Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JVAL (JPMorgan U.S. Value Factor ETF US Value Factor Fund) | 19.46% | 40.12% | 22.28% | 12.30% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/09/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JVAL (JPMorgan U.S. Value Factor ETF US Value Factor Fund) | 11/09/2017 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.37 | 40.12 | 22.28 | 12.30 | NA | NA | NA | … | … | 19.46 | 16.16 | 14.53 | 19.49 | -11.54 | 31.34 | 6.43 | 28.38 | -8.93 | 5.24 |
| Sharpe Ratio | NA | 2.66 | 1.20 | 0.56 | NA | NA | NA | … | … | 3.09 | 0.69 | 0.83 | 1.11 | -0.58 | 2.18 | 0.17 | 2.02 | -0.67 | 4.89 |
| Standard Deviation(%) | NA | 13.77 | 15.72 | 17.11 | NA | NA | NA | … | … | 15.01 | 19.45 | 13.14 | 14.45 | 22.56 | 14.36 | 37.20 | 13.29 | 15.53 | 9.22 |
| Draw Down(%) | NA | 8.48 | 20.07 | 22.37 | NA | NA | NA | … | … | 8.48 | 19.84 | 7.68 | 11.51 | 22.37 | 5.74 | 40.43 | 8.53 | 18.99 | 0.80 |
| Yield(%) | 0.00 | 2.37 | 2.87 | 2.49 | 2.75 | 1.83 | 1.38 | … | … | 0.34 | 2.37 | 2.48 | 2.83 | 2.11 | 2.46 | 2.61 | 3.21 | 2.32 | 0.47 |
Data as of 06/04/2026, Common starting date is 11/09/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVAL (JPMorgan U.S. Value Factor ETF US Value Factor Fund) |
6.02%
Apr 2021 – Apr 2024 |
7.65%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JVAL (JPMorgan U.S. Value Factor ETF US Value Factor Fund) |
22.62%
May 2023 – May 2026 |
18.15%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart