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.
Performance
JENSX vs. SPLV - Performance Comparison
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JENSX vs. SPLV - 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% |
SPLV Invesco S&P 500 Low Volatility ETF | 3.24% | 4.10% | 13.93% | 0.53% | -4.88% | 24.13% | -1.39% | 27.87% | -0.19% | 17.32% |
Returns By Period
In the year-to-date period, JENSX achieves a -10.38% return, which is significantly lower than SPLV's 3.24% return. Both investments have delivered pretty close results over the past 10 years, with JENSX having a 8.01% annualized return and SPLV not far ahead at 8.34%.
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%
SPLV
- 1D
- 0.26%
- 1M
- -5.14%
- YTD
- 3.24%
- 6M
- 1.55%
- 1Y
- 0.27%
- 3Y*
- 7.81%
- 5Y*
- 6.88%
- 10Y*
- 8.34%
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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.
Return for Risk
JENSX vs. SPLV — Risk / Return Rank
JENSX
SPLV
JENSX vs. SPLV - Risk-Adjusted Trends 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.
| JENSX | SPLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 0.02 | -0.33 |
Sortino ratioReturn per unit of downside risk | -0.35 | 0.12 | -0.46 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.02 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 0.03 | -0.28 |
Martin ratioReturn relative to average drawdown | -0.97 | 0.09 | -1.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JENSX | SPLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 0.02 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.56 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.54 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.69 | -0.19 |
Correlation
The correlation between JENSX and SPLV is 0.77, 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. SPLV - Dividend Comparison
JENSX's dividend yield for the trailing twelve months is around 42.98%, more than SPLV's 2.12% 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% |
SPLV Invesco S&P 500 Low Volatility ETF | 2.12% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
Drawdowns
JENSX vs. SPLV - Drawdown Comparison
The maximum JENSX drawdown since its inception was -45.54%, 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.
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Drawdown Indicators
| JENSX | SPLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.54% | -36.26% | -9.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.74% | -8.88% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.81% | -17.26% | -6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -30.72% | -36.26% | +5.54% |
Current DrawdownCurrent decline from peak | -18.79% | -5.14% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -3.54% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.89% | +1.00% |
Volatility
JENSX vs. SPLV - Volatility Comparison
Jensen Quality Growth Fund (JENSX) has a higher volatility of 5.37% compared to Invesco S&P 500 Low Volatility ETF (SPLV) at 3.08%. 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.
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Volatility by Period
| JENSX | SPLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.08% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 6.84% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 12.68% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 12.43% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.11% | 15.35% | +1.76% |