JENSX vs. FNDX
Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
JENSX is managed by Jensen. It was launched on Aug 3, 1992. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JENSX or FNDX.
Key characteristics
| JENSX | FNDX | |
|---|---|---|
| YTD Return | 3.65% | 8.38% |
| 1Y Return | 13.66% | 24.76% |
| 3Y Return (Ann) | 6.60% | 8.84% |
| 5Y Return (Ann) | 10.09% | 14.28% |
| 10Y Return (Ann) | 11.32% | 11.44% |
| Sharpe Ratio | 1.29 | 2.35 |
| Daily Std Dev | 10.59% | 10.75% |
| Max Drawdown | -45.54% | -37.72% |
| Current Drawdown | -1.23% | -0.82% |
Correlation
The correlation between JENSX and FNDX is 0.84, 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
JENSX vs. FNDX - Performance Comparison
In the year-to-date period, JENSX achieves a 3.65% return, which is significantly lower than FNDX's 8.38% return. Both investments have delivered pretty close results over the past 10 years, with JENSX having a 11.32% annualized return and FNDX not far ahead at 11.44%. 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. FNDX - Expense Ratio Comparison
JENSX has a 0.81% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Risk-Adjusted Performance
JENSX vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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. FNDX - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 7.51%, more than FNDX's 1.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | 7.51% | 7.82% | 3.02% | 6.58% | 0.94% | 8.12% | 10.12% | 3.24% | 4.62% | 11.65% | 5.06% | 4.07% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.73% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% | 1.62% | 0.46% |
Drawdowns
JENSX vs. FNDX - Drawdown Comparison
The maximum JENSX drawdown since its inception was -45.54%, which is greater than FNDX's maximum drawdown of -37.72%. Use the drawdown chart below to compare losses from any high point for JENSX and FNDX. For additional features, visit the drawdowns tool.
Volatility
JENSX vs. FNDX - Volatility Comparison
Jensen Quality Growth Fund (JENSX) and Schwab Fundamental U.S. Large Company Index ETF (FNDX) have volatilities of 2.76% and 2.81%, 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.