JNVSX vs. WAMFX
JNVSX (Jensen Quality Value Fund) and WAMFX (Boston Trust Walden Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, JNVSX returned 11.17%/yr vs 10.64%/yr for WAMFX. Their correlation of 0.93 suggests significant overlap in exposure. JNVSX charges 1.05%/yr vs 0.99%/yr for WAMFX.
Performance
JNVSX vs. WAMFX - 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 WAMFX's 3.29% return. Both investments have delivered pretty close results over the past 10 years, with JNVSX having a 11.17% annualized return and WAMFX not far behind at 10.64%.
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%
WAMFX
- 1D
- 1.00%
- 1M
- 1.53%
- YTD
- 3.29%
- 6M
- 1.84%
- 1Y
- 8.60%
- 3Y*
- 9.77%
- 5Y*
- 6.18%
- 10Y*
- 10.64%
JNVSX vs. WAMFX - 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% |
WAMFX Boston Trust Walden Midcap Fund | 3.29% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
Correlation
The correlation between JNVSX and WAMFX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.93 |
The correlation between JNVSX and WAMFX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
JNVSX vs. WAMFX — Risk / Return Rank
JNVSX
WAMFX
JNVSX vs. WAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jensen Quality Value Fund (JNVSX) and Boston Trust Walden Midcap Fund (WAMFX). 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 | WAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.90 | -1.21 |
| Martin ratioReturn relative to average drawdown | -0.59 | 2.57 | -3.16 |
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Drawdowns
JNVSX vs. WAMFX - Drawdown Comparison
The maximum JNVSX drawdown since its inception was -34.52%, smaller than the maximum WAMFX drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for JNVSX and WAMFX.
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Drawdown Indicators
| JNVSX | WAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.52% | -36.81% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -8.38% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -17.51% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -20.82% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -36.81% | +2.29% |
Current DrawdownCurrent decline from peak | -9.54% | -1.32% | -8.22% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -3.93% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 2.91% | +2.65% |
Volatility
JNVSX vs. WAMFX - Volatility Comparison
Jensen Quality Value Fund (JNVSX) has a higher volatility of 3.47% compared to Boston Trust Walden Midcap Fund (WAMFX) at 3.22%. This indicates that JNVSX's price experiences larger fluctuations and is considered to be riskier than WAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JNVSX | WAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.22% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 8.42% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.99% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.48% | 15.81% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 17.44% | +1.79% |
JNVSX vs. WAMFX - Expense Ratio Comparison
JNVSX has a 1.05% expense ratio, which is higher than WAMFX's 0.99% expense ratio.
Dividends
JNVSX vs. WAMFX - Dividend Comparison
JNVSX's dividend yield for the trailing twelve months is around 11.38%, more than WAMFX's 7.00% yield.
| 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% |
WAMFX Boston Trust Walden Midcap Fund | 7.00% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
Frequently Asked Questions
JNVSX and WAMFX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNVSX has higher volatility (3.47%) compared to WAMFX (3.22%). In terms of maximum drawdown, JNVSX dropped -34.52% vs WAMFX's -36.81%.
WAMFX currently has the higher Sharpe Ratio (0.63 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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