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JPMorgan U.S. Value Factor ETF (JVAL)

ETF · Currency in USD · Last updated Mar 18, 2023

JVAL is a passive ETF by JPMorgan Chase tracking the investment results of the JP Morgan US Value Factor Index. JVAL launched on Nov 8, 2017 and has a 0.12% expense ratio.

Share Price Chart

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The chart shows the growth of $10,000 invested in JPMorgan U.S. Value Factor ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,895 for a total return of roughly 48.95%. All prices are adjusted for splits and dividends.

JVAL (JPMorgan U.S. Value Factor ETF)
Benchmark (^GSPC)

S&P 500

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JPMorgan U.S. Value Factor ETF

Popular comparisons: JVAL vs. VOO, JVAL vs. FNDX


JPMorgan U.S. Value Factor ETF had a return of -2.02% year-to-date (YTD) and -8.92% in the last 12 months. Over the past 10 years, JPMorgan U.S. Value Factor ETF had an annualized return of 8.96%, while the S&P 500 benchmark had an annualized return of 8.59%, indicating that JPMorgan U.S. Value Factor ETF performed slightly bigger than the benchmark.

1 month-9.20%-5.31%
6 months0.92%0.39%
1 year-8.92%-10.12%
5 years (annualized)7.67%8.05%
10 years (annualized)8.96%8.59%

Monthly Returns Heatmap


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 JPMorgan U.S. Value Factor ETF Sharpe ratio is -0.41. 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.

JVAL (JPMorgan U.S. Value Factor ETF)
Benchmark (^GSPC)

Dividend History

JPMorgan U.S. Value Factor ETF granted a 2.51% dividend yield in the last twelve months. The annual payout for that period amounted to $0.82 per share.


Dividend yield


Monthly Dividends

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


Drawdowns Chart

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

JVAL (JPMorgan U.S. Value Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the JPMorgan U.S. Value Factor 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 JPMorgan U.S. Value Factor ETF is 40.42%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.



To Bottom


To Recover



-40.42%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-22.4%Jan 5, 2022186Sep 30, 2022
-19%Sep 24, 201853Dec 24, 201888May 3, 2019141
-8.53%Jul 29, 201920Aug 23, 201944Oct 25, 201964
-8.22%May 6, 201919May 31, 201923Jul 3, 201942
-7.88%Feb 12, 20189May 1, 201826Aug 28, 201835
-5.74%Nov 17, 202110Dec 1, 202117Dec 27, 202127
-4.7%Jun 9, 20218Jun 18, 202131Aug 3, 202139
-4.41%Sep 3, 202112Sep 21, 202121Oct 20, 202133
-4.38%May 10, 20213May 12, 202116Jun 4, 202119

Volatility Chart

Current JPMorgan U.S. Value Factor ETF volatility is 23.52%. 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.

JVAL (JPMorgan U.S. Value Factor ETF)
Benchmark (^GSPC)