SPLV vs. JENSX
Compare and contrast key facts about Invesco S&P 500 Low Volatility ETF (SPLV) and Jensen Quality Growth Fund (JENSX).
SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011. JENSX is managed by Jensen. It was launched on Aug 3, 1992.
Performance
SPLV vs. JENSX - Performance Comparison
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SPLV vs. JENSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPLV Invesco S&P 500 Low Volatility ETF | 4.06% | 4.10% | 13.93% | 0.53% | -4.88% | 24.13% | -1.39% | 27.87% | -0.19% | 17.32% |
JENSX Jensen Quality Growth Fund | -9.79% | 4.46% | -1.03% | 16.60% | -16.58% | 30.32% | 8.24% | 29.02% | 2.01% | 23.21% |
Returns By Period
In the year-to-date period, SPLV achieves a 4.06% return, which is significantly higher than JENSX's -9.79% return. Both investments have delivered pretty close results over the past 10 years, with SPLV having a 8.48% annualized return and JENSX not far behind at 8.08%.
SPLV
- 1D
- 0.79%
- 1M
- -3.82%
- YTD
- 4.06%
- 6M
- 2.79%
- 1Y
- 0.98%
- 3Y*
- 7.95%
- 5Y*
- 7.05%
- 10Y*
- 8.48%
JENSX
- 1D
- 0.66%
- 1M
- -6.16%
- YTD
- -9.79%
- 6M
- -10.60%
- 1Y
- -5.14%
- 3Y*
- 1.32%
- 5Y*
- 2.72%
- 10Y*
- 8.08%
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SPLV vs. JENSX - Expense Ratio Comparison
SPLV has a 0.25% expense ratio, which is lower than JENSX's 0.81% expense ratio.
Return for Risk
SPLV vs. JENSX — Risk / Return Rank
SPLV
JENSX
SPLV vs. JENSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Low Volatility ETF (SPLV) and Jensen Quality Growth Fund (JENSX). 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.
| SPLV | JENSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | -0.29 | +0.37 |
Sortino ratioReturn per unit of downside risk | 0.19 | -0.32 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.96 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | -0.30 | +0.42 |
Martin ratioReturn relative to average drawdown | 0.37 | -1.11 | +1.47 |
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
| SPLV | JENSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | -0.29 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.17 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.47 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.51 | +0.19 |
Correlation
The correlation between SPLV and JENSX is 0.77, 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
SPLV vs. JENSX - Dividend Comparison
SPLV's dividend yield for the trailing twelve months is around 2.10%, less than JENSX's 42.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPLV Invesco S&P 500 Low Volatility ETF | 2.10% | 2.04% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% |
JENSX Jensen Quality Growth Fund | 42.70% | 38.59% | 0.64% | 7.82% | 3.02% | 6.69% | 0.94% | 8.12% | 10.12% | 3.24% | 4.62% | 11.65% |
Drawdowns
SPLV vs. JENSX - Drawdown Comparison
The maximum SPLV drawdown since its inception was -36.26%, smaller than the maximum JENSX drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for SPLV and JENSX.
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Drawdown Indicators
| SPLV | JENSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -45.54% | +9.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -14.74% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -23.81% | +6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -36.26% | -30.72% | -5.54% |
Current DrawdownCurrent decline from peak | -4.39% | -18.26% | +13.87% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -6.23% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.96% | -1.06% |
Volatility
SPLV vs. JENSX - Volatility Comparison
The current volatility for Invesco S&P 500 Low Volatility ETF (SPLV) is 3.23%, while Jensen Quality Growth Fund (JENSX) has a volatility of 5.46%. This indicates that SPLV experiences smaller price fluctuations and is considered to be less risky than JENSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPLV | JENSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 5.46% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.85% | 8.96% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 16.16% | -3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.43% | 15.96% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 17.10% | -1.75% |