JQUA vs. VTV

Last updated Aug 4, 2026

JQUA (JPMorgan U.S. Quality Factor ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - JQUA is a Quality Factor fund tracking the JP Morgan US Quality Factor Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 5 years, JQUA returned 12.98%/yr vs 12.43%/yr for VTV. Their 0.79 correlation means they have sometimes moved together and sometimes differently. JQUA charges 0.12%/yr vs 0.04%/yr for VTV.

Performance

JQUA vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, JQUA achieves a 15.84% return, which is significantly lower than VTV's 16.93% return.

JQUA

• 1D: 0.79%
• 1M: 1.13%
• 6M: 13.59%
• YTD: 15.84%
• 1Y: 23.18%
• 3Y*: 19.27%
• 5Y*: 12.98%
• 10Y*: —
• ALL TIME*: 14.80%

VTV

• 1D: 0.48%
• 1M: 0.83%
• 6M: 10.86%
• YTD: 16.93%
• 1Y: 28.55%
• 3Y*: 17.83%
• 5Y*: 12.43%
• 10Y*: 12.46%
• ALL TIME*: 9.69%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JQUA JPMorgan U.S. Quality Factor ETF	$27.54M	$28.89M	$36.27M
VTV Vanguard Value ETF	$655.54M	$670.79M	$624.45M

JQUA vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JQUA JPMorgan U.S. Quality Factor ETF	15.84%	11.69%	21.21%	25.13%	-13.45%	28.68%	16.56%	28.47%	-2.98%	5.07%
VTV Vanguard Value ETF	16.93%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	4.85%

Correlation

The correlation between JQUA and VTV is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.71
Correlation (3Y) Balances recent behavior with more history.	0.80
Correlation (5Y) Shows whether the relationship held over a longer period.	0.83
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.79

The correlation between JQUA and VTV shifts across timeframes, from 0.71 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

JQUA vs. VTV - Sectors Allocation Comparison

Sectors	JQUA	VTV
Technology	41.0%	15.3%
Financial Services	12.0%	22.4%
Consumer Cyclical	9.5%	3.9%
Industrials	8.9%	14.3%
Healthcare	8.8%	15.2%
Communication Services	6.2%	2.9%
Consumer Defensive	5.2%	8.7%
Energy	3.3%	6.9%
Real Estate	2.2%	2.5%
Basic Materials	1.7%	3.0%
Utilities	1.2%	4.8%

Return for Risk

JQUA vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JQUA

JQUA Risk / Return Rank: 83
JQUA Sharpe Ratio Rank: 82
JQUA Sortino Ratio Rank: 82
JQUA Omega Ratio Rank: 79
JQUA Calmar Ratio Rank: 85
JQUA Martin Ratio Rank: 88

VTV

VTV Risk / Return Rank: 94
VTV Sharpe Ratio Rank: 95
VTV Sortino Ratio Rank: 95
VTV Omega Ratio Rank: 94
VTV Calmar Ratio Rank: 93
VTV Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JQUA vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and Vanguard Value ETF (VTV). 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.

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.

	JQUA	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.79	-0.85
Sortino ratio: Return per unit of downside risk	2.73	3.98	-1.25
Omega ratio: Gain probability vs. loss probability	1.34	1.51	-0.17
Calmar ratio: Return relative to maximum drawdown	3.27	4.52	-1.25
Martin ratio: Return relative to average drawdown	13.35	17.46	-4.11

JQUA vs. VTV - Sharpe Ratio Comparison

The current JQUA Sharpe Ratio is 1.94, which is lower than the VTV Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of JQUA and VTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JQUA vs. VTV - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for JQUA and VTV.

Drawdown Indicators

	JQUA	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-32.92%	-59.27%	+26.35%
Max Drawdown (1Y) Largest decline over 1 year	-7.13%	-6.35%	-0.78%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-14.52%	-2.29%
Max Drawdown (5Y) Largest decline over 5 years	-22.47%	-17.04%	-5.43%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	0.00%	-0.89%	+0.89%
Average Drawdown Average peak-to-trough decline	-4.10%	-7.82%	+3.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.64%	+0.10%

Volatility

JQUA vs. VTV - Volatility Comparison

JPMorgan U.S. Quality Factor ETF (JQUA) and Vanguard Value ETF (VTV) have volatilities of 2.46% and 2.54%, 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.

Volatility by Period

	JQUA	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	2.54%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	9.45%	7.73%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.01%	10.29%	+1.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	13.82%	+1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	16.62%	+1.30%

JQUA vs. VTV - Expense Ratio Comparison

JQUA has a 0.12% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

JQUA vs. VTV - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.07%, less than VTV's 1.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
VTV Vanguard Value ETF	1.85%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both JQUA and VTV in my portfolio?

JQUA and VTV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JQUA or VTV?

VTV has higher volatility (2.54%) compared to JQUA (2.46%). In terms of maximum drawdown, JQUA dropped -32.92% vs VTV's -59.27%.

Which ETF is better, JQUA or VTV?

On 5-year performance, JQUA leads with 12.98% vs 12.43% for VTV. On fees, VTV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JQUA or VTV?

Over the 5-year period, JQUA has performed better with a 12.98% return vs 12.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JQUA or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.12% for JQUA.

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

VTV has the higher dividend yield at 1.85%, compared with 1.07% for JQUA.

What is the main difference between JQUA and VTV?

JQUA is categorized as Quality Factor, while VTV is Large Cap Value Equities. JQUA tracks JP Morgan US Quality Factor Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.12% for JQUA and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.79 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.