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iShares Morningstar Large-Cap Value ETF (JKF)

ETF · Currency in USD · Last updated Mar 26, 2023

JKF is a passive ETF by iShares tracking the investment results of the Morningstar Large Value Index. JKF launched on Jun 28, 2004 and has a 0.25% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in iShares Morningstar Large-Cap Value ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,510 for a total return of roughly 65.10%. All prices are adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%NovemberDecember2023FebruaryMarch
65.10%
253.24%
JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Return

iShares Morningstar Large-Cap Value ETF had a return of -2.70% year-to-date (YTD) and -9.56% in the last 12 months. Over the past 10 years, iShares Morningstar Large-Cap Value ETF had an annualized return of 0.89%, while the S&P 500 had an annualized return of 9.88%, indicating that iShares Morningstar Large-Cap Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-4.56%-0.66%
Year-To-Date-2.70%3.42%
6 months3.05%5.67%
1 year-9.56%-10.89%
5 years (annualized)-7.50%8.95%
10 years (annualized)0.89%9.88%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.63%-3.40%
2022-9.36%10.89%5.91%-4.66%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Morningstar Large-Cap Value ETF Sharpe ratio is -0.49. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.49
-0.47
JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

Dividend History

iShares Morningstar Large-Cap Value ETF granted a 2.98% dividend yield in the last twelve months. The annual payout for that period amounted to $1.83 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$1.83$1.47$1.76$3.32$3.16$2.83$2.45$2.60$2.46$2.10$2.02$1.87

Dividend yield

2.98%2.32%2.52%2.96%2.79%3.13%2.54%3.10%3.48%2.90%3.07%3.63%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Morningstar Large-Cap Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
2022$0.00$0.00$0.33$0.00$0.00$0.27$0.00$0.00$0.47$0.00$0.00$0.40
2021$0.00$0.00$0.71$0.00$0.00$0.25$0.00$0.00$0.39$0.00$0.00$0.40
2020$0.00$0.00$0.89$0.00$0.00$0.80$0.00$0.00$0.83$0.00$0.00$0.81
2019$0.00$0.00$0.71$0.00$0.00$0.68$0.00$0.00$0.88$0.00$0.00$0.90
2018$0.00$0.00$0.66$0.00$0.00$0.70$0.00$0.00$0.69$0.00$0.00$0.79
2017$0.00$0.00$0.56$0.00$0.00$0.60$0.00$0.00$0.63$0.00$0.00$0.67
2016$0.00$0.00$0.64$0.00$0.00$0.63$0.00$0.00$0.63$0.00$0.00$0.71
2015$0.00$0.00$0.56$0.00$0.00$0.61$0.00$0.00$0.64$0.00$0.00$0.65
2014$0.00$0.00$0.46$0.00$0.00$0.52$0.00$0.00$0.54$0.00$0.00$0.58
2013$0.00$0.00$0.43$0.00$0.00$0.33$0.00$0.00$0.64$0.00$0.00$0.62
2012$0.43$0.00$0.00$0.45$0.00$0.00$0.48$0.00$0.00$0.51

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-51.61%
-17.21%
JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the iShares Morningstar Large-Cap Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Morningstar Large-Cap Value ETF is 58.63%, recorded on Mar 5, 2009. It took 1095 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.63%Jul 16, 2007414Mar 5, 20091095Jul 11, 20131509
-55.58%Apr 19, 2021368Sep 30, 2022
-35.53%Jan 3, 202055Mar 23, 2020200Jan 6, 2021255
-16.67%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-13.56%May 22, 201566Aug 25, 2015159Apr 13, 2016225
-8.41%Sep 22, 201418Oct 15, 201427Nov 21, 201445
-6.75%Jul 29, 201914Aug 15, 201918Sep 11, 201932
-6.72%Mar 7, 200549May 13, 200525Jun 20, 200574
-6.56%May 8, 200626Jun 13, 200628Jul 24, 200654
-6.46%Sep 19, 200524Oct 20, 200523Nov 22, 200547

Volatility Chart

Current iShares Morningstar Large-Cap Value ETF volatility is 21.39%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
21.39%
19.50%
JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)