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JPMorgan Active Growth ETF (JGRO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

CUSIP46654Q609
IssuerJPMorgan Chase
Inception DateAug 8, 2022
CategoryLarge Cap Growth Equities, Actively Managed
Leveraged1x
Index TrackedNo Index (Active)
Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

JGRO features an expense ratio of 0.44%, falling within the medium range.


Expense ratio chart for JGRO: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: JGRO vs. VUG, JGRO vs. SCHG, JGRO vs. QQQ, JGRO vs. VOOG, JGRO vs. IYW, JGRO vs. OLGAX, JGRO vs. NVDA, JGRO vs. MOAT, JGRO vs. FBGRX, JGRO vs. STLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Active Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.71%
12.76%
JGRO (JPMorgan Active Growth ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan Active Growth ETF had a return of 33.75% year-to-date (YTD) and 41.46% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date33.75%25.48%
1 month3.46%2.14%
6 months14.71%12.76%
1 year41.46%33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of JGRO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.63%8.58%2.14%-4.80%5.70%6.37%-2.62%2.56%2.44%-0.21%33.75%
20237.30%-1.55%4.73%0.08%5.75%7.15%3.41%-1.01%-5.56%-2.51%11.44%4.52%37.74%
2022-4.06%-8.76%5.81%4.15%-6.73%-10.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JGRO is 72, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JGRO is 7272
Combined Rank
The Sharpe Ratio Rank of JGRO is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of JGRO is 6969Sortino Ratio Rank
The Omega Ratio Rank of JGRO is 7373Omega Ratio Rank
The Calmar Ratio Rank of JGRO is 7676Calmar Ratio Rank
The Martin Ratio Rank of JGRO is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Active Growth ETF (JGRO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JGRO
Sharpe ratio
The chart of Sharpe ratio for JGRO, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Sortino ratio
The chart of Sortino ratio for JGRO, currently valued at 3.28, compared to the broader market-2.000.002.004.006.008.0010.0012.003.28
Omega ratio
The chart of Omega ratio for JGRO, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for JGRO, currently valued at 3.36, compared to the broader market0.005.0010.0015.003.36
Martin ratio
The chart of Martin ratio for JGRO, currently valued at 13.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current JPMorgan Active Growth ETF Sharpe ratio is 2.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Active Growth ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.53
2.91
JGRO (JPMorgan Active Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Active Growth ETF provided a 0.13% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.16%0.16%0.16%0.17%0.17%0.17%$0.00$0.02$0.04$0.06$0.08$0.1020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$0.10$0.10$0.07

Dividend yield

0.13%0.17%0.16%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Active Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2022$0.07$0.07

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.01%
-0.27%
JGRO (JPMorgan Active Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Active Growth ETF. 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 Active Growth ETF was 17.88%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current JPMorgan Active Growth ETF drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.88%Aug 17, 202242Oct 14, 2022154May 26, 2023196
-13.21%Jul 11, 202418Aug 5, 202448Oct 11, 202466
-11.56%Jul 19, 202371Oct 26, 202317Nov 20, 202388
-7.53%Mar 25, 202419Apr 19, 202418May 15, 202437
-3.41%Dec 29, 20234Jan 4, 20244Jan 10, 20248

Volatility

Volatility Chart

The current JPMorgan Active Growth ETF volatility is 4.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
3.75%
JGRO (JPMorgan Active Growth ETF)
Benchmark (^GSPC)