JNVSX vs. TSMDX
Compare and contrast key facts about Jensen Quality Value Fund (JNVSX) and Trillium ESG Small/Mid Cap Fund (TSMDX).
JNVSX is managed by Jensen. It was launched on Mar 31, 2010. TSMDX is managed by Trillium Mutual Funds. It was launched on Aug 31, 2015.
Performance
JNVSX vs. TSMDX - Performance Comparison
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JNVSX vs. TSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | -2.61% | -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 | -4.28% | 7.85% | 7.73% | 9.42% | -17.85% | 23.18% | 15.93% | 25.84% | -13.14% | 18.99% |
Returns By Period
In the year-to-date period, JNVSX achieves a -2.61% return, which is significantly higher than TSMDX's -4.28% return. Over the past 10 years, JNVSX has outperformed TSMDX with an annualized return of 10.78%, while TSMDX has yielded a comparatively lower 7.83% annualized return.
JNVSX
- 1D
- 1.20%
- 1M
- -7.83%
- YTD
- -2.61%
- 6M
- -6.59%
- 1Y
- -2.89%
- 3Y*
- 5.33%
- 5Y*
- 8.67%
- 10Y*
- 10.78%
TSMDX
- 1D
- 2.62%
- 1M
- -7.07%
- YTD
- -4.28%
- 6M
- -0.51%
- 1Y
- 10.22%
- 3Y*
- 5.06%
- 5Y*
- 1.69%
- 10Y*
- 7.83%
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JNVSX vs. TSMDX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is lower than TSMDX's 1.36% expense ratio.
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.
| JNVSX | TSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.16 | 0.60 | -0.76 |
Sortino ratioReturn per unit of downside risk | -0.11 | 1.03 | -1.14 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | 0.01 | -0.17 |
Martin ratioReturn relative to average drawdown | -0.38 | 0.03 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JNVSX | TSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 0.60 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.09 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.39 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.35 | +0.22 |
Correlation
The correlation between JNVSX and TSMDX is 0.87, 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. TSMDX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.51%, while TSMDX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNVSX Jensen Quality Value Fund | 11.51% | 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% |
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 | -10.62% | -13.33% | +2.71% |
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 | -10.92% | -9.33% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -7.71% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 6.73% | -2.24% |
Volatility
JNVSX vs. TSMDX - Volatility Comparison
The current volatility for Jensen Quality Value Fund (JNVSX) is 3.78%, while Trillium ESG Small/Mid Cap Fund (TSMDX) has a volatility of 4.85%. 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 | 3.78% | 4.85% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 11.11% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 22.51% | -6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.45% | 19.47% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 20.64% | -1.38% |