside Capture
- 90.19%
- Downside Capture
- 97.99%
Expense Ratio
JNVSX has a high expense ratio of 1.05%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JNVSX ranks 2 for risk / return — in the bottom 2% 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 Value Fund (JNVSX) 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.
| JNVSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 2.78 | -2.99 |
| Martin ratioReturn relative to average drawdown | -0.40 | 12.44 | -12.83 |
Dividends
Dividend History
Jensen Quality Value Fund provided a 11.49% dividend yield over the last twelve months, with an annual payout of $1.85 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.85 | $1.86 | $1.15 | $0.10 | $0.41 | $4.21 | $0.19 | $0.68 | $0.68 | $0.53 | $0.15 | $1.78 |
Dividend yield | 11.49% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Jensen Quality Value 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 | $0.03 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $1.81 | $0.00 | $1.86 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $1.11 | $0.00 | $1.15 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.41 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $4.18 | $4.21 |
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 Value 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 Value Fund was 34.52%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current Jensen Quality Value Fund drawdown is 10.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.52%Mar 2020 | 2mo 2d | 5mo 6d | 7mo 8dJan 2020 - Aug 2020 |
Bear market2022 | -24.56%Jun 2022 | 5mo 14d | 1y 6mo | 1y 11moJan 2022 - Dec 2023 |
2016 bear market2016 | -20.86%Jan 2016 | 11mo 1d | 6mo 24d | 1y 5moFeb 2015 - Aug 2016 |
2011 correction2011 | -19.21%Oct 2011 | 2mo 27d | 5mo 25d | 8mo 22dJul 2011 - Mar 2012 |
Rate-hike selloffLate 2018 | -18.40%Dec 2018 | 10mo 29d | 3mo 8d | 1y 2moJan 2018 - Apr 2019 |
Drawdown Indicators
| JNVSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -56.78% | +22.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -9.10% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -18.90% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -25.43% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -33.92% | -0.60% |
Current DrawdownCurrent decline from peak | -10.43% | -1.80% | -8.63% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -10.71% | +5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 2.03% | +3.45% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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