- ISIN
- US4812C17936
- CUSIP
- 4812C1793
- Issuer
- JPMorgan
- Inception Date
- Jan 27, 1995
- Category
- Small Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
PSOPX Performance Chart
JPMorgan Small Cap Value Fund (PSOPX) is up 17.5% since the beginning of the year. PSOPX is currently trading at $33 per share. Investors who bought $1,000 worth of PSOPX shares 5 years ago would now be looking at an investment worth $1,501.
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Returns By Period
JPMorgan Small Cap Value Fund (PSOPX) has returned 17.52% so far this year and 41.48% over the past 12 months. Over the last ten years, PSOPX has returned 10.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
JPMorgan Small Cap Value Fund
- 1D
- 1.07%
- 1M
- 3.69%
- YTD
- 17.52%
- 6M
- 17.06%
- 1Y
- 41.48%
- 3Y*
- 19.72%
- 5Y*
- 8.46%
- 10Y*
- 10.42%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PSOPX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1996, PSOPX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +18.6%, while the worst month was Mar 2020 at -23.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, PSOPX closed higher 52% of trading days. The best single day was Mar 23, 2009 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.90% | 2.28% | -5.02% | 9.78% | 2.36% | 0.70% | 17.52% | ||||||
| 2025 | 2.62% | -3.69% | -6.26% | -3.93% | 3.60% | 5.00% | 1.32% | 7.41% | 1.49% | 0.99% | 3.87% | 0.12% | 12.32% |
| 2024 | -2.35% | 3.81% | 4.14% | -5.68% | 3.70% | -1.69% | 10.89% | -1.86% | -0.15% | -1.53% | 9.17% | -2.87% | 15.20% |
| 2023 | 9.39% | -1.82% | -7.60% | -1.59% | -1.95% | 7.32% | 7.04% | -4.84% | -5.45% | -5.88% | 9.48% | 10.87% | 13.08% |
| 2022 | -5.35% | 1.28% | 1.27% | -7.33% | 1.82% | -10.07% | 9.98% | -2.65% | -9.18% | 11.86% | 3.61% | -6.68% | -13.37% |
| 2021 | 3.75% | 11.68% | 5.58% | 2.73% | 3.05% | -0.83% | -3.13% | 2.57% | -1.88% | 4.22% | -3.34% | 4.99% | 32.44% |
Benchmark Metrics
JPMorgan Small Cap Value Fund has an annualized alpha of 2.32%, beta of 0.98, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 03, 1996.
- This fund captured 107.22% of S&P 500 Index gains and 100.22% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.32% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.98 and R2 of 0.70, 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
- 2.32%
- Beta
- 0.98
- R²
- 0.70
- Upside Capture
- 107.22%
- Downside Capture
- 100.22%
Expense Ratio
PSOPX has a high expense ratio of 0.94%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
PSOPX ranks 73 for risk / return — better than 73% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) and compare them to S&P 500 Index.
| PSOPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 2.93 | +1.69 |
| Martin ratioReturn relative to average drawdown | 16.70 | 13.52 | +3.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
JPMorgan Small Cap Value Fund provided a 7.89% dividend yield over the last twelve months, with an annual payout of $2.62 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.62 | $2.63 | $3.51 | $0.43 | $2.30 | $5.03 | $0.20 | $1.63 | $3.71 | $1.95 | $0.23 | $1.37 |
Dividend yield | 7.89% | 9.31% | 12.79% | 1.59% | 9.50% | 16.48% | 0.74% | 6.38% | 16.22% | 6.38% | 0.73% | 5.58% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Small Cap Value Fund. 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $2.46 | $2.63 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $3.34 | $3.51 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.43 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $2.15 | $2.30 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $4.95 | $5.03 |
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 Small Cap Value 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 Small Cap Value Fund was 60.75%, occurring on Mar 9, 2009. Recovery took 525 trading sessions.
The current JPMorgan Small Cap Value Fund drawdown is 0.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.75%Mar 2009 | 1y 9mo | 2y 28d | 3y 10moJun 2007 - Apr 2011 |
COVID crash2020 | -46.52%Mar 2020 | 1y 7mo | 9mo 18d | 2y 4moAug 2018 - Jan 2021 |
1998 bear market1998 | -42.64%Oct 1998 | 5mo 18d | 2y 3mo | 2y 9moApr 1998 - Jan 2001 |
Dot-com crash2000–2002 | -34.70%Oct 2002 | 5mo 25d | 1y 20d | 1y 6moApr 2002 - Oct 2003 |
2011 bear market2011 | -29.35%Oct 2011 | 5mo 4d | 5mo 25d | 10mo 29dMay 2011 - Mar 2012 |
Drawdown Indicators
| PSOPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -56.78% | -3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -9.10% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.50% | -18.90% | -4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -25.43% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -46.52% | -33.92% | -12.60% |
Current DrawdownCurrent decline from peak | -0.12% | -0.74% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -10.72% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.97% | +0.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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