- ISIN
- US4812C15955
- CUSIP
- 4812C1595
- Issuer
- JPMorgan
- Inception Date
- Mar 1, 1991
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
HLQVX Performance Chart
JPMorgan Large Cap Value Fund (HLQVX) is up 10.9% since the beginning of the year. HLQVX is currently trading at $23 per share. Investors who bought $1,000 worth of HLQVX shares 5 years ago would now be looking at an investment worth $1,892.
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Returns By Period
JPMorgan Large Cap Value Fund (HLQVX) has returned 10.90% so far this year and 25.03% over the past 12 months. Over the last decade, HLQVX has posted an annualized return of 13.94%, slightly higher than the S&P 500 Index benchmark’s 13.26%.
JPMorgan Large Cap Value Fund
- 1D
- 0.22%
- 1M
- 0.69%
- 6M
- 6.20%
- YTD
- 10.90%
- 1Y
- 25.03%
- 3Y*
- 18.76%
- 5Y*
- 13.60%
- 10Y*
- 13.94%
- ALL TIME*
- 8.99%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
HLQVX Monthly Returns History
Based on dividend-adjusted daily data since Feb 28, 1991, HLQVX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +20.8%, while the worst month was Mar 2020 at -22.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, HLQVX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.42% | 0.87% | -5.78% | 5.14% | 2.69% | 2.16% | 1.31% | 10.90% | |||||
| 2025 | 4.43% | -0.63% | -3.95% | -3.12% | 2.85% | 4.76% | 0.25% | 4.03% | 2.40% | 0.46% | 2.44% | 1.17% | 15.67% |
| 2024 | -0.43% | 2.03% | 6.07% | -3.96% | 3.30% | -0.47% | 4.42% | 2.02% | 2.42% | -0.23% | 8.11% | 1.51% | 27.12% |
| 2023 | 6.49% | -3.15% | -1.56% | 1.33% | -5.19% | 7.00% | 3.89% | -3.12% | -3.95% | -4.04% | 8.02% | 6.48% | 11.35% |
| 2022 | 2.01% | 2.80% | 1.81% | -5.95% | 1.85% | -8.90% | 5.42% | -1.95% | -7.85% | 11.73% | 6.03% | -4.97% | -0.11% |
| 2021 | -0.54% | 10.24% | 6.89% | 3.55% | 3.18% | -3.07% | -2.39% | 0.66% | -2.48% | 3.80% | -4.57% | 7.25% | 23.57% |
Benchmark Metrics
JPMorgan Large Cap Value Fund has an annualized alpha of 0.47%, beta of 0.99, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since February 28, 1991.
- With beta of 0.99 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.47%
- Beta
- 0.99
- R²
- 0.85
- Upside Capture
- 96.96%
- Downside Capture
- 96.27%
Expense Ratio
HLQVX has an expense ratio of 0.69%, placing it in the medium range.
Return for Risk
Risk / Return Rank
HLQVX ranks 67 for risk / return — above 67% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for JPMorgan Large Cap Value Fund (HLQVX) and compare them to S&P 500 Index.
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.
| HLQVX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.00 | +0.38 |
| Martin ratioReturn relative to average drawdown | 8.07 | 8.49 | -0.42 |
Dividends
Dividend History
JPMorgan Large Cap Value Fund provided a 7.15% dividend yield over the last twelve months, with an annual payout of $1.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.66 | $1.69 | $4.08 | $1.02 | $1.04 | $1.55 | $0.17 | $0.21 | $1.10 | $1.43 | $0.85 | $1.86 |
Dividend yield | 7.15% | 8.05% | 20.76% | 5.44% | 5.80% | 8.22% | 1.05% | 1.38% | 9.09% | 9.21% | 5.91% | 14.85% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Large Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.09 | |||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $1.50 | $1.69 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $3.86 | $4.08 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.81 | $1.02 |
| 2022 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.87 | $1.04 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.45 | $1.55 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Large Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan Large Cap Value Fund was 60.03%, occurring on Mar 9, 2009. Recovery took 1011 trading sessions.
The current JPMorgan Large Cap Value Fund drawdown is 0.39%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-60.03%Mar 2009 | 1y 9mo | 4y 6d | 5y 9moJun 2007 - Mar 2013 | Financial crisis2007–2009 |
-46.03%Oct 2002 | 3y 2mo | 3y 3mo | 6y 5moJul 1999 - Jan 2006 | Dot-com crash2000–2002 |
-43.21%Mar 2020 | 2mo 2d | 7mo 28d | 10moJan 2020 - Nov 2020 | COVID crash2020 |
-24.84%Dec 2018 | 10mo 29d | 11mo 29d | 1y 10moJan 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-20.01%Aug 1998 | 1mo 12d | 4mo 8d | 5mo 20dJul 1998 - Jan 1999 | — |
Drawdown Indicators
| HLQVX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.03% | -56.78% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -9.10% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -18.90% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.38% | -25.43% | +7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.21% | -33.92% | -9.29% |
Current DrawdownCurrent decline from peak | -0.39% | -1.58% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -10.70% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.14% | +0.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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