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:
1.10
SPLV:
1.74
JENSX:
1.53
SPLV:
2.44
JENSX:
1.20
SPLV:
1.31
JENSX:
2.17
SPLV:
2.23
JENSX:
6.39
SPLV:
9.19
JENSX:
1.87%
SPLV:
1.72%
JENSX:
10.91%
SPLV:
9.08%
JENSX:
-47.93%
SPLV:
-36.26%
JENSX:
-2.80%
SPLV:
-6.25%
Returns By Period
In the year-to-date period, JENSX achieves a 11.52% return, which is significantly lower than SPLV's 14.04% return. Both investments have delivered pretty close results over the past 10 years, with JENSX having a 8.17% annualized return and SPLV not far ahead at 8.48%.
JENSX
11.52%
-1.11%
4.89%
12.01%
8.89%
8.17%
SPLV
14.04%
-5.12%
6.81%
15.23%
6.14%
8.48%
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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 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 12.10%, more than SPLV's 1.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JENSX Jensen Quality Growth Fund | 12.10% | 0.82% | 0.85% | 0.64% | 0.94% | 1.03% | 0.99% | 0.91% | 1.14% | 1.29% | 1.00% | 0.92% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.73% | 2.45% | 2.11% | 1.50% | 2.13% | 2.08% | 2.17% | 2.03% | 2.03% | 2.28% | 2.20% | 2.60% |
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
Jensen Quality Growth Fund (JENSX) has a higher volatility of 3.22% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 2.89%. This indicates that JENSX's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.