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 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.91% |
| Expense ratio | 0.12% |
| Average spread | 0.065% |
| 1Y roundtrip cost | 0.185% |
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% | ||
| 2021 | 1.2% | 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% |
| 2019 | 9.5% | 2.4% | 0.2% | 3.9% | -8.1% | 7.7% | 1.9% | -4.5% | 4.3% | 2.0% | 4.2% | 2.9% | 26.5% |
| 2018 | 5.1% | -5.4% | 0.7% | -1.2% | 1.2% | -0.2% | 2.7% | 2.3% | -0.0% | -5.5% | 1.7% | -9.7% | -8.3% |
| 2017 | 3.9% | 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.12 | 0.18 | 0.29 | ||||||||||
| 2021 | 0.04 | 0.12 | 0.28 | 0.29 | 0.72 | ||||||||
| 2020 | 0.22 | 0.17 | 0.15 | 0.23 | 0.76 | ||||||||
| 2019 | 0.14 | 0.20 | 0.17 | 0.25 | 0.75 | ||||||||
| 2018 | 0.13 | 0.18 | 0.17 | 0.14 | 0.61 | ||||||||
| 2017 | 0.12 | 0.12 | |||||||||||
| 0.00 | 0.00 | 0.64 | 0.00 | 0.00 | 0.83 | 0.00 | 0.00 | 0.76 | 0.00 | 0.00 | 1.02 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| JVAL | FBCV | FMIL | HSMV | QSY | RAFE | |
|---|---|---|---|---|---|---|
| Product name | JPMorgan U.S. Value Factor ETF | Fidelity Blue Chip Value ETF | Fidelity New Millennium ETF | First Trust Horizon Managed Volatility Small/Mid ETF | WisdomTree U.S. Quality Shareholder Yield Fund | RAFI ESG U.S. ETF |
| Issuer | JPMorgan | Fidelity | Fidelity | First Trust | WisdomTree | PIMCO |
| Price | $30.81 | $26.75 | $27.48 | $28.7342 | $53.0702 | $26.18 |
| Expense Ratio | 0.12% |  0.59% | 0.59% | 0.8% | 0.38% | 0.3% |
| Average Spread | 0.065% | 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 |
| Shares | 10,694,074 | 3,446,866 | 2,032,547 | 450,161 | 1,375,619 | 666,873 |
| Average Daily Volume | 128,273 | 19,697 | 38,697 | 879 | 9,156 | 3,577 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2017-11-08 | 2020-06-03 | 2020-06-03 | 2020-04-06 | 2007-02-23 | 2019-12-18 |
| Index Tracked | J.P. Morgan U.S. Value Factor Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index | RAFI ESG US Index |
| Category | Large Cap Value Equities | Large Cap Blend Equities | Large Cap Blend Equities | Small Cap Blend Equities | All Cap Equities | Large Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Multi-Asset |
| Asset Class Size | Large/Mid Caps | Mid Caps | Large/Mid Caps | Large Caps | ||
| Value or Growth | Value | Blend | Blend | Blend | Blend | Blend |
| Region | North America | Europe | North America | North America | North America | |
| Countries | U.S. | U.S. | Broad | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.587 | $0.977 | $0.569 | $0.37 | $0 | $0.57 |
| Annual Dividend Yield | 0.019% | 0.037% | 0.021% | 0.013% | 0.000% | 0.022% |
| Number of Holdings | 341 | 78 | 121 | 200 | 128 | 282 |
| YTD Return | -19.10% | -8.06% | -6.15% | -16.59% | -16.25% | -19.68% |
| Beta | 0.97 | 0.82 | 0.93 | 0.90 | 0.70 | 0.94 |
| Upside Beta | 0.64 | 0.59 | 0.70 | 0.63 | -0.25 | 0.71 |
| Downside Beta | 0.46 | 0.07 | 0.12 | 0.00 | -0.29 | 0.07 |
| Volatility 1Y | 21.34% | 18.14% | 21.04% | 18.99% | 21.58% | 19.84% |
| Sharpe Ratio 3Y | 0.40 | 0.00 | 0.00 | 0.00 | -0.66 | 0.00 |
| Treynor Ratio 3Y | 0.01 | 0.00 | 0.00 | 0.00 | -0.02 | 0.00 |