JPMORGAN U.S. VALUE FACTOR ETF
Symbol: JVAL
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 08/11/2017
Latest date: 15/10/2026
Current price: $58.84
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
0.35%
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
2.12%
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
14.14%
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
25.73%
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
40.11%
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
79.74%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.095%
Best day
2.704%
Worst day
-3.098%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $58.00 | $58.84 | $58.00 | $58.84 | 39,900 |
| 14/10/2026 | $58.47 | $58.58 | $57.93 | $58.20 | 67,600 |
| 13/10/2026 | $58.77 | $58.94 | $58.53 | $58.82 | 385,400 |
| 12/10/2026 | $58.96 | $58.96 | $58.76 | $58.79 | 141,900 |
| 09/10/2026 | $58.87 | $58.96 | $58.76 | $58.90 | 13,000 |
| 08/10/2026 | $58.50 | $58.80 | $58.37 | $58.72 | 35,700 |
| 07/10/2026 | $58.63 | $58.77 | $58.49 | $58.68 | 42,600 |
| 06/10/2026 | $59.16 | $59.26 | $59.01 | $59.09 | 97,900 |
| 05/10/2026 | $58.72 | $59.05 | $58.52 | $58.91 | 72,100 |
| 02/10/2026 | $58.88 | $58.89 | $58.58 | $58.69 | 64,300 |