JENSX vs. SPLV
Compare and contrast key facts about Jensen Quality Growth Fund (JENSX) and Invesco S&P 500® Low Volatility ETF (SPLV).
JENSX is managed by Jensen. It was launched on Aug 3, 1992. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JENSX or SPLV.
Correlation
The correlation between JENSX and SPLV 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.
Performance
JENSX vs. SPLV - Performance Comparison
Key characteristics
JENSX:
-0.01
SPLV:
1.53
JENSX:
0.08
SPLV:
2.13
JENSX:
1.01
SPLV:
1.27
JENSX:
-0.01
SPLV:
1.73
JENSX:
-0.02
SPLV:
5.90
JENSX:
5.50%
SPLV:
2.51%
JENSX:
14.91%
SPLV:
9.73%
JENSX:
-47.93%
SPLV:
-36.26%
JENSX:
-13.03%
SPLV:
-4.90%
Returns By Period
In the year-to-date period, JENSX achieves a 2.73% return, which is significantly higher than SPLV's 1.55% return. Over the past 10 years, JENSX has underperformed SPLV with an annualized return of 5.35%, while SPLV has yielded a comparatively higher 8.87% annualized return.
JENSX
2.73%
2.54%
-6.20%
-0.50%
3.99%
5.35%
SPLV
1.55%
1.78%
5.81%
13.84%
5.65%
8.87%
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JENSX vs. SPLV - Expense Ratio Comparison
JENSX has a 0.81% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Risk-Adjusted Performance
JENSX vs. SPLV — Risk-Adjusted Performance Rank
JENSX
SPLV
JENSX vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and Invesco S&P 500® Low Volatility ETF (SPLV). 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. SPLV - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 0.62%, less than SPLV's 1.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | 0.62% | 0.64% | 0.82% | 0.85% | 0.64% | 0.94% | 1.03% | 0.99% | 0.91% | 1.14% | 1.29% | 1.00% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.81% | 1.88% | 2.45% | 2.11% | 1.50% | 2.13% | 2.08% | 2.17% | 2.03% | 2.03% | 2.28% | 2.20% |
Drawdowns
JENSX vs. SPLV - Drawdown Comparison
The maximum JENSX drawdown since its inception was -47.93%, which is greater than SPLV's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for JENSX and SPLV. For additional features, visit the drawdowns tool.
Volatility
JENSX vs. SPLV - Volatility Comparison
The current volatility for Jensen Quality Growth Fund (JENSX) is 3.02%, while Invesco S&P 500® Low Volatility ETF (SPLV) has a volatility of 4.10%. This indicates that JENSX experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.