FAMEX vs. JNVSX
FAMEX (FAM Dividend Focus Fund) and JNVSX (Jensen Quality Value Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, FAMEX returned 10.93%/yr vs 11.00%/yr for JNVSX. Their correlation of 0.90 suggests significant overlap in exposure. FAMEX charges 1.23%/yr vs 1.05%/yr for JNVSX.
Performance
FAMEX vs. JNVSX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 2.03% return, which is significantly higher than JNVSX's -2.63% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 10.93% annualized return and JNVSX not far ahead at 11.00%.
FAMEX
- 1D
- 0.04%
- 1M
- 4.43%
- YTD
- 2.03%
- 6M
- 0.58%
- 1Y
- -2.22%
- 3Y*
- 7.86%
- 5Y*
- 5.36%
- 10Y*
- 10.93%
JNVSX
- 1D
- -0.56%
- 1M
- -1.92%
- YTD
- -2.63%
- 6M
- -3.40%
- 1Y
- -3.87%
- 3Y*
- 4.44%
- 5Y*
- 8.06%
- 10Y*
- 11.00%
FAMEX vs. JNVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.03% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
JNVSX Jensen Quality Value Fund | -2.63% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
Correlation
The correlation between FAMEX and JNVSX is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2010 | 0.90 |
The correlation between FAMEX and JNVSX shifts across timeframes, from 0.80 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FAMEX vs. JNVSX — Risk / Return Rank
FAMEX
JNVSX
FAMEX vs. JNVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) 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.
| FAMEX | JNVSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.97 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | -0.28 | +0.20 |
| Martin ratioReturn relative to average drawdown | -0.16 | -0.52 | +0.36 |
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Drawdowns
FAMEX vs. JNVSX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than JNVSX's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for FAMEX and JNVSX.
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Drawdown Indicators
| FAMEX | JNVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -34.52% | -20.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.83% | -10.42% | -3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -17.43% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -24.56% | +0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -34.52% | -1.44% |
Current DrawdownCurrent decline from peak | -6.10% | -10.94% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -5.18% | -1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 5.51% | +1.21% |
Volatility
FAMEX vs. JNVSX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 4.82% compared to Jensen Quality Value Fund (JNVSX) at 3.31%. This indicates that FAMEX'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
| FAMEX | JNVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.31% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 9.42% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 12.83% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 20.47% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 19.27% | -1.30% |
FAMEX vs. JNVSX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than JNVSX's 1.05% expense ratio.
Dividends
FAMEX vs. JNVSX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.66%, less than JNVSX's 11.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.66% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
JNVSX Jensen Quality Value Fund | 11.56% | 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
FAMEX and JNVSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (4.82%) compared to JNVSX (3.31%). In terms of maximum drawdown, FAMEX dropped -54.68% vs JNVSX's -34.52%.
FAMEX currently has the higher Sharpe Ratio (-0.08 vs -0.22), 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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