JPMORGAN U.S. VALUE FACTOR ETF
Symbol: JVAL
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 08/11/2017
Latest date: 03/06/2026
Current price: $58.42
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
8.75%
Ann. -36.37% (Sharpe / Sortino numerator)
Volatility
17.95%
Sharpe ratio
-2.229
VaR 95%
-1.70%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
15.51%
Ann. -1.01% (Sharpe / Sortino numerator)
Volatility
15.83%
Sharpe ratio
-0.293
VaR 95%
-1.71%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.73%
Ann. 7.44% (Sharpe / Sortino numerator)
Volatility
15.32%
Sharpe ratio
0.249
VaR 95%
-1.64%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
39.93%
Ann. 20.30% (Sharpe / Sortino numerator)
Volatility
19.52%
Sharpe ratio
0.854
VaR 95%
-1.63%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
49.51%
Ann. 11.98% (Sharpe / Sortino numerator)
Volatility
16.99%
Sharpe ratio
0.491
VaR 95%
-1.64%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
82.15%
Ann. 15.79% (Sharpe / Sortino numerator)
Volatility
15.73%
Sharpe ratio
0.773
VaR 95%
-1.49%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.138%
Best day
2.704%
Worst day
-3.132%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $58.55 | $58.59 | $58.26 | $58.42 | 22,700 |
| 02/06/2026 | $58.10 | $58.59 | $58.10 | $58.59 | 148,000 |
| 01/06/2026 | $57.43 | $58.11 | $57.43 | $58.03 | 21,800 |
| 29/05/2026 | $57.51 | $57.60 | $57.44 | $57.55 | 20,900 |
| 28/05/2026 | $56.82 | $57.26 | $56.67 | $57.08 | 32,300 |
| 27/05/2026 | $57.05 | $57.19 | $56.72 | $56.80 | 24,100 |
| 26/05/2026 | $56.58 | $56.88 | $56.47 | $56.87 | 22,200 |
| 22/05/2026 | $55.70 | $56.19 | $55.70 | $56.05 | 26,700 |
| 21/05/2026 | $54.60 | $55.33 | $54.60 | $55.33 | 490,600 |
| 20/05/2026 | $54.42 | $55.04 | $54.38 | $55.04 | 16,900 |