JENSX vs. GTLLX
Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX).
JENSX is managed by Jensen. It was launched on Aug 3, 1992. GTLLX is managed by Glenmede. It was launched on Feb 27, 2004.
Performance
JENSX vs. GTLLX - Performance Comparison
Loading graphics...
JENSX vs. GTLLX - 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% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | -3.91% | 17.44% | 20.71% | 27.10% | -21.69% | 32.91% | 18.80% | 34.86% | -5.23% | 27.83% |
Returns By Period
In the year-to-date period, JENSX achieves a -10.38% return, which is significantly lower than GTLLX's -3.91% return. Over the past 10 years, JENSX has underperformed GTLLX with an annualized return of 8.01%, while GTLLX has yielded a comparatively higher 13.87% 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%
GTLLX
- 1D
- 3.87%
- 1M
- -4.30%
- YTD
- -3.91%
- 6M
- -1.68%
- 1Y
- 20.37%
- 3Y*
- 16.61%
- 5Y*
- 10.38%
- 10Y*
- 13.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JENSX vs. GTLLX - Expense Ratio Comparison
JENSX has a 0.81% expense ratio, which is lower than GTLLX's 0.85% expense ratio.
Return for Risk
JENSX vs. GTLLX — Risk / Return Rank
JENSX
GTLLX
JENSX vs. GTLLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). 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 | GTLLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 0.95 | -1.26 |
Sortino ratioReturn per unit of downside risk | -0.35 | 1.48 | -1.83 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.20 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.29 | -1.55 |
Martin ratioReturn relative to average drawdown | -0.97 | 5.23 | -6.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JENSX | GTLLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 0.95 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.36 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.56 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.50 | +0.01 |
Correlation
The correlation between JENSX and GTLLX is 0.88, 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. GTLLX - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 42.98%, more than GTLLX's 15.95% 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% |
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio | 15.95% | 15.33% | 40.42% | 4.91% | 7.93% | 20.20% | 15.12% | 14.10% | 16.97% | 2.29% | 0.58% | 0.61% |
Drawdowns
JENSX vs. GTLLX - Drawdown Comparison
The maximum JENSX drawdown since its inception was -45.54%, smaller than the maximum GTLLX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for JENSX and GTLLX.
Loading graphics...
Drawdown Indicators
| JENSX | GTLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.54% | -54.32% | +8.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -12.16% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -41.54% | +17.73% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -41.54% | +10.82% |
Current DrawdownCurrent decline from peak | -18.79% | -20.87% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -8.56% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 3.20% | +0.69% |
Volatility
JENSX vs. GTLLX - Volatility Comparison
The current volatility for Jensen Quality Growth Fund (JENSX) is 5.37%, while Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) has a volatility of 6.78%. This indicates that JENSX experiences smaller price fluctuations and is considered to be less risky than GTLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JENSX | GTLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 6.78% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 13.31% | -4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 22.44% | -6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 28.90% | -12.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 24.92% | -7.81% |