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

Correlation

The correlation between JVAL and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Value Factor ETF (JVAL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
93.70%
143.53%
JVAL
VOO

Key characteristics

Sharpe Ratio

JVAL:

0.17

VOO:

0.61

Sortino Ratio

JVAL:

0.37

VOO:

0.96

Omega Ratio

JVAL:

1.05

VOO:

1.14

Calmar Ratio

JVAL:

0.16

VOO:

0.62

Martin Ratio

JVAL:

0.63

VOO:

2.51

Ulcer Index

JVAL:

5.09%

VOO:

4.63%

Daily Std Dev

JVAL:

19.41%

VOO:

19.16%

Max Drawdown

JVAL:

-40.42%

VOO:

-33.99%

Current Drawdown

JVAL:

-11.44%

VOO:

-9.30%

Returns By Period

In the year-to-date period, JVAL achieves a -6.91% return, which is significantly lower than VOO's -5.11% return.


JVAL

YTD

-6.91%

1M

-2.77%

6M

-7.09%

1Y

2.20%

5Y*

14.40%

10Y*

N/A

VOO

YTD

-5.11%

1M

-0.26%

6M

-4.09%

1Y

10.13%

5Y*

15.61%

10Y*

12.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JVAL vs. VOO - Expense Ratio Comparison

JVAL has a 0.12% expense ratio, which is higher than VOO's 0.03% 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%.


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%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

JVAL vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Value Factor ETF (JVAL) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.61
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
VOO: 0.96
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
VOO: 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
VOO: 0.62
The chart of Martin ratio for JVAL, currently valued at 0.63, compared to the broader market0.0020.0040.0060.00
JVAL: 0.63
VOO: 2.51

The current JVAL Sharpe Ratio is 0.17, which is lower than the VOO Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JVAL and VOO, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.17
0.61
JVAL
VOO

Dividends

JVAL vs. VOO - Dividend Comparison

JVAL's dividend yield for the trailing twelve months is around 2.49%, more than VOO's 1.37% 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%
VOO
Vanguard S&P 500 ETF
1.37%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

JVAL vs. VOO - Drawdown Comparison

The maximum JVAL drawdown since its inception was -40.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JVAL and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.44%
-9.30%
JVAL
VOO

Volatility

JVAL vs. VOO - Volatility Comparison

JPMorgan U.S. Value Factor ETF (JVAL) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.10% and 13.84%, 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
14.10%
13.84%
JVAL
VOO