ACVF vs. JQUA
Compare and contrast key facts about American Conservative Values ETF (ACVF) and JPMorgan U.S. Quality Factor ETF (JQUA).
ACVF and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACVF is an actively managed fund by Ridgeline Research LLC. It was launched on Oct 29, 2020. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACVF or JQUA.
Key characteristics
| ACVF | JQUA | |
|---|---|---|
| YTD Return | 4.85% | 5.04% |
| 1Y Return | 22.54% | 22.14% |
| 3Y Return (Ann) | 8.05% | 9.88% |
| Sharpe Ratio | 1.92 | 1.95 |
| Daily Std Dev | 11.83% | 11.43% |
| Max Drawdown | -24.39% | -32.92% |
| Current Drawdown | -5.63% | -5.13% |
Correlation
The correlation between ACVF and JQUA is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ACVF vs. JQUA - Performance Comparison
The year-to-date returns for both investments are quite close, with ACVF having a 4.85% return and JQUA slightly higher at 5.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACVF vs. JQUA - Expense Ratio Comparison
ACVF has a 0.75% expense ratio, which is higher than JQUA's 0.12% expense ratio.
Risk-Adjusted Performance
ACVF vs. JQUA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and JPMorgan U.S. Quality Factor ETF (JQUA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ACVF vs. JQUA - Dividend Comparison
ACVF's dividend yield for the trailing twelve months is around 0.75%, less than JQUA's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ACVF American Conservative Values ETF | 0.75% | 0.82% | 0.93% | 0.61% | 0.23% | 0.00% | 0.00% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.19% | 1.22% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% |
Drawdowns
ACVF vs. JQUA - Drawdown Comparison
The maximum ACVF drawdown since its inception was -24.39%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for ACVF and JQUA. For additional features, visit the drawdowns tool.
Volatility
ACVF vs. JQUA - Volatility Comparison
American Conservative Values ETF (ACVF) and JPMorgan U.S. Quality Factor ETF (JQUA) have volatilities of 3.18% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.