HEQFX vs. JNVSX
Compare and contrast key facts about Monteagle Opportunity Equity Fund (HEQFX) and Jensen Quality Value Fund (JNVSX).
HEQFX is managed by Monteagle Funds. It was launched on Jun 10, 1998. JNVSX is managed by Jensen. It was launched on Mar 31, 2010.
Performance
HEQFX vs. JNVSX - Performance Comparison
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HEQFX vs. JNVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HEQFX Monteagle Opportunity Equity Fund | 2.58% | 9.63% | 7.69% | 13.38% | -5.43% | 20.00% | 12.46% | 25.07% | -11.61% | 10.48% |
JNVSX Jensen Quality Value Fund | -2.61% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
Returns By Period
In the year-to-date period, HEQFX achieves a 2.58% return, which is significantly higher than JNVSX's -2.61% return. Over the past 10 years, HEQFX has underperformed JNVSX with an annualized return of 8.86%, while JNVSX has yielded a comparatively higher 10.78% annualized return.
HEQFX
- 1D
- 2.58%
- 1M
- -4.78%
- YTD
- 2.58%
- 6M
- 4.03%
- 1Y
- 15.35%
- 3Y*
- 10.42%
- 5Y*
- 6.81%
- 10Y*
- 8.86%
JNVSX
- 1D
- 1.20%
- 1M
- -7.83%
- YTD
- -2.61%
- 6M
- -6.59%
- 1Y
- -2.89%
- 3Y*
- 5.33%
- 5Y*
- 8.67%
- 10Y*
- 10.78%
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HEQFX vs. JNVSX - Expense Ratio Comparison
HEQFX has a 1.71% expense ratio, which is higher than JNVSX's 1.05% expense ratio.
Return for Risk
HEQFX vs. JNVSX — Risk / Return Rank
HEQFX
JNVSX
HEQFX vs. JNVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monteagle Opportunity Equity Fund (HEQFX) 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.
| HEQFX | JNVSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | -0.16 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.34 | -0.11 | +1.46 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | -0.16 | +1.41 |
Martin ratioReturn relative to average drawdown | 5.11 | -0.38 | +5.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HEQFX | JNVSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.16 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.43 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.56 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.57 | -0.57 |
Correlation
The correlation between HEQFX and JNVSX 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.
Dividends
HEQFX vs. JNVSX - Dividend Comparison
HEQFX's dividend yield for the trailing twelve months is around 10.65%, less than JNVSX's 11.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEQFX Monteagle Opportunity Equity Fund | 10.65% | 10.97% | 4.78% | 30.44% | 6.65% | 27.15% | 0.68% | 7.39% | 7.07% | 10.68% | 12.44% | 62.20% |
JNVSX Jensen Quality Value Fund | 11.51% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
Drawdowns
HEQFX vs. JNVSX - Drawdown Comparison
The maximum HEQFX drawdown since its inception was -99.13%, which is greater than JNVSX's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for HEQFX and JNVSX.
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Drawdown Indicators
| HEQFX | JNVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.13% | -34.52% | -64.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.93% | -10.62% | -2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -99.13% | -24.56% | -74.57% |
Max Drawdown (10Y)Largest decline over 10 years | -99.13% | -34.52% | -64.61% |
Current DrawdownCurrent decline from peak | -98.85% | -10.92% | -87.93% |
Average DrawdownAverage peak-to-trough decline | -10.46% | -5.13% | -5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.49% | -1.34% |
Volatility
HEQFX vs. JNVSX - Volatility Comparison
Monteagle Opportunity Equity Fund (HEQFX) has a higher volatility of 5.09% compared to Jensen Quality Value Fund (JNVSX) at 3.78%. This indicates that HEQFX'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
| HEQFX | JNVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 3.78% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 9.33% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 16.24% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6,749.73% | 20.45% | +6,729.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4,773.66% | 19.26% | +4,754.40% |