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iShares Morningstar Large-Cap Value ETF (JKF)

ETF · Currency in USD · Last updated May 17, 2022

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.

ETF Info

  • ISINUS4642881092
  • CUSIP464288109
  • IssueriShares
  • Inception DateJun 28, 2004
  • RegionNorth America (U.S.)
  • CategoryLarge Cap Value Equities
  • Expense Ratio0.25%
  • Index TrackedMorningstar Large Value Index
  • ETF Home Pagewww.ishares.com
  • Asset ClassEquity
  • Asset Class Size

    Large-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$63.14
  • Year Range$62.74 - $70.54
  • EMA (50)$66.71
  • EMA (200)$67.79
  • Average Volume$37.43K

JKFShare Price Chart


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JKFPerformance

The chart shows the growth of $10,000 invested in iShares Morningstar Large-Cap Value ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,117 for a total return of roughly 61.17%. All prices are adjusted for splits and dividends.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

JKFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-5.72%-8.76%
YTD-7.63%-15.91%
6M-5.71%-14.41%
1Y-1.23%-3.97%
5Y-5.51%10.80%
10Y3.34%11.92%

JKFMonthly Returns Heatmap


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JKFSharpe 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 -0.07. 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.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

JKFDividend History

iShares Morningstar Large-Cap Value ETF granted a 2.13% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to $1.37 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.37$1.76$3.32$3.16$2.83$2.45$2.60$2.46$2.10$2.02$1.87$1.71$1.52

Dividend yield

2.13%2.52%2.96%2.79%3.12%2.54%3.10%3.48%2.90%3.07%3.63%3.75%3.39%

JKFDrawdowns Chart

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


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

JKFWorst 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 50.65%, recorded on Jun 18, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.65%Apr 19, 202144Jun 18, 2021
-35.53%Jan 3, 202055Mar 23, 2020200Jan 6, 2021255
-20.96%May 2, 2011108Oct 3, 2011212Aug 6, 2012320
-16.67%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-15.6%Apr 15, 201055Jul 1, 201088Nov 4, 2010143
-13.56%May 22, 201566Aug 25, 2015159Apr 13, 2016225
-8.77%Oct 19, 201218Nov 15, 201240Jan 15, 201358
-8.41%Sep 22, 201418Oct 15, 201427Nov 21, 201445
-8.01%Jan 20, 201014Feb 8, 201025Mar 16, 201039
-6.75%Jul 29, 201914Aug 15, 201918Sep 11, 201932

JKFVolatility Chart

Current iShares Morningstar Large-Cap Value ETF volatility is 27.52%. 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.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (^GSPC)

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