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.
Performance
JENSX vs. FNDX - Performance Comparison
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JENSX vs. FNDX - 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% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98% | 16.94% | 16.77% | 18.23% | -6.92% | 31.73% | 9.12% | 28.65% | -7.30% | 17.12% |
Returns By Period
In the year-to-date period, JENSX achieves a -10.38% return, which is significantly lower than FNDX's 2.98% return. Over the past 10 years, JENSX has underperformed FNDX with an annualized return of 8.01%, while FNDX has yielded a comparatively higher 13.29% 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%
FNDX
- 1D
- 0.22%
- 1M
- -3.37%
- YTD
- 2.98%
- 6M
- 6.54%
- 1Y
- 20.25%
- 3Y*
- 17.20%
- 5Y*
- 12.04%
- 10Y*
- 13.29%
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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.
Return for Risk
JENSX vs. FNDX — Risk / Return Rank
JENSX
FNDX
JENSX vs. FNDX - Risk-Adjusted Trends 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.
| JENSX | FNDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 1.26 | -1.57 |
Sortino ratioReturn per unit of downside risk | -0.35 | 1.82 | -2.16 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.28 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.65 | -1.91 |
Martin ratioReturn relative to average drawdown | -0.97 | 7.91 | -8.87 |
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 | FNDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 1.26 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.79 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.76 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.74 | -0.24 |
Correlation
The correlation between JENSX and FNDX is 0.83, 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. FNDX - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 42.98%, more than FNDX's 1.61% 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% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.61% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
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.
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Drawdown Indicators
| JENSX | FNDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.54% | -37.72% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -12.25% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -19.06% | -4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -37.72% | +7.00% |
Current DrawdownCurrent decline from peak | -18.79% | -4.00% | -14.79% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -3.59% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.56% | +1.33% |
Volatility
JENSX vs. FNDX - Volatility Comparison
Jensen Quality Growth Fund (JENSX) has a higher volatility of 5.37% compared to Schwab Fundamental U.S. Large Company Index ETF (FNDX) at 3.84%. This indicates that JENSX's price experiences larger fluctuations and is considered to be riskier than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JENSX | FNDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.84% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 8.06% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 16.18% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 15.26% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 17.51% | -0.40% |