- Issuer
- JPMorgan
- Inception Date
- Jul 29, 2011
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $2B
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
JPEF Performance Chart
JPMorgan Equity Focus ETF (JPEF) is up 6.9% since the beginning of the year. JPEF is currently trading at $80 per share.
Loading charts...
Returns By Period
JPMorgan Equity Focus ETF (JPEF) has returned 6.90% so far this year and 19.09% over the past 12 months.
JPMorgan Equity Focus ETF
- 1D
- -0.40%
- 1M
- -0.00%
- YTD
- 6.90%
- 6M
- 6.48%
- 1Y
- 19.09%
- 3Y*
- —
- 5Y*
- —
- 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%
JPEF Monthly Returns History
Based on dividend-adjusted daily data since Jul 31, 2023, JPEF's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +9.3%, while the worst month was Mar 2025 at -5.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JPEF closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.22% | -0.17% | -4.85% | 9.23% | 3.03% | -1.21% | 6.90% | ||||||
| 2025 | 2.40% | -2.04% | -5.44% | -0.91% | 6.28% | 4.62% | 1.33% | 2.11% | 2.09% | 1.93% | 0.45% | -0.85% | 12.07% |
| 2024 | 2.83% | 6.57% | 3.46% | -4.48% | 4.83% | 4.19% | 0.71% | 2.82% | 1.49% | -0.64% | 6.50% | -2.53% | 28.19% |
| 2023 | -0.02% | -1.43% | -3.82% | -2.28% | 9.27% | 4.43% | 5.70% |
Benchmark Metrics
JPMorgan Equity Focus ETF has an annualized alpha of 0.30%, beta of 0.97, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since July 31, 2023.
- With beta of 0.97 and R2 of 0.96, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.30%
- Beta
- 0.97
- R²
- 0.96
- Upside Capture
- 97.41%
- Downside Capture
- 96.64%
Expense Ratio
JPEF has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JPEF ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Equity Focus ETF (JPEF) 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.
| JPEF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.78 | -0.46 |
| Martin ratioReturn relative to average drawdown | 10.10 | 12.44 | -2.34 |
Dividends
Dividend History
JPMorgan Equity Focus ETF provided a 0.65% dividend yield over the last twelve months, with an annual payout of $0.52 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.52 | $0.52 | $0.48 | $0.20 |
Dividend yield | 0.65% | 0.70% | 0.71% | 0.39% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Equity Focus ETF. 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 | $0.00 | $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 | $0.52 | $0.52 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.48 | $0.48 |
| 2023 | $0.20 | $0.20 |
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 Equity Focus 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 Equity Focus ETF was 18.09%, occurring on Apr 8, 2025. Recovery took 56 trading sessions.
The current JPMorgan Equity Focus ETF drawdown is 1.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -18.09%Apr 2025 | 2mo 14d | 2mo 23d | 5mo 7dJan 2025 - Jun 2025 |
2023 pullback2023 | -9.40%Oct 2023 | 2mo 28d | 24d | 3mo 22dJul 2023 - Nov 2023 |
2024 pullback2024 | -8.37%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2026 pullback2026 | -8.25%Mar 2026 | 1mo 2d | 16d | 1mo 18dFeb 2026 - Apr 2026 |
2024 pullback2024 | -5.29%Apr 2024 | 28d | 26d | 1mo 24dMar 2024 - May 2024 |
Drawdown Indicators
| JPEF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.09% | -56.78% | +38.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -9.10% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.64% | -1.80% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -10.71% | +8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.03% | -0.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with JPEF
Add JPMorgan Equity Focus ETF 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 JPEF