Summary
JVAL
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 39.93% Volatility 19.52% Sharpe 0.85
Official loaded data — not a live quote.

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%

Assets under management
$733.0M
-0.22% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

8.75%

Ann. -36.37% (Sharpe / Sortino numerator)

Volatility

17.95%

Sharpe ratio

-2.229

VaR 95%

-1.70%

CVaR 95%: -1.71%
Max drawdown: -6.40%
Sortino ratio: -4.501
Calmar ratio: -5.69

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%

CVaR 95%: -1.75%
Max drawdown: -8.80%
Sortino ratio: -0.485
Calmar ratio: -0.12

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%

CVaR 95%: -1.94%
Max drawdown: -8.80%
Sortino ratio: 0.376
Calmar ratio: 0.85

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%

CVaR 95%: -2.74%
Max drawdown: -8.80%
Sortino ratio: 1.089
Calmar ratio: 2.31

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%

CVaR 95%: -2.40%
Max drawdown: -20.07%
Sortino ratio: 0.653
Calmar ratio: 0.60

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%

CVaR 95%: -2.16%
Max drawdown: -20.07%
Sortino ratio: 1.081
Calmar ratio: 0.79

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

Best day

2.704%

06/02/2026
Worst day

-3.132%

10/10/2025
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