JENSX vs. WHGMX

Last updated Aug 1, 2026

JENSX (Jensen Quality Growth Fund) and WHGMX (Westwood Quality SMidCap Fund) are both Quality Factor funds. Over the past 10 years, JENSX returned 8.97%/yr vs 9.74%/yr for WHGMX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. JENSX charges 0.81%/yr vs 0.88%/yr for WHGMX.

Performance

JENSX vs. WHGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth Fund (JENSX) and Westwood Quality SMidCap Fund (WHGMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JENSX achieves a 1.71% return, which is significantly lower than WHGMX's 14.93% return. Over the past 10 years, JENSX has underperformed WHGMX with an annualized return of 8.97%, while WHGMX has yielded a comparatively higher 9.74% annualized return.

JENSX

• 1D: 0.61%
• 1M: 1.20%
• 6M: 2.86%
• YTD: 1.71%
• 1Y: 4.88%
• 3Y*: 2.83%
• 5Y*: 2.69%
• 10Y*: 8.97%
• ALL TIME*: 8.73%

WHGMX

• 1D: 0.97%
• 1M: -1.68%
• 6M: 7.38%
• YTD: 14.93%
• 1Y: 21.36%
• 3Y*: 13.32%
• 5Y*: 8.88%
• 10Y*: 9.74%
• ALL TIME*: 9.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JENSX Jensen Quality Growth Fund	$0.00	$0.00	$0.00
WHGMX Westwood Quality SMidCap Fund	$0.00	$0.00	$0.00

JENSX vs. WHGMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JENSX Jensen Quality Growth Fund	1.71%	4.46%	-1.03%	16.60%	-16.58%	30.32%	8.24%	29.02%	2.01%	23.21%
WHGMX Westwood Quality SMidCap Fund	14.93%	8.40%	10.41%	17.78%	-10.35%	21.39%	5.41%	29.42%	-11.70%	10.39%

Correlation

The correlation between JENSX and WHGMX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (10Y) Provides a long-term view across more market conditions.	0.68
Correlation (All Time) Calculated using the full available price history since Dec 19, 2005	0.77

Over the past year, the correlation between JENSX and WHGMX has dropped to 0.54 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Return for Risk

JENSX vs. WHGMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JENSX

JENSX Risk / Return Rank: 8
JENSX Sharpe Ratio Rank: 8
JENSX Sortino Ratio Rank: 8
JENSX Omega Ratio Rank: 8
JENSX Calmar Ratio Rank: 7
JENSX Martin Ratio Rank: 8

WHGMX

WHGMX Risk / Return Rank: 42
WHGMX Sharpe Ratio Rank: 38
WHGMX Sortino Ratio Rank: 43
WHGMX Omega Ratio Rank: 35
WHGMX Calmar Ratio Rank: 52
WHGMX Martin Ratio Rank: 43

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JENSX vs. WHGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and Westwood Quality SMidCap Fund (WHGMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JENSX	WHGMX	Difference
Sharpe ratio: Return per unit of total volatility	0.23	1.19	-0.95
Sortino ratio: Return per unit of downside risk	0.41	1.85	-1.44
Omega ratio: Gain probability vs. loss probability	1.05	1.21	-0.16
Calmar ratio: Return relative to maximum drawdown	0.20	1.95	-1.75
Martin ratio: Return relative to average drawdown	0.67	6.43	-5.76

JENSX vs. WHGMX - Sharpe Ratio Comparison

The current JENSX Sharpe Ratio is 0.23, which is lower than the WHGMX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JENSX and WHGMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JENSX vs. WHGMX - Drawdown Comparison

The maximum JENSX drawdown since its inception was -45.54%, smaller than the maximum WHGMX drawdown of -47.99%. Use the drawdown chart below to compare losses from any high point for JENSX and WHGMX.

Drawdown Indicators

	JENSX	WHGMX	Difference
Max Drawdown Largest peak-to-trough decline	-45.54%	-47.99%	+2.45%
Max Drawdown (1Y) Largest decline over 1 year	-14.74%	-9.68%	-5.06%
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	-23.78%	+0.93%
Max Drawdown (5Y) Largest decline over 5 years	-23.81%	-23.78%	-0.03%
Max Drawdown (10Y) Largest decline over 10 years	-30.72%	-42.26%	+11.54%
Current Drawdown Current decline from peak	-7.83%	-2.59%	-5.24%
Average Drawdown Average peak-to-trough decline	-6.28%	-7.15%	+0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.40%	2.93%	+1.47%

Volatility

JENSX vs. WHGMX - Volatility Comparison

Jensen Quality Growth Fund (JENSX) and Westwood Quality SMidCap Fund (WHGMX) have volatilities of 3.70% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JENSX	WHGMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	3.78%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	11.85%	-1.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	15.88%	-3.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	18.74%	-2.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	20.26%	-3.10%

JENSX vs. WHGMX - Expense Ratio Comparison

JENSX has a 0.81% expense ratio, which is lower than WHGMX's 0.88% expense ratio.

Dividends

JENSX vs. WHGMX - Dividend Comparison

JENSX's dividend yield for the trailing twelve months is around 37.73%, more than WHGMX's 4.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JENSX Jensen Quality Growth Fund	37.73%	38.59%	0.64%	7.82%	3.02%	6.69%	0.94%	8.12%	10.12%	3.24%	4.62%	11.65%
WHGMX Westwood Quality SMidCap Fund	4.52%	5.19%	1.21%	2.92%	1.52%	16.39%	2.83%	11.93%	19.09%	12.12%	1.40%	7.40%

Frequently Asked Questions

Can I hold both JENSX and WHGMX in my portfolio?

JENSX and WHGMX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JENSX or WHGMX?

WHGMX has higher volatility (3.78%) compared to JENSX (3.70%). In terms of maximum drawdown, JENSX dropped -45.54% vs WHGMX's -47.99%.

Which has better risk-adjusted returns?

WHGMX currently has the higher Sharpe Ratio (1.19 vs 0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.