JNVSX vs. DDDIX
JNVSX (Jensen Quality Value Fund) and DDDIX (13D Activist Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, JNVSX returned 11.17%/yr vs 10.88%/yr for DDDIX. Their correlation of 0.83 suggests significant overlap in exposure. JNVSX charges 1.05%/yr vs 1.51%/yr for DDDIX.
Performance
JNVSX vs. DDDIX - Performance Comparison
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Returns By Period
In the year-to-date period, JNVSX achieves a -1.11% return, which is significantly lower than DDDIX's 25.92% return. Both investments have delivered pretty close results over the past 10 years, with JNVSX having a 11.17% annualized return and DDDIX not far behind at 10.88%.
JNVSX
- 1D
- 1.50%
- 1M
- -0.32%
- YTD
- -1.11%
- 6M
- -2.18%
- 1Y
- -2.31%
- 3Y*
- 4.99%
- 5Y*
- 8.08%
- 10Y*
- 11.17%
DDDIX
- 1D
- -0.19%
- 1M
- 1.08%
- YTD
- 25.92%
- 6M
- 24.79%
- 1Y
- 40.02%
- 3Y*
- 12.62%
- 5Y*
- 3.73%
- 10Y*
- 10.88%
JNVSX vs. DDDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | -1.11% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
DDDIX 13D Activist Fund | 25.92% | 3.05% | 1.67% | 10.86% | -17.53% | 19.62% | 18.92% | 31.79% | -13.43% | 23.76% |
Correlation
The correlation between JNVSX and DDDIX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.83 |
Over the past year, the correlation between JNVSX and DDDIX has dropped to 0.62 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
JNVSX vs. DDDIX — Risk / Return Rank
JNVSX
DDDIX
JNVSX vs. DDDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and 13D Activist Fund (DDDIX). 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 | DDDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 3.61 | -3.92 |
| Martin ratioReturn relative to average drawdown | -0.59 | 11.67 | -12.25 |
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Drawdowns
JNVSX vs. DDDIX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum DDDIX drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for JNVSX and DDDIX.
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Drawdown Indicators
| JNVSX | DDDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -43.82% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -10.82% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -28.76% | +11.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -28.76% | +4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -43.82% | +9.30% |
Current DrawdownCurrent decline from peak | -9.54% | -2.56% | -6.98% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -7.13% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 3.34% | +2.22% |
Volatility
JNVSX vs. DDDIX - Volatility Comparison
The current volatility for Jensen Quality Value Fund (JNVSX) is 3.47%, while 13D Activist Fund (DDDIX) has a volatility of 5.42%. This indicates that JNVSX experiences smaller price fluctuations and is considered to be less risky than DDDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVSX | DDDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 5.42% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 14.30% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 20.12% | -7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 20.22% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 20.96% | -1.73% |
JNVSX vs. DDDIX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is lower than DDDIX's 1.51% expense ratio.
Dividends
JNVSX vs. DDDIX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.38%, more than DDDIX's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 3.67% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% | 0.00% | 0.00% |
JNVSX Jensen Quality Value Fund | 11.38% | 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 DDDIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DDDIX has higher volatility (5.42%) compared to JNVSX (3.47%). In terms of maximum drawdown, JNVSX dropped -34.52% vs DDDIX's -43.82%.
DDDIX currently has the higher Sharpe Ratio (1.95 vs -0.25), 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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