ACVF vs. JQUA

Last updated Jun 3, 2026

ACVF (American Conservative Values ETF) and JQUA (JPMorgan U.S. Quality Factor ETF) are both exchange-traded funds - ACVF is a Large Cap Blend Equities fund actively managed by Ridgeline Research LLC, while JQUA is a Large Cap Growth Equities fund tracking the JP Morgan US Quality Factor Index. ACVF is actively managed, while JQUA is passively managed. Over the past 5 years, ACVF returned 12.66%/yr vs 14.20%/yr for JQUA. With a 0.96 correlation, they move nearly in lockstep. ACVF charges 0.75%/yr vs 0.12%/yr for JQUA.

Performance

ACVF vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Conservative Values ETF (ACVF) and JPMorgan U.S. Quality Factor ETF (JQUA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACVF achieves a 11.18% return, which is significantly lower than JQUA's 14.47% return.

ACVF

• 1D: 0.48%
• 1M: 6.31%
• YTD: 11.18%
• 6M: 12.23%
• 1Y: 21.98%
• 3Y*: 19.83%
• 5Y*: 12.66%
• 10Y*: —

JQUA

• 1D: 0.42%
• 1M: 8.40%
• YTD: 14.47%
• 6M: 15.23%
• 1Y: 23.81%
• 3Y*: 20.64%
• 5Y*: 14.20%
• 10Y*: —

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

ACVF vs. JQUA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ACVF American Conservative Values ETF	11.18%	13.67%	20.56%	23.81%	-15.74%	28.84%	13.79%
JQUA JPMorgan U.S. Quality Factor ETF	14.47%	11.69%	21.21%	25.13%	-13.45%	28.68%	13.34%

Correlation

The correlation between ACVF and JQUA is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 30, 2020	0.96

The correlation between ACVF and JQUA has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

ACVF vs. JQUA - Sectors Allocation Comparison

Sectors	ACVF	JQUA
Technology	39.7%	41.9%
Financial Services	11.6%	10.2%
Industrials	11.0%	7.6%
Consumer Cyclical	10.7%	9.2%
Healthcare	8.1%	7.2%
Consumer Defensive	5.9%	5.3%
Communication Services	4.2%	5.5%
Energy	3.5%	3.2%
Utilities	2.2%	2.3%
Real Estate	1.7%	2.1%
Basic Materials	1.6%	0.8%

Return for Risk

ACVF vs. JQUA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACVF

ACVF Risk / Return Rank: 58
ACVF Sharpe Ratio Rank: 56
ACVF Sortino Ratio Rank: 57
ACVF Omega Ratio Rank: 55
ACVF Calmar Ratio Rank: 57
ACVF Martin Ratio Rank: 63

JQUA

JQUA Risk / Return Rank: 66
JQUA Sharpe Ratio Rank: 63
JQUA Sortino Ratio Rank: 65
JQUA Omega Ratio Rank: 60
JQUA Calmar Ratio Rank: 67
JQUA Martin Ratio Rank: 74

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.

ACVF vs. JQUA - Risk-Adjusted Trends 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.

	ACVF	JQUA	Difference
Sharpe ratio Return per unit of total volatility	1.94	2.13	-0.20
Sortino ratio Return per unit of downside risk	2.72	3.04	-0.32
Omega ratio Gain probability vs. loss probability	1.34	1.37	-0.02
Calmar ratio Return relative to maximum drawdown	2.89	3.38	-0.49
Martin ratio Return relative to average drawdown	11.75	14.27	-2.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACVF vs. JQUA - Sharpe Ratio Comparison

The current ACVF Sharpe Ratio is 1.94, which is comparable to the JQUA Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ACVF and JQUA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACVF	JQUA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.94	2.13	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.91	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.84	+0.19

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.

Drawdown Indicators

	ACVF	JQUA	Difference
Max Drawdown Largest peak-to-trough decline	-24.39%	-32.92%	+8.53%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-7.13%	-0.57%
Max Drawdown (3Y) Largest decline over 3 years	-16.82%	-16.81%	-0.01%
Max Drawdown (5Y) Largest decline over 5 years	-24.39%	-22.47%	-1.92%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.75%	-4.16%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.69%	+0.20%

Volatility

ACVF vs. JQUA - Volatility Comparison

American Conservative Values ETF (ACVF) has a higher volatility of 3.06% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 2.83%. This indicates that ACVF's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACVF	JQUA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.06%	2.83%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	9.00%	8.33%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	11.39%	11.21%	+0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	15.61%	+0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.97%	17.99%	-2.02%

ACVF vs. JQUA - Expense Ratio Comparison

ACVF has a 0.75% expense ratio, which is higher than JQUA's 0.12% expense ratio.

Dividends

ACVF vs. JQUA - Dividend Comparison

ACVF's dividend yield for the trailing twelve months is around 0.53%, less than JQUA's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACVF American Conservative Values ETF	0.53%	0.59%	0.59%	0.82%	0.93%	0.61%	0.23%	0.00%	0.00%	0.00%
JQUA JPMorgan U.S. Quality Factor ETF	1.07%	1.19%	1.24%	1.21%	1.60%	1.32%	1.44%	1.67%	2.10%	0.40%

Frequently Asked Questions

Can I hold both ACVF and JQUA in my portfolio?

With a correlation of 0.92, ACVF and JQUA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ACVF or JQUA?

ACVF has higher volatility (3.06%) compared to JQUA (2.83%). In terms of maximum drawdown, ACVF dropped -24.39% vs JQUA's -32.92%.

Which ETF is better, ACVF or JQUA?

On 5-year performance, JQUA leads with 14.20% vs 12.66% for ACVF. On fees, JQUA is cheaper at 0.12% per year. On volatility, JQUA has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACVF or JQUA?

Over the 5-year period, JQUA has performed better with a 14.20% return vs 12.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACVF or JQUA?

JQUA is cheaper with a 0.12% expense ratio, compared with 0.75% for ACVF.

Which ETF pays a higher dividend yield, ACVF or JQUA?

JQUA has the higher dividend yield at 1.07%, compared with 0.53% for ACVF.

What is the main difference between ACVF and JQUA?

ACVF is categorized as Large Cap Blend Equities, while JQUA is Large Cap Growth Equities. They also come from different issuers: Ridgeline Research LLC and JPMorgan. Their fees differ too: 0.75% for ACVF and 0.12% for JQUA.

Which has better risk-adjusted returns?

JQUA currently has the higher Sharpe Ratio (2.13 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.