FISPX vs. JENSX
Compare and contrast key facts about Federated Hermes Max Cap Index Fund (FISPX) and Jensen Quality Growth Fund (JENSX).
FISPX is managed by Federated. It was launched on Jul 11, 1990. JENSX is managed by Jensen. It was launched on Aug 3, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FISPX or JENSX.
Key characteristics
| FISPX | JENSX | |
|---|---|---|
| YTD Return | 22.79% | 11.37% |
| 1Y Return | 40.31% | 23.81% |
| 3Y Return (Ann) | 9.52% | 5.17% |
| 5Y Return (Ann) | 15.22% | 10.11% |
| 10Y Return (Ann) | 15.14% | 11.45% |
| Sharpe Ratio | 3.41 | 2.31 |
| Sortino Ratio | 4.49 | 3.21 |
| Omega Ratio | 1.64 | 1.41 |
| Calmar Ratio | 3.88 | 1.93 |
| Martin Ratio | 21.98 | 14.26 |
| Ulcer Index | 1.88% | 1.74% |
| Daily Std Dev | 12.14% | 10.77% |
| Max Drawdown | -54.64% | -45.54% |
| Current Drawdown | -0.92% | -2.12% |
Correlation
The correlation between FISPX and JENSX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FISPX vs. JENSX - Performance Comparison
In the year-to-date period, FISPX achieves a 22.79% return, which is significantly higher than JENSX's 11.37% return. Over the past 10 years, FISPX has outperformed JENSX with an annualized return of 15.14%, while JENSX has yielded a comparatively lower 11.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FISPX vs. JENSX - Expense Ratio Comparison
FISPX has a 0.37% expense ratio, which is lower than JENSX's 0.81% expense ratio.
Risk-Adjusted Performance
FISPX vs. JENSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Max Cap Index Fund (FISPX) and Jensen Quality Growth Fund (JENSX). 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.
Dividends
FISPX vs. JENSX - Dividend Comparison
FISPX's dividend yield for the trailing twelve months is around 18.63%, more than JENSX's 6.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISPX Federated Hermes Max Cap Index Fund | 18.63% | 22.88% | 16.72% | 16.48% | 23.53% | 15.79% | 47.85% | 25.80% | 18.45% | 14.91% | 12.35% | 10.10% |
JENSX Jensen Quality Growth Fund | 6.90% | 7.82% | 3.02% | 6.58% | 0.94% | 8.12% | 10.12% | 3.24% | 4.62% | 11.65% | 5.06% | 4.07% |
Drawdowns
FISPX vs. JENSX - Drawdown Comparison
The maximum FISPX drawdown since its inception was -54.64%, which is greater than JENSX's maximum drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for FISPX and JENSX. For additional features, visit the drawdowns tool.
Volatility
FISPX vs. JENSX - Volatility Comparison
The current volatility for Federated Hermes Max Cap Index Fund (FISPX) is 2.48%, while Jensen Quality Growth Fund (JENSX) has a volatility of 2.85%. This indicates that FISPX experiences smaller price fluctuations and is considered to be less risky than JENSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.