JNVSX vs. KMVAX
JNVSX (Jensen Quality Value Fund) and KMVAX (Kirr Marbach Partners Value Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, JNVSX returned 10.77%/yr vs 11.46%/yr for KMVAX. Their correlation of 0.85 suggests significant overlap in exposure. JNVSX charges 1.05%/yr vs 1.45%/yr for KMVAX.
Performance
JNVSX vs. KMVAX - Performance Comparison
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Returns By Period
In the year-to-date period, JNVSX achieves a 1.82% return, which is significantly lower than KMVAX's 13.71% return. Over the past 10 years, JNVSX has underperformed KMVAX with an annualized return of 10.77%, while KMVAX has yielded a comparatively higher 11.46% annualized return.
JNVSX
- 1D
- 0.30%
- 1M
- 1.44%
- 6M
- -1.13%
- YTD
- 1.82%
- 1Y
- -1.55%
- 3Y*
- 4.52%
- 5Y*
- 8.55%
- 10Y*
- 10.77%
KMVAX
- 1D
- -0.57%
- 1M
- 0.78%
- 6M
- 9.11%
- YTD
- 13.71%
- 1Y
- 14.99%
- 3Y*
- 20.10%
- 5Y*
- 13.55%
- 10Y*
- 11.46%
JNVSX vs. KMVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 1.82% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
KMVAX Kirr Marbach Partners Value Fund | 13.71% | 14.44% | 27.82% | 20.42% | -16.01% | 28.83% | 2.96% | 27.03% | -19.72% | 16.12% |
Correlation
The correlation between JNVSX and KMVAX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2010 | 0.85 |
Over the past year, the correlation between JNVSX and KMVAX has dropped to 0.49 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
JNVSX vs. KMVAX — Risk / Return Rank
JNVSX
KMVAX
JNVSX vs. KMVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and Kirr Marbach Partners Value Fund (KMVAX). 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 | KMVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.17 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.52 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.25 | 4.08 | -4.34 |
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Drawdowns
JNVSX vs. KMVAX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum KMVAX drawdown of -65.81%. Use the drawdown chart below to compare losses from any high point for JNVSX and KMVAX.
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Drawdown Indicators
| JNVSX | KMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -65.81% | +31.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -10.22% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -21.26% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -24.84% | +0.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -45.41% | +10.89% |
Current DrawdownCurrent decline from peak | -6.87% | -1.46% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -9.95% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 3.79% | +1.93% |
Volatility
JNVSX vs. KMVAX - Volatility Comparison
The current volatility for Jensen Quality Value Fund (JNVSX) is 3.71%, while Kirr Marbach Partners Value Fund (KMVAX) has a volatility of 4.61%. This indicates that JNVSX experiences smaller price fluctuations and is considered to be less risky than KMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVSX | KMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 4.61% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 12.25% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 16.19% | -3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 18.45% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 20.07% | -0.90% |
JNVSX vs. KMVAX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is lower than KMVAX's 1.45% expense ratio.
Dividends
JNVSX vs. KMVAX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.05%, more than KMVAX's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 11.05% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
KMVAX Kirr Marbach Partners Value Fund | 4.66% | 5.30% | 7.58% | 3.35% | 3.57% | 3.72% | 1.35% | 2.11% | 9.38% | 6.87% | 5.64% | 0.34% |
Frequently Asked Questions
JNVSX and KMVAX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMVAX has higher volatility (4.61%) compared to JNVSX (3.71%). In terms of maximum drawdown, JNVSX dropped -34.52% vs KMVAX's -65.81%.
KMVAX currently has the higher Sharpe Ratio (0.96 vs -0.11), 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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