JENSX vs. DBEF
Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF).
JENSX is managed by Jensen. It was launched on Aug 3, 1992. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JENSX or DBEF.
Key characteristics
| JENSX | DBEF | |
|---|---|---|
| YTD Return | 2.60% | 12.27% |
| 1Y Return | 0.16% | 16.92% |
| 3Y Return (Ann) | -3.27% | 8.36% |
| 5Y Return (Ann) | 3.35% | 9.71% |
| 10Y Return (Ann) | 4.99% | 8.59% |
| Sharpe Ratio | 0.09 | 1.65 |
| Sortino Ratio | 0.20 | 2.21 |
| Omega Ratio | 1.04 | 1.30 |
| Calmar Ratio | 0.10 | 1.86 |
| Martin Ratio | 0.42 | 8.80 |
| Ulcer Index | 3.71% | 2.07% |
| Daily Std Dev | 16.43% | 11.02% |
| Max Drawdown | -47.93% | -32.46% |
| Current Drawdown | -12.24% | -3.05% |
Correlation
The correlation between JENSX and DBEF is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JENSX vs. DBEF - Performance Comparison
In the year-to-date period, JENSX achieves a 2.60% return, which is significantly lower than DBEF's 12.27% return. Over the past 10 years, JENSX has underperformed DBEF with an annualized return of 4.99%, while DBEF has yielded a comparatively higher 8.59% 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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JENSX vs. DBEF - Expense Ratio Comparison
JENSX has a 0.81% expense ratio, which is higher than DBEF's 0.36% expense ratio.
Risk-Adjusted Performance
JENSX vs. DBEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and Xtrackers MSCI EAFE Hedged Equity ETF (DBEF). 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
JENSX vs. DBEF - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 0.64%, less than DBEF's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | 0.64% | 0.82% | 0.85% | 0.64% | 0.94% | 1.03% | 0.99% | 0.91% | 1.14% | 1.29% | 1.00% | 0.92% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 0.65% | 4.45% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.56% | 3.70% | 5.09% | 1.48% |
Drawdowns
JENSX vs. DBEF - Drawdown Comparison
The maximum JENSX drawdown since its inception was -47.93%, which is greater than DBEF's maximum drawdown of -32.46%. Use the drawdown chart below to compare losses from any high point for JENSX and DBEF. For additional features, visit the drawdowns tool.
Volatility
JENSX vs. DBEF - Volatility Comparison
Jensen Quality Growth Fund (JENSX) has a higher volatility of 11.09% compared to Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) at 2.97%. This indicates that JENSX's price experiences larger fluctuations and is considered to be riskier than DBEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.