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JPMorgan Value Advantage Fund (JVASX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US4812A25958

CUSIP

4812A2595

Issuer

JPMorgan Chase

Inception Date

Feb 28, 2005

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

JVASX features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for JVASX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
JVASX vs. SPY JVASX vs. VOO JVASX vs. JANEX JVASX vs. VFIAX
Popular comparisons:
JVASX vs. SPY JVASX vs. VOO JVASX vs. JANEX JVASX vs. VFIAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Value Advantage Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-0.98%
8.53%
JVASX (JPMorgan Value Advantage Fund)
Benchmark (^GSPC)

Returns By Period

JPMorgan Value Advantage Fund had a return of 5.72% year-to-date (YTD) and 6.59% in the last 12 months. Over the past 10 years, JPMorgan Value Advantage Fund had an annualized return of 3.52%, while the S&P 500 had an annualized return of 11.06%, indicating that JPMorgan Value Advantage Fund did not perform as well as the benchmark.


JVASX

YTD

5.72%

1M

-13.02%

6M

-0.98%

1Y

6.59%

5Y*

1.36%

10Y*

3.52%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of JVASX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.62%3.44%5.27%-4.09%2.38%-1.10%6.24%3.04%0.46%0.02%7.19%5.72%
20235.36%-3.39%-3.28%1.14%-4.17%6.55%4.08%-3.21%-3.29%-2.94%7.49%0.61%3.97%
20220.85%0.17%1.14%-4.22%2.02%-8.79%5.67%-2.32%-8.06%10.21%5.82%-12.11%-11.40%
2021-0.68%7.45%6.94%5.30%2.62%-1.53%0.12%2.50%-3.05%4.59%-4.39%-6.17%13.37%
2020-3.62%-9.54%-20.22%11.36%2.77%0.00%2.83%3.63%-3.38%0.00%15.01%2.68%-3.21%
20198.09%3.48%0.53%4.05%-6.21%6.41%1.09%-3.77%4.03%1.55%2.70%0.58%23.96%
20184.11%-5.04%-1.77%0.40%0.23%1.14%3.93%1.92%-1.06%-5.44%3.09%-14.48%-13.65%
20170.50%3.45%-1.04%-0.00%-0.69%2.00%1.93%-2.25%3.43%1.01%3.31%0.70%12.87%
2016-5.61%0.11%6.47%1.46%1.33%-0.24%2.91%1.55%-0.56%-0.37%6.69%2.41%16.73%
2015-3.16%5.34%-0.49%-0.33%1.03%-1.48%0.93%-5.42%-3.21%5.77%-0.10%-3.82%-5.43%
2014-2.80%4.78%1.81%0.11%1.35%2.52%-2.63%4.10%-1.85%2.40%2.78%-1.81%10.89%
20135.50%1.34%4.75%1.13%2.66%-0.08%4.85%-3.82%2.65%4.02%3.04%-0.31%28.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JVASX is 37, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JVASX is 3737
Overall Rank
The Sharpe Ratio Rank of JVASX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JVASX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of JVASX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of JVASX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of JVASX is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for JVASX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.000.522.10
The chart of Sortino ratio for JVASX, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.732.80
The chart of Omega ratio for JVASX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.39
The chart of Calmar ratio for JVASX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.0014.000.373.09
The chart of Martin ratio for JVASX, currently valued at 2.47, compared to the broader market0.0020.0040.0060.002.4713.49
JVASX
^GSPC

The current JPMorgan Value Advantage Fund Sharpe ratio is 0.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Value Advantage Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.52
2.10
JVASX (JPMorgan Value Advantage Fund)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Value Advantage Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.58$0.59$0.40$0.59$0.54$0.56$0.39$0.39$0.19$0.32$0.20

Dividend yield

0.00%1.62%1.71%1.00%1.65%1.46%1.84%1.09%1.22%0.67%1.06%0.74%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2013$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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.75%
-2.62%
JVASX (JPMorgan Value Advantage Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Value Advantage Fund. 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 Value Advantage Fund was 59.38%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.

The current JPMorgan Value Advantage Fund drawdown is 15.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.38%Jun 5, 2007442Mar 9, 2009538Apr 26, 2011980
-41.09%Jan 21, 202044Mar 23, 2020204Jan 12, 2021248
-26.88%Nov 9, 2021344Mar 23, 2023421Nov 22, 2024765
-23.05%Sep 24, 201864Dec 24, 2018226Nov 15, 2019290
-19.96%May 2, 2011108Oct 3, 201185Feb 3, 2012193

Volatility

Volatility Chart

The current JPMorgan Value Advantage Fund volatility is 9.45%, 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.45%
3.79%
JVASX (JPMorgan Value Advantage Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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