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JVAL vs. IWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JVAL and IWY is 0.84, 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: 0.8

Performance

JVAL vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Value Factor ETF (JVAL) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
93.70%
220.11%
JVAL
IWY

Key characteristics

Sharpe Ratio

JVAL:

0.17

IWY:

0.60

Sortino Ratio

JVAL:

0.37

IWY:

0.98

Omega Ratio

JVAL:

1.05

IWY:

1.14

Calmar Ratio

JVAL:

0.16

IWY:

0.65

Martin Ratio

JVAL:

0.63

IWY:

2.19

Ulcer Index

JVAL:

5.09%

IWY:

6.90%

Daily Std Dev

JVAL:

19.41%

IWY:

25.06%

Max Drawdown

JVAL:

-40.42%

IWY:

-32.68%

Current Drawdown

JVAL:

-11.44%

IWY:

-12.30%

Returns By Period

In the year-to-date period, JVAL achieves a -6.91% return, which is significantly higher than IWY's -8.88% return.


JVAL

YTD

-6.91%

1M

-2.77%

6M

-7.09%

1Y

2.20%

5Y*

14.40%

10Y*

N/A

IWY

YTD

-8.88%

1M

1.74%

6M

-5.17%

1Y

12.84%

5Y*

18.20%

10Y*

16.23%

*Annualized

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JVAL vs. IWY - Expense Ratio Comparison

JVAL has a 0.12% expense ratio, which is lower than IWY's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWY: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWY: 0.20%
Expense ratio chart for JVAL: 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%
JVAL: 0.12%

Risk-Adjusted Performance

JVAL vs. IWY — Risk-Adjusted Performance Rank

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

JVAL
The Risk-Adjusted Performance Rank of JVAL is 3434
Overall Rank
The Sharpe Ratio Rank of JVAL is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of JVAL is 3333
Sortino Ratio Rank
The Omega Ratio Rank of JVAL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of JVAL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of JVAL is 3535
Martin Ratio Rank

IWY
The Risk-Adjusted Performance Rank of IWY is 6666
Overall Rank
The Sharpe Ratio Rank of IWY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IWY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IWY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of IWY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IWY 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.

JVAL vs. IWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Factor ETF (JVAL) and iShares Russell Top 200 Growth ETF (IWY). 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 JVAL, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.00
JVAL: 0.17
IWY: 0.60
The chart of Sortino ratio for JVAL, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.00
JVAL: 0.37
IWY: 0.98
The chart of Omega ratio for JVAL, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
JVAL: 1.05
IWY: 1.14
The chart of Calmar ratio for JVAL, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
JVAL: 0.16
IWY: 0.65
The chart of Martin ratio for JVAL, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
JVAL: 0.63
IWY: 2.19

The current JVAL Sharpe Ratio is 0.17, which is lower than the IWY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of JVAL and IWY, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.17
0.60
JVAL
IWY

Dividends

JVAL vs. IWY - Dividend Comparison

JVAL's dividend yield for the trailing twelve months is around 2.49%, more than IWY's 0.46% yield.


TTM20242023202220212020201920182017201620152014
JVAL
JPMorgan U.S. Value Factor ETF
2.49%2.22%2.43%2.46%1.88%2.55%2.58%2.61%0.44%0.00%0.00%0.00%
IWY
iShares Russell Top 200 Growth ETF
0.46%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%

Drawdowns

JVAL vs. IWY - Drawdown Comparison

The maximum JVAL drawdown since its inception was -40.42%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for JVAL and IWY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.44%
-12.30%
JVAL
IWY

Volatility

JVAL vs. IWY - Volatility Comparison

The current volatility for JPMorgan U.S. Value Factor ETF (JVAL) is 14.10%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 16.20%. This indicates that JVAL experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.10%
16.20%
JVAL
IWY