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JNVSX vs. LLSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JNVSX vs. LLSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jensen Quality Value Fund (JNVSX) and Longleaf Partners Small-Cap Fund (LLSCX). The values are adjusted to include any dividend payments, if applicable.

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JNVSX vs. LLSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JNVSX
Jensen Quality Value Fund
-3.77%-2.58%9.40%18.58%-15.83%60.71%14.79%27.58%-9.03%15.08%
LLSCX
Longleaf Partners Small-Cap Fund
-3.68%7.56%9.69%20.17%-19.25%11.18%4.17%27.74%-6.52%9.07%

Returns By Period

The year-to-date returns for both investments are quite close, with JNVSX having a -3.77% return and LLSCX slightly higher at -3.68%. Over the past 10 years, JNVSX has outperformed LLSCX with an annualized return of 10.65%, while LLSCX has yielded a comparatively lower 6.69% annualized return.


JNVSX

1D
0.19%
1M
-8.76%
YTD
-3.77%
6M
-8.18%
1Y
-3.67%
3Y*
4.91%
5Y*
8.64%
10Y*
10.65%

LLSCX

1D
0.61%
1M
-3.81%
YTD
-3.68%
6M
-2.59%
1Y
2.07%
3Y*
9.42%
5Y*
1.87%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JNVSX vs. LLSCX - Expense Ratio Comparison

JNVSX has a 1.05% expense ratio, which is higher than LLSCX's 0.95% expense ratio.


Return for Risk

JNVSX vs. LLSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JNVSX
JNVSX Risk / Return Rank: 33
Overall Rank
JNVSX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
JNVSX Sortino Ratio Rank: 33
Sortino Ratio Rank
JNVSX Omega Ratio Rank: 33
Omega Ratio Rank
JNVSX Calmar Ratio Rank: 22
Calmar Ratio Rank
JNVSX Martin Ratio Rank: 33
Martin Ratio Rank

LLSCX
LLSCX Risk / Return Rank: 88
Overall Rank
LLSCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LLSCX Sortino Ratio Rank: 77
Sortino Ratio Rank
LLSCX Omega Ratio Rank: 77
Omega Ratio Rank
LLSCX Calmar Ratio Rank: 88
Calmar Ratio Rank
LLSCX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JNVSX vs. LLSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and Longleaf Partners Small-Cap Fund (LLSCX). 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.


JNVSXLLSCXDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.15

-0.33

Sortino ratio

Return per unit of downside risk

-0.15

0.32

-0.47

Omega ratio

Gain probability vs. loss probability

0.98

1.04

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.39

0.10

-0.49

Martin ratio

Return relative to average drawdown

-0.92

0.30

-1.22

JNVSX vs. LLSCX - Sharpe Ratio Comparison

The current JNVSX Sharpe Ratio is -0.18, which is lower than the LLSCX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of JNVSX and LLSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JNVSXLLSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.15

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.11

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.27

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.51

+0.06

Correlation

The correlation between JNVSX and LLSCX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JNVSX vs. LLSCX - Dividend Comparison

JNVSX's dividend yield for the trailing twelve months is around 11.65%, more than LLSCX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
JNVSX
Jensen Quality Value Fund
11.65%11.31%6.15%0.56%2.69%22.40%1.27%5.13%6.15%4.14%1.34%17.62%
LLSCX
Longleaf Partners Small-Cap Fund
1.22%1.17%0.11%0.94%1.20%0.82%5.85%14.89%18.13%8.43%18.01%5.91%

Drawdowns

JNVSX vs. LLSCX - Drawdown Comparison

The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for JNVSX and LLSCX.


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Drawdown Indicators


JNVSXLLSCXDifference

Max Drawdown

Largest peak-to-trough decline

-34.52%

-63.97%

+29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-10.47%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.56%

-28.37%

+3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.52%

-42.23%

+7.71%

Current Drawdown

Current decline from peak

-11.97%

-7.92%

-4.05%

Average Drawdown

Average peak-to-trough decline

-5.13%

-8.90%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

3.68%

+0.77%

Volatility

JNVSX vs. LLSCX - Volatility Comparison

The current volatility for Jensen Quality Value Fund (JNVSX) is 3.46%, while Longleaf Partners Small-Cap Fund (LLSCX) has a volatility of 3.90%. This indicates that JNVSX experiences smaller price fluctuations and is considered to be less risky than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JNVSXLLSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

3.90%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.25%

9.23%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

15.42%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

17.00%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

24.58%

-5.33%