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ISIN
US46654Q6742
CUSIP
46654Q674
Issuer
JPMorgan
Inception Date
Aug 7, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$8M

Share Price Chart


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Performance

MCDS Performance Chart

JPMorgan Fundamental Data Science Mid Core ETF (MCDS) is up 15.3% since the beginning of the year. MCDS is currently trading at $67 per share.


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S&P 500 Index

Returns By Period

JPMorgan Fundamental Data Science Mid Core ETF (MCDS) has returned 15.25% so far this year and 24.76% over the past 12 months.


JPMorgan Fundamental Data Science Mid Core ETF

1D
0.65%
1M
4.40%
YTD
15.25%
6M
13.56%
1Y
24.76%
3Y*
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCDS Monthly Returns History

Based on dividend-adjusted daily data since Aug 8, 2024, MCDS's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.

Historically, 74% of months were positive and 26% were negative. The best month was Nov 2024 with a return of +8.3%, while the worst month was Dec 2024 at -6.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MCDS closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -5.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.31%4.17%-4.66%7.83%1.86%3.26%15.25%
20253.60%-2.92%-5.90%-1.35%5.08%3.12%1.46%1.73%0.60%-0.38%1.45%0.33%6.51%
20246.53%2.04%0.18%8.27%-6.86%9.83%

Benchmark Metrics

JPMorgan Fundamental Data Science Mid Core ETF has an annualized alpha of -1.50%, beta of 0.91, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since August 08, 2024.

  • This ETF participated in 77.60% of S&P 500 Index downside but only 75.91% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.91 and R2 of 0.80, 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
-1.50%
Beta
0.91
0.80
Upside Capture
75.91%
Downside Capture
77.60%

Expense Ratio

MCDS has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MCDS ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MCDS Risk / Return Rank: 6161
Overall Rank
MCDS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MCDS Sortino Ratio Rank: 5858
Sortino Ratio Rank
MCDS Omega Ratio Rank: 5252
Omega Ratio Rank
MCDS Calmar Ratio Rank: 6868
Calmar Ratio Rank
MCDS Martin Ratio Rank: 6969
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 Fundamental Data Science Mid Core ETF (MCDS) 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.


MCDSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.33

2.78

+0.54

Martin ratioReturn relative to average drawdown

12.31

12.44

-0.13

Dividends

Dividend History

JPMorgan Fundamental Data Science Mid Core ETF provided a 1.04% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


0.60%0.70%0.80%0.90%1.00%1.10%1.20%$0.00$0.20$0.40$0.60$0.8020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.70$0.72$0.36

Dividend yield

1.04%1.23%0.64%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Fundamental Data Science Mid Core ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.21$0.00$0.00$0.25$0.72
2024$0.09$0.00$0.00$0.27$0.36

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 Fundamental Data Science Mid Core 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 Fundamental Data Science Mid Core ETF was 22.50%, occurring on Apr 8, 2025. Recovery took 171 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-22.50%Apr 2025
4mo 13d8mo 7d
1y 15dNov 2024 - Dec 2025
2026 pullback2026
-7.47%Mar 2026
1mo 1d15d
1mo 16dFeb 2026 - Apr 2026
2024 pullback2024
-3.57%Sep 2024
3d11d
14dSep 2024 - Sep 2024
2026 pullback2026
-3.20%May 2026
12d7d
19dMay 2026 - May 2026
2026 pullback2026
-2.61%Jun 2026
5d2d
7dJun 2026 - Jun 2026

Drawdown Indicators


MCDSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.50%

-56.78%

+34.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-9.10%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.90%

-10.71%

+6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.03%

-0.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add JPMorgan Fundamental Data Science Mid Core ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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