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Jensen Quality Value Fund (JNVSX) Sortino Ratio: -0.07

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

The fund invests in equity securities of companies. These companies are selected from a universe of all publicly traded U.S. companies that, as determined by the Adviser, have produced long-term records of consistently high returns on shareholder equity. In order to qualify for this universe, each company must have a market capitalization between $100 million and the capitalization of the largest company in the Russell Midcap Index, and a return on equity of 15% or greater in each of the last ten years as determined by the Adviser.

JNVSX's Sortino Ratio of -0.07 indicates that for each unit of downside volatility, it generates -0.07 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

JNVSX Sortino Ratio Rank

JNVSX Sortino Ratio Rank: 2.12
Concerning

JNVSX ranks above 2.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Weak downside-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or implementing downside hedges
  • Review higher-ranked alternatives in the same category

JNVSX Sortino Ratio Market Positioning

The chart shows JNVSX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 2.10 or lower
  • Yellow zone (middle 50%): 2.10 to 3.65
  • Green zone (top 25%): 3.65 or higher
  • Top 1%: 9.16+
  • Median: 3.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Jensen Quality Value Fund's Sortino Ratio with other mutual funds in the Mid Cap Blend Equities category across multiple time periods, showing how JNVSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PFSLXParadigm Select Fund4.26
BIGTXThe Texas Fund3.68
GENIXGotham Enhanced Return Fund3.68
DSMFXDestinations Small-Mid Cap Equity Fund3.48
VNVYXNatixis Funds Trust II Vaughan Nelson Mid Cap Fund3.45
THPMXThompson MidCap Fund3.39
VSEQXVanguard Strategic Equity Fund3.38
FTHMXFullerThaler Behavioral Mid-Cap Equity Fund Institutional Shares3.32
GABVXGabelli Value 25 Fund3.22
FZFLXFidelity SAI Small-Mid Cap 500 Index Fund3.22
JNVSXJensen Quality Value Fund-0.07

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows JNVSX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when JNVSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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