JNVSX vs. BTMFX
JNVSX (Jensen Quality Value Fund) and BTMFX (Boston Trust Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, JNVSX returned 10.65%/yr vs 10.27%/yr for BTMFX. Their correlation of 0.93 suggests significant overlap in exposure. JNVSX charges 1.05%/yr vs 1.00%/yr for BTMFX.
Performance
JNVSX vs. BTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, JNVSX achieves a 0.78% return, which is significantly lower than BTMFX's 5.58% return. Both investments have delivered pretty close results over the past 10 years, with JNVSX having a 10.65% annualized return and BTMFX not far behind at 10.27%.
JNVSX
- 1D
- -1.02%
- 1M
- 0.53%
- 6M
- -2.48%
- YTD
- 0.78%
- 1Y
- -0.61%
- 3Y*
- 4.16%
- 5Y*
- 8.38%
- 10Y*
- 10.65%
BTMFX
- 1D
- -0.08%
- 1M
- 2.32%
- 6M
- 1.47%
- YTD
- 5.58%
- 1Y
- 9.39%
- 3Y*
- 8.31%
- 5Y*
- 6.20%
- 10Y*
- 10.27%
JNVSX vs. BTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 0.78% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
BTMFX Boston Trust Midcap Fund | 5.58% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Correlation
The correlation between JNVSX and BTMFX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2010 | 0.93 |
The correlation between JNVSX and BTMFX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
JNVSX vs. BTMFX — Risk / Return Rank
JNVSX
BTMFX
JNVSX vs. BTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and Boston Trust Midcap Fund (BTMFX). 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 | BTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.98 | -1.22 |
| Martin ratioReturn relative to average drawdown | -0.45 | 2.69 | -3.14 |
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Drawdowns
JNVSX vs. BTMFX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum BTMFX drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for JNVSX and BTMFX.
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Drawdown Indicators
| JNVSX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -49.26% | +14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -7.79% | -2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -17.77% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -20.79% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -37.14% | +2.62% |
Current DrawdownCurrent decline from peak | -7.81% | -0.21% | -7.60% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -6.13% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 2.83% | +2.90% |
Volatility
JNVSX vs. BTMFX - Volatility Comparison
Jensen Quality Value Fund (JNVSX) has a higher volatility of 3.86% compared to Boston Trust Midcap Fund (BTMFX) at 3.01%. This indicates that JNVSX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVSX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.01% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 8.13% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 11.77% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 15.74% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 17.36% | +1.81% |
JNVSX vs. BTMFX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is higher than BTMFX's 1.00% expense ratio.
Dividends
JNVSX vs. BTMFX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.17%, more than BTMFX's 10.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 10.29% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
JNVSX Jensen Quality Value Fund | 11.17% | 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 BTMFX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNVSX has higher volatility (3.86%) compared to BTMFX (3.01%). In terms of maximum drawdown, JNVSX dropped -34.52% vs BTMFX's -49.26%.
BTMFX currently has the higher Sharpe Ratio (0.65 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.
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