FTGS vs. JENSX

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Growth Strength ETF (FTGS) and Jensen Quality Growth Fund (JENSX).

FTGS is a passively managed fund by First Trust that tracks the performance of the The Growth Strength Index - Benchmark TR Gross. It was launched on Oct 25, 2022. JENSX is managed by Jensen. It was launched on Aug 3, 1992.

Performance

FTGS vs. JENSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Growth Strength ETF (FTGS) and Jensen Quality Growth Fund (JENSX). The values are adjusted to include any dividend payments, if applicable.

FTGS vs. JENSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FTGS First Trust Growth Strength ETF	-3.03%	12.78%	15.76%	33.69%	1.09%
JENSX Jensen Quality Growth Fund	-10.38%	4.46%	-1.03%	16.60%	3.23%

Returns By Period

In the year-to-date period, FTGS achieves a -3.03% return, which is significantly higher than JENSX's -10.38% return.

FTGS

• 1D: 0.69%
• 1M: -4.78%
• YTD: -3.03%
• 6M: -5.03%
• 1Y: 14.95%
• 3Y*: 16.14%
• 5Y*: —
• 10Y*: —

JENSX

• 1D: 2.71%
• 1M: -7.39%
• YTD: -10.38%
• 6M: -11.42%
• 1Y: -5.32%
• 3Y*: 1.09%
• 5Y*: 2.59%
• 10Y*: 8.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTGS vs. JENSX - Expense Ratio Comparison

FTGS has a 0.60% expense ratio, which is lower than JENSX's 0.81% expense ratio.

JENSX

Jensen Quality Growth Fund

FTGS

First Trust Growth Strength ETF

Return for Risk

FTGS vs. JENSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTGS

FTGS Risk / Return Rank: 43
FTGS Sharpe Ratio Rank: 38
FTGS Sortino Ratio Rank: 42
FTGS Omega Ratio Rank: 41
FTGS Calmar Ratio Rank: 47
FTGS Martin Ratio Rank: 48

JENSX

JENSX Risk / Return Rank: 2
JENSX Sharpe Ratio Rank: 2
JENSX Sortino Ratio Rank: 2
JENSX Omega Ratio Rank: 2
JENSX Calmar Ratio Rank: 3
JENSX Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTGS vs. JENSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Growth Strength ETF (FTGS) 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.

	FTGS	JENSX	Difference
Sharpe ratio Return per unit of total volatility	0.77	-0.31	+1.08
Sortino ratio Return per unit of downside risk	1.24	-0.35	+1.59
Omega ratio Gain probability vs. loss probability	1.17	0.96	+0.22
Calmar ratio Return relative to maximum drawdown	1.30	-0.26	+1.55
Martin ratio Return relative to average drawdown	4.88	-0.97	+5.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTGS vs. JENSX - Sharpe Ratio Comparison

The current FTGS Sharpe Ratio is 0.77, which is higher than the JENSX Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of FTGS and JENSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FTGS	JENSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	-0.31	+1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	0.51	+0.48

Correlation

The correlation between FTGS and JENSX is 0.79, 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.

Dividends

FTGS vs. JENSX - Dividend Comparison

FTGS's dividend yield for the trailing twelve months is around 0.10%, less than JENSX's 42.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTGS First Trust Growth Strength ETF	0.10%	0.16%	0.39%	0.62%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JENSX Jensen Quality Growth Fund	42.98%	38.59%	0.64%	7.82%	3.02%	6.69%	0.94%	8.12%	10.12%	3.24%	4.62%	11.65%

Drawdowns

FTGS vs. JENSX - Drawdown Comparison

The maximum FTGS drawdown since its inception was -19.99%, smaller than the maximum JENSX drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for FTGS and JENSX.

Drawdown Indicators

	FTGS	JENSX	Difference
Max Drawdown Largest peak-to-trough decline	-19.99%	-45.54%	+25.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-14.74%	+2.91%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-30.72%	—
Current Drawdown Current decline from peak	-6.27%	-18.79%	+12.52%
Average Drawdown Average peak-to-trough decline	-2.80%	-6.23%	+3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	3.89%	-0.74%

Volatility

FTGS vs. JENSX - Volatility Comparison

First Trust Growth Strength ETF (FTGS) and Jensen Quality Growth Fund (JENSX) have volatilities of 5.54% and 5.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTGS	JENSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	5.37%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	10.26%	8.96%	+1.30%
Volatility (1Y) Calculated over the trailing 1-year period	19.62%	16.20%	+3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	15.96%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.32%	17.11%	+0.21%