DEOPX vs. JNVSX
DEOPX (Davenport Equity Opportunities Fund) and JNVSX (Jensen Quality Value Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, DEOPX returned 10.61%/yr vs 11.17%/yr for JNVSX. Their correlation of 0.87 suggests significant overlap in exposure. DEOPX charges 0.88%/yr vs 1.05%/yr for JNVSX.
Performance
DEOPX vs. JNVSX - Performance Comparison
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Returns By Period
In the year-to-date period, DEOPX achieves a 3.42% return, which is significantly higher than JNVSX's -1.11% return. Over the past 10 years, DEOPX has underperformed JNVSX with an annualized return of 10.61%, while JNVSX has yielded a comparatively higher 11.17% annualized return.
DEOPX
- 1D
- 0.98%
- 1M
- 3.42%
- YTD
- 3.42%
- 6M
- 2.02%
- 1Y
- 0.18%
- 3Y*
- 8.48%
- 5Y*
- 3.86%
- 10Y*
- 10.61%
JNVSX
- 1D
- 1.50%
- 1M
- -0.32%
- YTD
- -1.11%
- 6M
- -2.18%
- 1Y
- -2.31%
- 3Y*
- 4.99%
- 5Y*
- 8.08%
- 10Y*
- 11.17%
DEOPX vs. JNVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEOPX Davenport Equity Opportunities Fund | 3.42% | -2.60% | 9.72% | 27.73% | -23.09% | 26.32% | 21.37% | 39.85% | -8.01% | 20.79% |
JNVSX Jensen Quality Value Fund | -1.11% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
Correlation
The correlation between DEOPX and JNVSX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2010 | 0.87 |
The correlation between DEOPX and JNVSX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
DEOPX vs. JNVSX — Risk / Return Rank
DEOPX
JNVSX
DEOPX vs. JNVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Equity Opportunities Fund (DEOPX) and Jensen Quality Value Fund (JNVSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| DEOPX | JNVSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.97 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | -0.31 | +0.24 |
| Martin ratioReturn relative to average drawdown | -0.16 | -0.59 | +0.43 |
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Drawdowns
DEOPX vs. JNVSX - Drawdown Comparison
The maximum DEOPX drawdown since its inception was -37.76%, which is greater than JNVSX's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for DEOPX and JNVSX.
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Drawdown Indicators
| DEOPX | JNVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.76% | -34.52% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -10.42% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -20.22% | -17.43% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -30.22% | -24.56% | -5.66% |
Max Drawdown (10Y)Largest decline over 10 years | -37.76% | -34.52% | -3.24% |
Current DrawdownCurrent decline from peak | -7.08% | -9.54% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.19% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 5.56% | +1.00% |
Volatility
DEOPX vs. JNVSX - Volatility Comparison
Davenport Equity Opportunities Fund (DEOPX) has a higher volatility of 4.81% compared to Jensen Quality Value Fund (JNVSX) at 3.47%. This indicates that DEOPX's price experiences larger fluctuations and is considered to be riskier than JNVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEOPX | JNVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.47% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 9.53% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.48% | 12.85% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 20.48% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.28% | 19.23% | +0.05% |
DEOPX vs. JNVSX - Expense Ratio Comparison
DEOPX has a 0.88% expense ratio, which is lower than JNVSX's 1.05% expense ratio.
Dividends
DEOPX vs. JNVSX - Dividend Comparison
DEOPX's dividend yield for the trailing twelve months is around 3.40%, less than JNVSX's 11.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEOPX Davenport Equity Opportunities Fund | 3.40% | 3.01% | 0.09% | 4.85% | 8.78% | 10.45% | 10.39% | 4.26% | 4.11% | 0.00% | 1.26% | 5.20% |
JNVSX Jensen Quality Value Fund | 11.38% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
Frequently Asked Questions
DEOPX and JNVSX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEOPX has higher volatility (4.81%) compared to JNVSX (3.47%). In terms of maximum drawdown, DEOPX dropped -37.76% vs JNVSX's -34.52%.
DEOPX currently has the higher Sharpe Ratio (-0.07 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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