VALQ vs. JPUS

Last updated Apr 1, 2026

Compare and contrast key facts about American Century STOXX U.S. Quality Value ETF (VALQ) and JPMorgan Diversified Return US Equity ETF (JPUS).

VALQ and JPUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VALQ is a passively managed fund by American Century that tracks the performance of the iSTOXX American Century USA Quality Value Index. It was launched on Jan 11, 2018. JPUS is a passively managed fund by JPMorgan that tracks the performance of the JPMorgan Diversified Factor US Equity Index. It was launched on Sep 29, 2015. Both VALQ and JPUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VALQ vs. JPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century STOXX U.S. Quality Value ETF (VALQ) and JPMorgan Diversified Return US Equity ETF (JPUS). The values are adjusted to include any dividend payments, if applicable.

VALQ vs. JPUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VALQ American Century STOXX U.S. Quality Value ETF	-1.39%	10.58%	16.71%	13.87%	-7.73%	27.05%	0.64%	24.52%	-10.46%
JPUS JPMorgan Diversified Return US Equity ETF	5.49%	11.18%	13.48%	10.98%	-8.47%	29.09%	7.54%	25.50%	-8.46%

Returns By Period

In the year-to-date period, VALQ achieves a -1.39% return, which is significantly lower than JPUS's 5.49% return.

VALQ

• 1D: 1.32%
• 1M: -5.86%
• YTD: -1.39%
• 6M: 1.66%
• 1Y: 8.97%
• 3Y*: 12.63%
• 5Y*: 8.53%
• 10Y*: —

JPUS

• 1D: 1.68%
• 1M: -4.62%
• YTD: 5.49%
• 6M: 6.29%
• 1Y: 15.64%
• 3Y*: 13.41%
• 5Y*: 9.55%
• 10Y*: 11.08%

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

VALQ vs. JPUS - Expense Ratio Comparison

VALQ has a 0.29% expense ratio, which is higher than JPUS's 0.18% expense ratio.

VALQ

American Century STOXX U.S. Quality Value ETF

JPUS

JPMorgan Diversified Return US Equity ETF

Return for Risk

VALQ vs. JPUS — Risk / Return Rank

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

VALQ

VALQ Risk / Return Rank: 34
VALQ Sharpe Ratio Rank: 32
VALQ Sortino Ratio Rank: 33
VALQ Omega Ratio Rank: 31
VALQ Calmar Ratio Rank: 35
VALQ Martin Ratio Rank: 39

JPUS

JPUS Risk / Return Rank: 62
JPUS Sharpe Ratio Rank: 61
JPUS Sortino Ratio Rank: 62
JPUS Omega Ratio Rank: 61
JPUS Calmar Ratio Rank: 58
JPUS Martin Ratio Rank: 69

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.

VALQ vs. JPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Value ETF (VALQ) and JPMorgan Diversified Return US Equity ETF (JPUS). 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.

	VALQ	JPUS	Difference
Sharpe ratio Return per unit of total volatility	0.59	1.05	-0.47
Sortino ratio Return per unit of downside risk	0.94	1.55	-0.61
Omega ratio Gain probability vs. loss probability	1.13	1.22	-0.09
Calmar ratio Return relative to maximum drawdown	0.88	1.45	-0.57
Martin ratio Return relative to average drawdown	3.65	6.85	-3.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALQ vs. JPUS - Sharpe Ratio Comparison

The current VALQ Sharpe Ratio is 0.59, which is lower than the JPUS Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of VALQ and JPUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VALQ	JPUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	1.05	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.66	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.69	-0.23

Correlation

The correlation between VALQ and JPUS is 0.92, 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.

Dividends

VALQ vs. JPUS - Dividend Comparison

VALQ's dividend yield for the trailing twelve months is around 1.85%, less than JPUS's 2.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VALQ American Century STOXX U.S. Quality Value ETF	1.85%	1.88%	1.58%	1.76%	2.71%	1.58%	2.08%	2.31%	2.35%	0.00%	0.00%	0.00%
JPUS JPMorgan Diversified Return US Equity ETF	2.16%	2.27%	2.12%	2.26%	2.35%	1.67%	1.94%	2.09%	2.16%	1.25%	0.77%	0.48%

Drawdowns

VALQ vs. JPUS - Drawdown Comparison

The maximum VALQ drawdown since its inception was -38.19%, roughly equal to the maximum JPUS drawdown of -38.69%. Use the drawdown chart below to compare losses from any high point for VALQ and JPUS.

Drawdown Indicators

	VALQ	JPUS	Difference
Max Drawdown Largest peak-to-trough decline	-38.19%	-38.69%	+0.50%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-11.63%	+0.22%
Max Drawdown (5Y) Largest decline over 5 years	-20.19%	-19.04%	-1.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.69%	—
Current Drawdown Current decline from peak	-6.63%	-4.68%	-1.95%
Average Drawdown Average peak-to-trough decline	-4.97%	-3.87%	-1.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.45%	+0.29%

Volatility

VALQ vs. JPUS - Volatility Comparison

The current volatility for American Century STOXX U.S. Quality Value ETF (VALQ) is 3.31%, while JPMorgan Diversified Return US Equity ETF (JPUS) has a volatility of 4.12%. This indicates that VALQ experiences smaller price fluctuations and is considered to be less risky than JPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VALQ	JPUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	4.12%	-0.81%
Volatility (6M) Calculated over the trailing 6-month period	8.37%	7.76%	+0.61%
Volatility (1Y) Calculated over the trailing 1-year period	15.35%	14.93%	+0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.49%	14.52%	-0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.78%	16.74%	+1.04%