SSMKX vs. JNVSX
Compare and contrast key facts about State Street Small/Mid Cap Equity Index Fund (SSMKX) and Jensen Quality Value Fund (JNVSX).
SSMKX is managed by State Street. It was launched on Aug 12, 2015. JNVSX is managed by Jensen. It was launched on Mar 31, 2010.
Performance
SSMKX vs. JNVSX - Performance Comparison
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SSMKX vs. JNVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSMKX State Street Small/Mid Cap Equity Index Fund | -1.19% | 12.77% | 17.20% | 25.20% | -25.49% | 12.38% | 32.41% | 27.82% | -9.02% | 18.16% |
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% |
Returns By Period
In the year-to-date period, SSMKX achieves a -1.19% return, which is significantly higher than JNVSX's -2.61% return. Both investments have delivered pretty close results over the past 10 years, with SSMKX having a 11.29% annualized return and JNVSX not far behind at 10.78%.
SSMKX
- 1D
- 3.42%
- 1M
- -5.59%
- YTD
- -1.19%
- 6M
- -0.97%
- 1Y
- 20.97%
- 3Y*
- 15.57%
- 5Y*
- 4.63%
- 10Y*
- 11.29%
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%
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SSMKX vs. JNVSX - Expense Ratio Comparison
SSMKX has a 0.05% expense ratio, which is lower than JNVSX's 1.05% expense ratio.
Return for Risk
SSMKX vs. JNVSX — Risk / Return Rank
SSMKX
JNVSX
SSMKX vs. JNVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Small/Mid Cap Equity Index Fund (SSMKX) and Jensen Quality Value Fund (JNVSX). 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.
| SSMKX | JNVSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | -0.16 | +1.12 |
Sortino ratioReturn per unit of downside risk | 1.47 | -0.11 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.99 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.16 | +1.62 |
Martin ratioReturn relative to average drawdown | 6.15 | -0.38 | +6.53 |
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
| SSMKX | JNVSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | -0.16 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.43 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.57 | -0.07 |
Correlation
The correlation between SSMKX and JNVSX is 0.84, 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
SSMKX vs. JNVSX - Dividend Comparison
SSMKX's dividend yield for the trailing twelve months is around 5.16%, less than JNVSX's 11.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSMKX State Street Small/Mid Cap Equity Index Fund | 5.16% | 5.10% | 2.12% | 2.56% | 17.09% | 9.69% | 1.47% | 5.75% | 3.68% | 5.52% | 1.30% | 0.00% |
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% |
Drawdowns
SSMKX vs. JNVSX - Drawdown Comparison
The maximum SSMKX drawdown since its inception was -41.65%, which is greater than JNVSX's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for SSMKX and JNVSX.
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Drawdown Indicators
| SSMKX | JNVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.65% | -34.52% | -7.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.48% | -10.62% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -35.19% | -24.56% | -10.63% |
Max Drawdown (10Y)Largest decline over 10 years | -41.65% | -34.52% | -7.13% |
Current DrawdownCurrent decline from peak | -6.96% | -10.92% | +3.96% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -5.13% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 4.49% | -1.05% |
Volatility
SSMKX vs. JNVSX - Volatility Comparison
State Street Small/Mid Cap Equity Index Fund (SSMKX) has a higher volatility of 6.97% compared to Jensen Quality Value Fund (JNVSX) at 3.78%. This indicates that SSMKX's price experiences larger fluctuations and is considered to be riskier than JNVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SSMKX | JNVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 3.78% | +3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 9.33% | +3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 16.24% | +6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 20.45% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.23% | 19.26% | +2.97% |