JNVSX vs. BRMKX
JNVSX (Jensen Quality Value Fund) and BRMKX (iShares Russell Mid-Cap Index Fund) are both mutual funds - JNVSX is a Quality Factor fund managed by Jensen, while BRMKX is a Mid Cap Blend Equities fund managed by BlackRock. Over the past 10 years, JNVSX returned 10.80%/yr vs 11.53%/yr for BRMKX. Their correlation of 0.89 means they have usually moved in the same direction. JNVSX charges 1.05%/yr vs 0.06%/yr for BRMKX.
Performance
JNVSX vs. BRMKX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JNVSX achieves a 4.50% return, which is significantly lower than BRMKX's 16.14% return. Over the past 10 years, JNVSX has underperformed BRMKX with an annualized return of 10.80%, while BRMKX has yielded a comparatively higher 11.53% annualized return.
JNVSX
- 1D
- 0.82%
- 1M
- 2.51%
- 6M
- 4.18%
- YTD
- 4.50%
- 1Y
- 0.72%
- 3Y*
- 5.80%
- 5Y*
- 8.58%
- 10Y*
- 10.80%
- ALL TIME*
- 10.50%
BRMKX
- 1D
- 1.30%
- 1M
- 0.64%
- 6M
- 12.02%
- YTD
- 16.14%
- 1Y
- 20.18%
- 3Y*
- 16.20%
- 5Y*
- 8.50%
- 10Y*
- 11.53%
- ALL TIME*
- 12.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
JNVSX vs. BRMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 4.50% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
BRMKX iShares Russell Mid-Cap Index Fund | 16.14% | 10.48% | 15.28% | 17.30% | -17.22% | 22.52% | 17.17% | 30.47% | -9.09% | 17.74% |
Correlation
The correlation between JNVSX and BRMKX is 0.67, 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. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.89 |
Over the past year, the correlation between JNVSX and BRMKX has dropped to 0.67 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JNVSX vs. BRMKX — Risk / Return Rank
JNVSX
BRMKX
JNVSX vs. BRMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and iShares Russell Mid-Cap Index Fund (BRMKX). 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.
| JNVSX | BRMKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.69 | -2.43 |
| Martin ratioReturn relative to average drawdown | 0.46 | 10.45 | -9.99 |
Loading charts...
Drawdowns
JNVSX vs. BRMKX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum BRMKX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for JNVSX and BRMKX.
Loading charts...
Drawdown Indicators
| JNVSX | BRMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -40.20% | +5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -8.17% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -21.07% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -26.04% | +1.48% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -40.20% | +5.68% |
Current DrawdownCurrent decline from peak | -4.42% | 0.00% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -5.57% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 2.10% | +3.71% |
Volatility
JNVSX vs. BRMKX - Volatility Comparison
Jensen Quality Value Fund (JNVSX) has a higher volatility of 5.26% compared to iShares Russell Mid-Cap Index Fund (BRMKX) at 2.78%. This indicates that JNVSX's price experiences larger fluctuations and is considered to be riskier than BRMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JNVSX | BRMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 2.78% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 10.25% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 13.71% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | 18.26% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 19.27% | -0.05% |
JNVSX vs. BRMKX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is higher than BRMKX's 0.06% expense ratio.
Dividends
JNVSX vs. BRMKX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 10.77%, more than BRMKX's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRMKX iShares Russell Mid-Cap Index Fund | 5.15% | 5.92% | 6.43% | 3.02% | 3.67% | 4.07% | 2.86% | 3.95% | 3.87% | 19.24% | 2.11% | 0.00% |
JNVSX Jensen Quality Value Fund | 10.77% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
Frequently Asked Questions
JNVSX and BRMKX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNVSX has higher volatility (5.26%) compared to BRMKX (2.78%). In terms of maximum drawdown, JNVSX dropped -34.52% vs BRMKX's -40.20%.
BRMKX currently has the higher Sharpe Ratio (1.61 vs 0.20), 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.
Find the right allocation for JNVSX and BRMKX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer