JPMorgan U.S. Value Factor ETF (JVAL)

Description

The investment seeks to track the performance of the J.P. Morgan U.S. Value Factor Index. The JVAL ETF contains 341 constituents. It is focused on value holdings in the North America region.

Price $30.81 as of 2022-10-20

Cost/Risk/Yield

Dividend yield1.91%
Expense ratio0.12%
Average spread0.065%
1Y roundtrip cost0.185%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-3.2%-1.9%1.6%-5.8%2.0%-9.1%7.5%-4.0%-10.2%3.5%-19.5%
20211.2%5.7%7.7%3.7%2.8%-0.8%0.8%2.0%-3.8%4.4%-1.3%5.8%28.2%
2020-3.2%-10.4%-18.4%13.9%3.8%1.1%3.1%5.0%-2.4%-1.3%15.7%4.4%11.2%
20199.5%2.4%0.2%3.9%-8.1%7.7%1.9%-4.5%4.3%2.0%4.2%2.9%26.5%
20185.1%-5.4%0.7%-1.2%1.2%-0.2%2.7%2.3%-0.0%-5.5%1.7%-9.7%-8.3%
20173.9%3.9%
9.4%-9.6%-8.2%14.5%1.7%-1.2%16.0%0.7%-12.1%3.0%20.4%7.3%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.120.180.29
20210.040.120.280.290.72
20200.220.170.150.230.76
20190.140.200.170.250.75
20180.130.180.170.140.61
20170.120.12
0.000.000.640.000.000.830.000.000.760.000.001.02

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

JVAL FBCV FMIL HSMV QSY RAFE
Product nameJPMorgan U.S. Value Factor ETFFidelity Blue Chip Value ETFFidelity New Millennium ETFFirst Trust Horizon Managed Volatility Small/Mid ETFWisdomTree U.S. Quality Shareholder Yield FundRAFI ESG U.S. ETF
IssuerJPMorganFidelityFidelityFirst TrustWisdomTreePIMCO
Price$30.81$26.75$27.48$28.7342$53.0702$26.18
Expense Ratio0.12%worse0.59%worse0.59%worse0.8%worse0.38%worse0.3%
Average Spread0.065%0.262%0.218%0.139%0.188%0.458%
AUM$329,484,000$92,203,700$55,854,400$12,935,000$73,004,400$17,458,700
Shares10,694,0743,446,8662,032,547450,1611,375,619666,873
Average Daily Volume128,27319,69738,6978799,1563,577
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2017-11-082020-06-032020-06-032020-04-062007-02-232019-12-18
Index TrackedJ.P. Morgan U.S. Value Factor IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexRAFI ESG US Index
CategoryLarge Cap Value EquitiesLarge Cap Blend EquitiesLarge Cap Blend EquitiesSmall Cap Blend EquitiesAll Cap EquitiesLarge Cap Blend Equities
Asset ClassEquityEquityEquityEquityEquityMulti-Asset
Asset Class SizeLarge/Mid CapsMid CapsLarge/Mid CapsLarge Caps
Value or GrowthValueBlendBlendBlendBlendBlend
RegionNorth AmericaEuropeNorth AmericaNorth AmericaNorth America
CountriesU.S.U.S.BroadU.S.U.S.U.S.
Annual Dividend Rate$0.587$0.977$0.569$0.37$0$0.57
Annual Dividend Yield0.019%0.037%0.021%0.013%0.000%0.022%
Number of Holdings34178121200128282
YTD Return-19.10%-8.06%-6.15%-16.59%-16.25%-19.68%
Beta0.970.820.930.900.700.94
Upside Beta0.640.590.700.63-0.250.71
Downside Beta0.460.070.120.00-0.290.07
Volatility 1Y21.34%18.14%21.04%18.99%21.58%19.84%
Sharpe Ratio 3Y0.400.000.000.00-0.660.00
Treynor Ratio 3Y0.010.000.000.00-0.020.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew