JNVSX vs. KMVAX
JNVSX (Jensen Quality Value Fund) and KMVAX (Kirr Marbach Partners Value Fund) are both mutual funds - JNVSX is a Quality Factor fund managed by Jensen, while KMVAX is a Mid Cap Blend Equities fund managed by Kirr Marbach Partners. Over the past 10 years, JNVSX returned 10.93%/yr vs 11.10%/yr for KMVAX. Their correlation of 0.85 means they have usually moved in the same direction. 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 3.64% return, which is significantly lower than KMVAX's 10.95% return. Both investments have delivered pretty close results over the past 10 years, with JNVSX having a 10.93% annualized return and KMVAX not far ahead at 11.10%.
JNVSX
- 1D
- -0.06%
- 1M
- 1.67%
- 6M
- 1.54%
- YTD
- 3.64%
- 1Y
- 1.83%
- 3Y*
- 4.92%
- 5Y*
- 8.35%
- 10Y*
- 10.93%
- ALL TIME*
- 10.45%
KMVAX
- 1D
- -1.54%
- 1M
- -2.38%
- 6M
- 6.16%
- YTD
- 10.95%
- 1Y
- 10.56%
- 3Y*
- 18.39%
- 5Y*
- 12.24%
- 10Y*
- 11.10%
- ALL TIME*
- 8.42%
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. KMVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 3.64% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
KMVAX Kirr Marbach Partners Value Fund | 10.95% | 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 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
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 0.43 - 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 | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.10 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.88 | -0.78 |
| Martin ratioReturn relative to average drawdown | 0.18 | 2.34 | -2.16 |
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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 | -5.20% | -3.85% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -9.94% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 3.83% | +1.98% |
Volatility
JNVSX vs. KMVAX - Volatility Comparison
Jensen Quality Value Fund (JNVSX) has a higher volatility of 5.38% compared to Kirr Marbach Partners Value Fund (KMVAX) at 4.29%. This indicates that JNVSX's price experiences larger fluctuations and is considered to be riskier 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 | 5.38% | 4.29% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 12.33% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 16.41% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.55% | 18.45% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 20.08% | -0.86% |
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 10.86%, more than KMVAX's 4.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 10.86% | 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 | 4.77% | 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 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNVSX has higher volatility (5.38%) compared to KMVAX (4.29%). In terms of maximum drawdown, JNVSX dropped -34.52% vs KMVAX's -65.81%.
KMVAX currently has the higher Sharpe Ratio (0.55 vs 0.08), 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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