JENSX vs. FTGS

Last updated Apr 2, 2026

Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and First Trust Growth Strength ETF (FTGS).

JENSX is managed by Jensen. It was launched on Aug 3, 1992. FTGS is a passively managed fund by First Trust that tracks the performance of the The Growth Strength Index - Benchmark TR Gross. It was launched on Oct 25, 2022.

Performance

JENSX vs. FTGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth Fund (JENSX) and First Trust Growth Strength ETF (FTGS). The values are adjusted to include any dividend payments, if applicable.

JENSX vs. FTGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JENSX Jensen Quality Growth Fund	-10.38%	4.46%	-1.03%	16.60%	3.23%
FTGS First Trust Growth Strength ETF	-3.03%	12.78%	15.76%	33.69%	1.09%

Returns By Period

In the year-to-date period, JENSX achieves a -10.38% return, which is significantly lower than FTGS's -3.03% 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%

FTGS

• 1D: 0.69%
• 1M: -4.78%
• YTD: -3.03%
• 6M: -5.03%
• 1Y: 14.95%
• 3Y*: 16.14%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JENSX vs. FTGS - Expense Ratio Comparison

JENSX has a 0.81% expense ratio, which is higher than FTGS's 0.60% expense ratio.

JENSX

Jensen Quality Growth Fund

FTGS

First Trust Growth Strength ETF

Return for Risk

JENSX vs. FTGS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JENSX

JENSX Risk / Return Rank: 2
JENSX Sharpe Ratio Rank: 2
JENSX Sortino Ratio Rank: 2
JENSX Omega Ratio Rank: 2
JENSX Calmar Ratio Rank: 3
JENSX Martin Ratio Rank: 2

FTGS

FTGS Risk / Return Rank: 43
FTGS Sharpe Ratio Rank: 38
FTGS Sortino Ratio Rank: 42
FTGS Omega Ratio Rank: 41
FTGS Calmar Ratio Rank: 47
FTGS Martin Ratio Rank: 48

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JENSX vs. FTGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and First Trust Growth Strength ETF (FTGS). 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	FTGS	Difference
Sharpe ratio Return per unit of total volatility	-0.31	0.77	-1.08
Sortino ratio Return per unit of downside risk	-0.35	1.24	-1.59
Omega ratio Gain probability vs. loss probability	0.96	1.17	-0.22
Calmar ratio Return relative to maximum drawdown	-0.26	1.30	-1.55
Martin ratio Return relative to average drawdown	-0.97	4.88	-5.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JENSX vs. FTGS - Sharpe Ratio Comparison

The current JENSX Sharpe Ratio is -0.31, which is lower than the FTGS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of JENSX and FTGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JENSX	FTGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.31	0.77	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.99	-0.48

Correlation

The correlation between JENSX and FTGS is 0.79, 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. FTGS - Dividend Comparison

JENSX's dividend yield for the trailing twelve months is around 42.98%, more than FTGS's 0.10% 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%
FTGS First Trust Growth Strength ETF	0.10%	0.16%	0.39%	0.62%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

JENSX vs. FTGS - Drawdown Comparison

The maximum JENSX drawdown since its inception was -45.54%, which is greater than FTGS's maximum drawdown of -19.99%. Use the drawdown chart below to compare losses from any high point for JENSX and FTGS.

Drawdown Indicators

	JENSX	FTGS	Difference
Max Drawdown Largest peak-to-trough decline	-45.54%	-19.99%	-25.55%
Max Drawdown (1Y) Largest decline over 1 year	-14.74%	-11.83%	-2.91%
Max Drawdown (5Y) Largest decline over 5 years	-23.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-30.72%	—	—
Current Drawdown Current decline from peak	-18.79%	-6.27%	-12.52%
Average Drawdown Average peak-to-trough decline	-6.23%	-2.80%	-3.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	3.15%	+0.74%

Volatility

JENSX vs. FTGS - Volatility Comparison

Jensen Quality Growth Fund (JENSX) and First Trust Growth Strength ETF (FTGS) have volatilities of 5.37% and 5.54%, 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.

Volatility by Period

	JENSX	FTGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.37%	5.54%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.96%	10.26%	-1.30%
Volatility (1Y) Calculated over the trailing 1-year period	16.20%	19.62%	-3.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	17.32%	-1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.11%	17.32%	-0.21%