PortfoliosLab logoPortfoliosLab logo
ISIN
US4812A25958
CUSIP
4812A2595
Issuer
JPMorgan
Inception Date
Feb 28, 2005
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

JVASX Performance Chart

JPMorgan Value Advantage Fund (JVASX) is up 8.5% since the beginning of the year. JVASX is currently trading at $40 per share. Investors who bought $1,000 worth of JVASX shares 5 years ago would now be looking at an investment worth $1,746.


Loading charts...

S&P 500 Index

Returns By Period

JPMorgan Value Advantage Fund (JVASX) has returned 8.51% so far this year and 18.19% over the past 12 months. Over the last ten years, JVASX has returned 11.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


JPMorgan Value Advantage Fund

1D
0.08%
1M
2.32%
YTD
8.51%
6M
7.63%
1Y
18.19%
3Y*
18.27%
5Y*
11.79%
10Y*
11.72%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JVASX Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2005, JVASX's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +15.6%, while the worst month was Mar 2020 at -20.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JVASX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Mar 16, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.76%2.61%-5.58%6.13%0.91%1.77%8.51%
20253.75%0.49%-2.99%-3.45%2.45%3.22%-0.59%4.49%-0.57%-1.62%2.92%1.59%9.70%
20240.62%3.44%5.27%-4.09%2.38%-1.10%6.24%3.04%0.46%0.02%7.19%1.48%27.34%
20235.36%-3.39%-3.28%1.14%-4.17%6.55%4.08%-3.21%-3.29%-2.94%7.49%6.33%9.89%
20220.85%0.17%1.14%-4.22%2.02%-8.79%5.67%-2.32%-8.06%10.21%5.82%-4.63%-3.87%
2021-0.68%7.45%6.94%5.30%2.62%-1.53%0.12%2.50%-3.05%4.59%-4.39%6.33%28.48%

Benchmark Metrics

JPMorgan Value Advantage Fund has an annualized alpha of 1.47%, beta of 0.96, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since February 28, 2005.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.14%) than losses (91.39%) - typical of diversified or defensive assets.
  • With beta of 0.96 and R2 of 0.85, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.47%
Beta
0.96
0.85
Upside Capture
96.14%
Downside Capture
91.39%

Expense Ratio

JVASX has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JVASX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JVASX Risk / Return Rank: 3838
Overall Rank
JVASX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JVASX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JVASX Omega Ratio Rank: 3434
Omega Ratio Rank
JVASX Calmar Ratio Rank: 4141
Calmar Ratio Rank
JVASX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for JPMorgan Value Advantage Fund (JVASX) 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.


JVASXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.33

2.78

-0.46

Martin ratioReturn relative to average drawdown

8.21

12.44

-4.23

Dividends

Dividend History

JPMorgan Value Advantage Fund provided a 11.70% dividend yield over the last twelve months, with an annual payout of $4.64 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.64$4.64$7.32$2.55$3.65$5.67$1.11$1.47$2.25$0.74$0.40$0.48

Dividend yield

11.70%12.70%19.48%7.18%10.52%14.21%3.13%3.94%7.38%2.05%1.23%1.71%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.64$4.64
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.32$7.32
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.55$2.55
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.65$3.65
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.67$5.67

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.


Loading charts...

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 57.87%, occurring on Mar 9, 2009. Recovery took 480 trading sessions.

The current JPMorgan Value Advantage Fund drawdown is 1.32%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.87%Mar 2009
1y 9mo1y 10mo
3y 8moJun 2007 - Feb 2011
COVID crash2020
-41.09%Mar 2020
2mo 2d9mo 19d
11mo 21dJan 2020 - Jan 2021
2011 correction2011
-19.96%Oct 2011
5mo 4d4mo 3d
9mo 7dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-19.08%Dec 2018
3mo 1d4mo 7d
7mo 8dSep 2018 - Apr 2019
2016 correction2016
-18.43%Feb 2016
8mo 27d6mo 24d
1y 3moMay 2015 - Sep 2016

Drawdown Indicators


JVASXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.87%

-56.78%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-9.10%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.21%

-18.90%

+4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

-25.43%

+7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.09%

-33.92%

-7.17%

Current Drawdown

Current decline from peak

-1.32%

-1.80%

+0.48%

Average Drawdown

Average peak-to-trough decline

-6.52%

-10.71%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.03%

+0.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with JVASX

Add JPMorgan Value Advantage Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with JVASX