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JQUA vs. ACVF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JQUA and ACVF 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.


-0.50.00.51.0
Correlation: 1.0

Performance

JQUA vs. ACVF - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
85.93%
78.30%
JQUA
ACVF

Key characteristics

Sharpe Ratio

JQUA:

0.64

ACVF:

0.52

Sortino Ratio

JQUA:

1.00

ACVF:

0.86

Omega Ratio

JQUA:

1.15

ACVF:

1.12

Calmar Ratio

JQUA:

0.65

ACVF:

0.57

Martin Ratio

JQUA:

2.78

ACVF:

2.36

Ulcer Index

JQUA:

3.96%

ACVF:

4.09%

Daily Std Dev

JQUA:

17.24%

ACVF:

18.58%

Max Drawdown

JQUA:

-32.92%

ACVF:

-24.39%

Current Drawdown

JQUA:

-8.44%

ACVF:

-8.21%

Returns By Period

In the year-to-date period, JQUA achieves a -2.89% return, which is significantly higher than ACVF's -3.30% return.


JQUA

YTD

-2.89%

1M

-2.97%

6M

-1.20%

1Y

11.35%

5Y*

16.47%

10Y*

N/A

ACVF

YTD

-3.30%

1M

-2.50%

6M

-3.78%

1Y

9.80%

5Y*

N/A

10Y*

N/A

*Annualized

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JQUA vs. ACVF - Expense Ratio Comparison

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


Expense ratio chart for ACVF: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACVF: 0.75%
Expense ratio chart for JQUA: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JQUA: 0.12%

Risk-Adjusted Performance

JQUA vs. ACVF — Risk-Adjusted Performance Rank

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

JQUA
The Risk-Adjusted Performance Rank of JQUA is 6868
Overall Rank
The Sharpe Ratio Rank of JQUA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of JQUA is 6565
Sortino Ratio Rank
The Omega Ratio Rank of JQUA is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JQUA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of JQUA is 7070
Martin Ratio Rank

ACVF
The Risk-Adjusted Performance Rank of ACVF is 6161
Overall Rank
The Sharpe Ratio Rank of ACVF is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ACVF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ACVF is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ACVF is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ACVF is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JQUA vs. ACVF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and American Conservative Values ETF (ACVF). 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.


The chart of Sharpe ratio for JQUA, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
JQUA: 0.64
ACVF: 0.52
The chart of Sortino ratio for JQUA, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
JQUA: 1.00
ACVF: 0.86
The chart of Omega ratio for JQUA, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
JQUA: 1.15
ACVF: 1.12
The chart of Calmar ratio for JQUA, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.00
JQUA: 0.65
ACVF: 0.57
The chart of Martin ratio for JQUA, currently valued at 2.78, compared to the broader market0.0020.0040.0060.00
JQUA: 2.78
ACVF: 2.36

The current JQUA Sharpe Ratio is 0.64, which is comparable to the ACVF Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of JQUA and ACVF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.64
0.52
JQUA
ACVF

Dividends

JQUA vs. ACVF - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.36%, more than ACVF's 0.63% yield.


TTM20242023202220212020201920182017
JQUA
JPMorgan U.S. Quality Factor ETF
1.36%1.24%1.22%1.59%1.32%1.44%1.67%2.10%0.39%
ACVF
American Conservative Values ETF
0.63%0.59%0.83%0.93%0.61%0.23%0.00%0.00%0.00%

Drawdowns

JQUA vs. ACVF - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, which is greater than ACVF's maximum drawdown of -24.39%. Use the drawdown chart below to compare losses from any high point for JQUA and ACVF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.44%
-8.21%
JQUA
ACVF

Volatility

JQUA vs. ACVF - Volatility Comparison

JPMorgan U.S. Quality Factor ETF (JQUA) and American Conservative Values ETF (ACVF) have volatilities of 12.74% and 13.20%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.74%
13.20%
JQUA
ACVF