JPMorgan U.S. Value Factor ETF (JVAL)
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.
ETF Info
| Issuer | JPMorgan Chase |
|---|---|
| Inception Date | Nov 8, 2017 |
| Region | North America (U.S.) |
| Category | Large Cap Value Equities |
| Leveraged | 1x |
| Index Tracked | JP Morgan US Value Factor Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
JVAL has an expense ratio of 0.12%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: JVAL vs. VOO, JVAL vs. HDGYX, JVAL vs. FNDX, JVAL vs. VTV, JVAL vs. SCHD, JVAL vs. BBUS, JVAL vs. JQUA, JVAL vs. SPYV, JVAL vs. IWY, JVAL vs. RFV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JPMorgan U.S. Value Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
JPMorgan U.S. Value Factor ETF had a return of 18.41% year-to-date (YTD) and 33.68% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 18.41% | 25.48% |
| 1 month | 2.84% | 2.14% |
| 6 months | 10.48% | 12.76% |
| 1 year | 33.68% | 33.14% |
| 5 years (annualized) | 12.73% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of JVAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.39% | 3.80% | 4.71% | -5.29% | 3.68% | 0.61% | 4.04% | 1.43% | 1.64% | -1.31% | 18.41% | ||
| 2023 | 7.06% | -2.96% | -0.68% | -0.18% | -1.50% | 7.42% | 4.60% | -2.60% | -4.19% | -3.78% | 8.58% | 7.52% | 19.50% |
| 2022 | -3.23% | -1.86% | 1.64% | -5.79% | 2.04% | -9.15% | 7.54% | -4.00% | -9.56% | 10.41% | 6.84% | -4.79% | -11.59% |
| 2021 | 1.21% | 5.66% | 7.70% | 3.70% | 2.81% | -0.77% | 0.77% | 1.97% | -3.80% | 4.39% | -1.32% | 5.84% | 31.31% |
| 2020 | -3.19% | -10.42% | -18.42% | 13.86% | 3.76% | 1.13% | 3.07% | 4.97% | -2.41% | -1.29% | 15.75% | 4.37% | 6.43% |
| 2019 | 9.49% | 2.43% | 0.18% | 3.95% | -8.07% | 7.73% | 1.87% | -4.49% | 4.31% | 2.02% | 4.20% | 2.87% | 28.37% |
| 2018 | 5.13% | -5.39% | 0.70% | -1.25% | 1.15% | -0.16% | 2.73% | 2.28% | -0.01% | -5.55% | 1.73% | -9.68% | -8.92% |
| 2017 | 1.33% | 3.87% | 5.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JVAL is 74, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan U.S. Value Factor ETF (JVAL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
JPMorgan U.S. Value Factor ETF provided a 2.20% dividend yield over the last twelve months, with an annual payout of $0.99 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.99 | $0.94 | $0.81 | $0.72 | $0.76 | $0.75 | $0.61 | $0.12 |
Dividend yield | 2.20% | 2.43% | 2.46% | 1.88% | 2.55% | 2.58% | 2.61% | 0.44% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.66 | |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.33 | $0.94 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.31 | $0.81 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.72 |
| 2020 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.23 | $0.76 |
| 2019 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 | $0.75 |
| 2018 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.14 | $0.61 |
| 2017 | $0.12 | $0.12 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan U.S. Value Factor 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 U.S. Value Factor ETF was 40.42%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current JPMorgan U.S. Value Factor ETF drawdown is 0.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.42% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -22.4% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -19% | Sep 24, 2018 | 53 | Dec 24, 2018 | 88 | May 3, 2019 | 141 |
| -8.53% | Jul 29, 2019 | 20 | Aug 23, 2019 | 44 | Oct 25, 2019 | 64 |
| -8.23% | May 6, 2019 | 19 | May 31, 2019 | 23 | Jul 3, 2019 | 42 |
Volatility
Volatility Chart
The current JPMorgan U.S. Value Factor ETF volatility is 4.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.