PortfoliosLab logoPortfoliosLab logo
CUSIP
46647B404
Issuer
JPMorgan
Inception Date
Nov 13, 1997
Leveraged
1x (No leverage)
Index Tracked
Russell Midcap Value Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

JMVYX Performance Chart

JPMorgan Mid Cap Value Fund Class R6 (JMVYX) is up 9.0% since the beginning of the year. JMVYX is currently trading at $35 per share. Investors who bought $1,000 worth of JMVYX shares 5 years ago would now be looking at an investment worth $1,663.


Loading charts...

S&P 500 Index

Returns By Period

JPMorgan Mid Cap Value Fund Class R6 (JMVYX) has returned 8.97% so far this year and 16.24% over the past 12 months.


JPMorgan Mid Cap Value Fund Class R6

1D
0.43%
1M
1.85%
YTD
8.97%
6M
7.85%
1Y
16.24%
3Y*
16.91%
5Y*
10.71%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMVYX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2017, JMVYX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -22.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JMVYX closed higher 52% of trading days. The best single day was Dec 13, 2021 with a return of +14.4%, while the worst single day was Dec 14, 2021 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.51%4.36%-5.43%5.37%-0.99%2.24%8.97%
20253.13%-1.43%-3.59%-2.08%2.67%2.21%1.24%2.40%-0.21%-2.01%3.33%-0.21%5.28%
2024-0.42%4.56%5.03%-5.35%2.72%-2.25%6.27%2.62%1.30%-0.41%7.26%4.28%27.89%
20237.21%-3.07%-3.82%-0.18%-4.04%8.62%3.00%-3.51%-3.98%-3.56%9.02%6.82%11.46%
2022-1.95%-0.00%1.01%-4.08%1.37%-9.87%7.79%-2.54%-8.55%9.35%6.15%-4.94%-8.00%
20210.08%7.20%7.70%5.93%1.64%-2.11%0.42%1.95%-3.56%5.00%-3.09%6.19%29.92%

Benchmark Metrics

JPMorgan Mid Cap Value Fund Class R6 has an annualized alpha of -1.43%, beta of 0.91, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participated in 92.54% of S&P 500 Index downside but only 80.75% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.91 and R2 of 0.65, 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
-1.43%
Beta
0.91
0.65
Upside Capture
80.75%
Downside Capture
92.54%

Expense Ratio

JMVYX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JMVYX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JMVYX Risk / Return Rank: 3232
Overall Rank
JMVYX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JMVYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JMVYX Omega Ratio Rank: 2525
Omega Ratio Rank
JMVYX Calmar Ratio Rank: 4141
Calmar Ratio Rank
JMVYX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund Class R6 (JMVYX) 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.


JMVYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

2.33

2.78

-0.45

Martin ratioReturn relative to average drawdown

7.90

12.44

-4.54

Dividends

Dividend History

JPMorgan Mid Cap Value Fund Class R6 provided a 19.55% dividend yield over the last twelve months, with an annual payout of $6.79 per share.


5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$6.79$6.79$8.59$2.23$4.06$6.25$2.86$2.07$2.74$1.09

Dividend yield

19.55%21.31%23.38%6.20%11.85%15.03%7.75%5.23%8.31%2.71%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Mid Cap Value Fund Class R6. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.79$6.79
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.59$8.59
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.23$2.23
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.06$4.06
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.25$6.25

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Mid Cap Value Fund Class R6. 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 Mid Cap Value Fund Class R6 was 43.08%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current JPMorgan Mid Cap Value Fund Class R6 drawdown is 1.00%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.08%Mar 2020
1mo 4d9mo 19d
10mo 23dFeb 2020 - Jan 2021
Bear market2022
-25.53%Sep 2022
9mo 20d1y 6mo
2y 3moDec 2021 - Mar 2024
Rate-hike selloffLate 2018
-20.65%Dec 2018
3mo 1d4mo 7d
7mo 8dSep 2018 - Apr 2019
2025 selloff2025
-15.89%Apr 2025
2mo 7d3mo 16d
5mo 23dJan 2025 - Jul 2025
2018 pullback2018
-8.59%Feb 2018
10d6mo 13d
6mo 23dJan 2018 - Aug 2018

Drawdown Indicators


JMVYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.08%

-56.78%

+13.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-9.10%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.89%

-18.90%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.53%

-25.43%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.00%

-1.80%

+0.80%

Average Drawdown

Average peak-to-trough decline

-6.97%

-10.71%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.03%

+0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with JMVYX

Add JPMorgan Mid Cap Value Fund Class R6 to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with JMVYX