JPMORGAN U.S. VALUE FACTOR ETF
Symbol: JVAL
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 08/11/2017
Latest date: 20/07/2026
Current price: $57.23
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
-1.94%
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
7.87%
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
15.31%
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
29.61%
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
41.31%
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
65.16%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.108%
Best day
2.704%
Worst day
-3.132%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $57.72 | $57.72 | $57.23 | $57.23 | 18,100 |
| 17/07/2026 | $57.33 | $57.78 | $57.33 | $57.46 | 54,000 |
| 16/07/2026 | $57.67 | $58.06 | $57.67 | $57.89 | 57,200 |
| 15/07/2026 | $58.22 | $58.22 | $57.58 | $57.83 | 67,400 |
| 14/07/2026 | $58.16 | $58.21 | $57.88 | $57.99 | 121,500 |
| 13/07/2026 | $58.26 | $58.29 | $57.88 | $57.99 | 53,800 |
| 10/07/2026 | $58.28 | $58.43 | $58.12 | $58.30 | 21,000 |
| 09/07/2026 | $57.80 | $58.35 | $57.74 | $58.15 | 19,500 |
| 08/07/2026 | $57.40 | $57.49 | $56.98 | $57.45 | 30,800 |
| 07/07/2026 | $57.90 | $58.02 | $57.61 | $57.74 | 20,500 |