JENSX vs. JUEMX
Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and JPMorgan U.S. Equity Fund R6 (JUEMX).
JENSX is managed by Jensen. It was launched on Aug 3, 1992. JUEMX is managed by JPMorgan Chase. It was launched on Sep 17, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JENSX or JUEMX.
Performance
JENSX vs. JUEMX - Performance Comparison
Returns By Period
In the year-to-date period, JENSX achieves a 1.24% return, which is significantly lower than JUEMX's 27.64% return. Over the past 10 years, JENSX has underperformed JUEMX with an annualized return of 4.68%, while JUEMX has yielded a comparatively higher 6.70% annualized return.
JENSX
1.24%
-9.28%
-3.01%
-3.16%
3.12%
4.68%
JUEMX
27.64%
2.49%
13.24%
32.95%
11.05%
6.70%
Key characteristics
| JENSX | JUEMX | |
|---|---|---|
| Sharpe Ratio | -0.19 | 2.59 |
| Sortino Ratio | -0.13 | 3.52 |
| Omega Ratio | 0.98 | 1.49 |
| Calmar Ratio | -0.19 | 2.42 |
| Martin Ratio | -0.75 | 17.84 |
| Ulcer Index | 4.19% | 1.85% |
| Daily Std Dev | 16.44% | 12.74% |
| Max Drawdown | -47.93% | -34.95% |
| Current Drawdown | -13.41% | -1.09% |
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JENSX vs. JUEMX - Expense Ratio Comparison
JENSX has a 0.81% expense ratio, which is higher than JUEMX's 0.44% expense ratio.
Correlation
The correlation between JENSX and JUEMX is 0.90, 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.
Risk-Adjusted Performance
JENSX vs. JUEMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and JPMorgan U.S. Equity Fund R6 (JUEMX). 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. JUEMX - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 0.65%, less than JUEMX's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | 0.65% | 0.82% | 0.85% | 0.64% | 0.94% | 1.03% | 0.99% | 0.91% | 1.14% | 1.29% | 1.00% | 0.92% |
JUEMX JPMorgan U.S. Equity Fund R6 | 0.74% | 1.06% | 1.28% | 0.79% | 0.92% | 1.10% | 1.41% | 1.11% | 1.22% | 1.24% | 1.36% | 1.09% |
Drawdowns
JENSX vs. JUEMX - Drawdown Comparison
The maximum JENSX drawdown since its inception was -47.93%, which is greater than JUEMX's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for JENSX and JUEMX. For additional features, visit the drawdowns tool.
Volatility
JENSX vs. JUEMX - Volatility Comparison
Jensen Quality Growth Fund (JENSX) has a higher volatility of 11.20% compared to JPMorgan U.S. Equity Fund R6 (JUEMX) at 4.56%. This indicates that JENSX's price experiences larger fluctuations and is considered to be riskier than JUEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.