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JENSX vs. WSHFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JENSX vs. WSHFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Growth Fund (JENSX) and American Funds Washington Mutual Investors Fund Class F-1 (WSHFX). The values are adjusted to include any dividend payments, if applicable.

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JENSX vs. WSHFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WSHFX
American Funds Washington Mutual Investors Fund Class F-1
-3.20%17.13%18.94%17.15%-8.50%28.36%7.62%24.82%-6.27%19.91%

Returns By Period

In the year-to-date period, JENSX achieves a -10.38% return, which is significantly lower than WSHFX's -3.20% return. Over the past 10 years, JENSX has underperformed WSHFX with an annualized return of 8.01%, while WSHFX has yielded a comparatively higher 11.99% annualized return.


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%

WSHFX

1D
2.21%
1M
-5.86%
YTD
-3.20%
6M
-1.44%
1Y
12.87%
3Y*
16.05%
5Y*
11.11%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JENSX vs. WSHFX - Expense Ratio Comparison

JENSX has a 0.81% expense ratio, which is higher than WSHFX's 0.64% expense ratio.


Return for Risk

JENSX vs. WSHFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JENSX
JENSX Risk / Return Rank: 22
Overall Rank
JENSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
JENSX Sortino Ratio Rank: 22
Sortino Ratio Rank
JENSX Omega Ratio Rank: 22
Omega Ratio Rank
JENSX Calmar Ratio Rank: 33
Calmar Ratio Rank
JENSX Martin Ratio Rank: 22
Martin Ratio Rank

WSHFX
WSHFX Risk / Return Rank: 4646
Overall Rank
WSHFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WSHFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WSHFX Omega Ratio Rank: 4141
Omega Ratio Rank
WSHFX Calmar Ratio Rank: 5252
Calmar Ratio Rank
WSHFX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JENSX vs. WSHFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Growth Fund (JENSX) and American Funds Washington Mutual Investors Fund Class F-1 (WSHFX). 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.


JENSXWSHFXDifference

Sharpe ratio

Return per unit of total volatility

-0.31

0.86

-1.17

Sortino ratio

Return per unit of downside risk

-0.35

1.33

-1.68

Omega ratio

Gain probability vs. loss probability

0.96

1.19

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.26

1.34

-1.59

Martin ratio

Return relative to average drawdown

-0.97

5.96

-6.93

JENSX vs. WSHFX - Sharpe Ratio Comparison

The current JENSX Sharpe Ratio is -0.31, which is lower than the WSHFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of JENSX and WSHFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JENSXWSHFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

0.86

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.79

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.74

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.48

+0.02

Correlation

The correlation between JENSX and WSHFX 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.


Dividends

JENSX vs. WSHFX - Dividend Comparison

JENSX's dividend yield for the trailing twelve months is around 42.98%, more than WSHFX's 10.44% yield.


TTM20252024202320222021202020192018201720162015
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%
WSHFX
American Funds Washington Mutual Investors Fund Class F-1
10.44%10.08%10.05%6.11%6.28%6.01%3.02%6.17%4.28%7.19%6.32%6.18%

Drawdowns

JENSX vs. WSHFX - Drawdown Comparison

The maximum JENSX drawdown since its inception was -45.54%, smaller than the maximum WSHFX drawdown of -53.94%. Use the drawdown chart below to compare losses from any high point for JENSX and WSHFX.


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Drawdown Indicators


JENSXWSHFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.54%

-53.94%

+8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.74%

-10.36%

-4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-18.69%

-5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-30.72%

-34.67%

+3.95%

Current Drawdown

Current decline from peak

-18.79%

-6.36%

-12.43%

Average Drawdown

Average peak-to-trough decline

-6.23%

-7.38%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.33%

+1.56%

Volatility

JENSX vs. WSHFX - Volatility Comparison

Jensen Quality Growth Fund (JENSX) has a higher volatility of 5.37% compared to American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) at 4.41%. This indicates that JENSX's price experiences larger fluctuations and is considered to be riskier than WSHFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JENSXWSHFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

4.41%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

8.28%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

15.30%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

14.13%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

16.33%

+0.78%