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.
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: JVAL vs. VOO, JVAL vs. FNDX
Return
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -9.20% | -5.31% |
| Year-To-Date | -2.02% | 2.01% |
| 6 months | 0.92% | 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 7.06% | -2.96% | ||||||||||
| 2022 | -9.56% | 10.41% | 6.84% | -4.78% |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.82 | $0.82 | $0.72 | $0.76 | $0.75 | $0.61 | $0.12 |
Dividend yield | 2.51% | 2.46% | 1.93% | 2.66% | 2.79% | 2.90% | 0.51% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | ||||||||||
| 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 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 |
| 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 |
| 2018 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.13 |
| 2017 | $0.12 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 | — | — | — |
| -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 |
| -8.22% | May 6, 2019 | 19 | May 31, 2019 | 23 | Jul 3, 2019 | 42 |
| -7.88% | Feb 12, 2018 | 9 | May 1, 2018 | 26 | Aug 28, 2018 | 35 |
| -5.74% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -4.7% | Jun 9, 2021 | 8 | Jun 18, 2021 | 31 | Aug 3, 2021 | 39 |
| -4.41% | Sep 3, 2021 | 12 | Sep 21, 2021 | 21 | Oct 20, 2021 | 33 |
| -4.38% | May 10, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
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.