- Issuer
- JPMorgan
- Inception Date
- Nov 8, 2017
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JP Morgan US Value Factor Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $807M
Share Price Chart
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Performance
JVAL Performance Chart
JPMorgan U.S. Value Factor ETF (JVAL) is up 19.8% since the beginning of the year. JVAL is currently trading at $59 per share. Investors who bought $1,000 worth of JVAL shares 5 years ago would now be looking at an investment worth $1,837.
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Returns By Period
JPMorgan U.S. Value Factor ETF (JVAL) has returned 19.79% so far this year and 38.81% over the past 12 months.
JPMorgan U.S. Value Factor ETF
- 1D
- 0.46%
- 1M
- 4.53%
- YTD
- 19.79%
- 6M
- 18.51%
- 1Y
- 38.81%
- 3Y*
- 21.69%
- 5Y*
- 12.93%
- 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%
JVAL Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2017, JVAL's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.8%, while the worst month was Mar 2020 at -18.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JVAL closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.46% | 1.33% | -4.71% | 10.25% | 6.83% | 1.81% | 19.79% | ||||||
| 2025 | 4.05% | -2.34% | -5.24% | -3.43% | 5.37% | 5.63% | 1.11% | 4.05% | 2.59% | 1.43% | 1.43% | 1.08% | 16.16% |
| 2024 | -0.39% | 3.80% | 4.71% | -5.29% | 3.68% | 0.61% | 4.04% | 1.43% | 1.64% | -1.31% | 5.95% | -4.53% | 14.53% |
| 2023 | 7.06% | -2.96% | -0.68% | -0.18% | -1.50% | 7.40% | 4.60% | -2.60% | -4.19% | -3.78% | 8.58% | 7.52% | 19.48% |
| 2022 | -3.23% | -1.86% | 1.64% | -5.79% | 2.04% | -9.14% | 7.54% | -4.00% | -9.56% | 10.41% | 6.84% | -4.78% | -11.58% |
| 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% |
Benchmark Metrics
JPMorgan U.S. Value Factor ETF has an annualized alpha of 1.36%, beta of 0.92, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since November 09, 2017.
- With beta of 0.92 and R2 of 0.79, 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
- 1.36%
- Beta
- 0.92
- R²
- 0.79
- Upside Capture
- 101.53%
- Downside Capture
- 101.46%
Expense Ratio
JVAL has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
JVAL ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan U.S. Value Factor ETF (JVAL) 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.
| JVAL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.37 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 2.78 | +1.81 |
| Martin ratioReturn relative to average drawdown | 17.83 | 12.44 | +5.39 |
Dividends
Dividend History
JPMorgan U.S. Value Factor ETF provided a 1.72% dividend yield over the last twelve months, with an annual payout of $1.01 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.01 | $1.02 | $0.96 | $0.94 | $0.82 | $0.72 | $0.76 | $0.75 | $0.61 | $0.12 |
Dividend yield | 1.72% | 2.08% | 2.21% | 2.43% | 2.46% | 1.88% | 2.55% | 2.58% | 2.61% | 0.45% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.17 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.32 | $1.02 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.30 | $0.96 |
| 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 | $0.82 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.29 | $0.72 |
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.
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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 0.34%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.42%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Bear market2022 | -22.39%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -20.07%Apr 2025 | 4mo 13d | 2mo 25d | 7mo 8dNov 2024 - Jul 2025 |
Rate-hike selloffLate 2018 | -19.00%Dec 2018 | 3mo 1d | 4mo 10d | 7mo 11dSep 2018 - May 2019 |
2019 pullback2019 | -8.53%Aug 2019 | 25d | 2mo 3d | 2mo 28dJul 2019 - Oct 2019 |
Drawdown Indicators
| JVAL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.42% | -56.78% | +16.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -9.10% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -18.90% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.39% | -25.43% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.80% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -10.71% | +5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.03% | +0.15% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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