JNVSX vs. TSMDX
JNVSX (Jensen Quality Value Fund) and TSMDX (Trillium ESG Small/Mid Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, JNVSX returned 11.17%/yr vs 9.21%/yr for TSMDX. Their correlation of 0.86 suggests significant overlap in exposure. JNVSX charges 1.05%/yr vs 1.36%/yr for TSMDX.
Performance
JNVSX vs. TSMDX - 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 TSMDX's 8.20% return. Over the past 10 years, JNVSX has outperformed TSMDX with an annualized return of 11.17%, while TSMDX has yielded a comparatively lower 9.21% annualized return.
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%
TSMDX
- 1D
- 0.86%
- 1M
- 1.96%
- YTD
- 8.20%
- 6M
- 6.19%
- 1Y
- 16.93%
- 3Y*
- 9.69%
- 5Y*
- 3.41%
- 10Y*
- 9.21%
JNVSX vs. TSMDX - 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% |
TSMDX Trillium ESG Small/Mid Cap Fund | 8.20% | 7.85% | 7.73% | 9.42% | -17.85% | 23.18% | 15.93% | 25.84% | -13.14% | 18.99% |
Correlation
The correlation between JNVSX and TSMDX is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2015 | 0.86 |
Over the past year, the correlation between JNVSX and TSMDX has dropped to 0.53 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
JNVSX vs. TSMDX — Risk / Return Rank
JNVSX
TSMDX
JNVSX vs. TSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and Trillium ESG Small/Mid Cap Fund (TSMDX). 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 | TSMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.69 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.59 | 6.18 | -6.77 |
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Drawdowns
JNVSX vs. TSMDX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum TSMDX drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for JNVSX and TSMDX.
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Drawdown Indicators
| JNVSX | TSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -40.15% | +5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -11.65% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -23.21% | +5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -27.54% | +2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -40.15% | +5.63% |
Current DrawdownCurrent decline from peak | -9.54% | -0.34% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -7.61% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 2.97% | +2.59% |
Volatility
JNVSX vs. TSMDX - Volatility Comparison
The current volatility for Jensen Quality Value Fund (JNVSX) is 3.47%, while Trillium ESG Small/Mid Cap Fund (TSMDX) has a volatility of 4.96%. This indicates that JNVSX experiences smaller price fluctuations and is considered to be less risky than TSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVSX | TSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.96% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 11.54% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 15.31% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 19.53% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 20.62% | -1.39% |
JNVSX vs. TSMDX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is lower than TSMDX's 1.36% expense ratio.
Dividends
JNVSX vs. TSMDX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.38%, while TSMDX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSMDX Trillium ESG Small/Mid Cap Fund | 0.00% | 0.00% | 6.29% | 2.47% | 2.80% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.57% | 0.00% |
Frequently Asked Questions
JNVSX and TSMDX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSMDX has higher volatility (4.96%) compared to JNVSX (3.47%). In terms of maximum drawdown, JNVSX dropped -34.52% vs TSMDX's -40.15%.
TSMDX currently has the higher Sharpe Ratio (1.28 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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