JENSX vs. DFIEX
Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and DFA International Core Equity Portfolio I (DFIEX).
JENSX is managed by Jensen. It was launched on Aug 3, 1992. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
JENSX vs. DFIEX - Performance Comparison
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JENSX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | -10.38% | 4.46% | -1.03% | 16.60% | -16.58% | 30.32% | 8.24% | 29.02% | 2.01% | 23.21% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, JENSX achieves a -10.38% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, JENSX has underperformed DFIEX with an annualized return of 8.01%, while DFIEX has yielded a comparatively higher 9.64% annualized return.
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%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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JENSX vs. DFIEX - Expense Ratio Comparison
JENSX has a 0.81% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
JENSX vs. DFIEX — Risk / Return Rank
JENSX
DFIEX
JENSX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| JENSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 1.95 | -2.26 |
Sortino ratioReturn per unit of downside risk | -0.35 | 2.55 | -2.89 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.57 | -2.83 |
Martin ratioReturn relative to average drawdown | -0.97 | 10.07 | -11.04 |
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
| JENSX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 1.95 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.60 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.35 | +0.16 |
Correlation
The correlation between JENSX and DFIEX is 0.72, 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
JENSX vs. DFIEX - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 42.98%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
JENSX vs. DFIEX - Drawdown Comparison
The maximum JENSX drawdown since its inception was -45.54%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for JENSX and DFIEX.
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Drawdown Indicators
| JENSX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.54% | -62.22% | +16.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -11.01% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -28.66% | +4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -41.04% | +10.32% |
Current DrawdownCurrent decline from peak | -18.79% | -7.75% | -11.04% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -12.26% | +6.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.81% | +1.08% |
Volatility
JENSX vs. DFIEX - Volatility Comparison
The current volatility for Jensen Quality Growth Fund (JENSX) is 5.37%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that JENSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JENSX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 7.09% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 10.45% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 15.90% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 15.65% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 16.35% | +0.76% |