The JPMorgan U.S. Value Factor ETF (JVAL) tracks a proprietary index that selects U.S. stocks that have attractive valuations based on characteristics like book yield, earnings yield, dividend yield, and cash flow yield. The fund is priced competitively for a factor fund but, as of June 2020, is considerably more expensive than traditional value ETFs. It also lags in assets and daily volume when compared with rivals like the the Schwab U.S. Large-Cap Value ETF (SCHV), the iShares Core S&P U.S. Value ETF (IUSV), and the Vanguard Value ETF (VTV).
The fund owns more than 300 securities spread across large, mid-size, and small U.S. companies. As of June 2020, JVAL also had a far heavier weighting toward technology than its competitors, which lean on the health care and financial sectors. As with many single-factor funds, JVAL may not be diversified enough stand alone as a core U.S. equity holding. It is more likely to be useful to investors who want to overlay JPMorgan’s version of a value tilt on top of a core allocation to U.S. markets.
| Segment | Equity: U.S. - Large Cap Value |
| Category | Size and Style |
| Focus | Large Cap |
| Niche | Value |
| Strategy | Value |
| Weighting Scheme | Market Cap |
This section compares how balanced and deep this ETF is relative to its peers.
| JVAL | ETF Database Category Average | FactSet Segment Average | |
|---|---|---|---|
| Number of Holdings | 332 | 184 | 232 |
| % of Assets in Top 10 | 17.99% | 25.70% | 26.95% |
| % of Assets in Top 15 | 22.40% | 34.18% | 35.63% |
| % of Assets in Top 50 | 42.42% | 69.75% | 71.27% |
| JVAL | ETF Database Category Average | FactSet Segment Average | |
|---|---|---|---|
| Large (>12.9B) | 69.37% | 81.39% | 86.23% |
| Mid (>2.7B) | 29.40% | 14.33% | 12.27% |
| Small (>600M) | 1.04% | 0.60% | 0.83% |
| Micro (<600M) | 0.06% | 0.06% | 0.02% |
This section compares the P/E ratio of this ETF to its peers.
This section compares the dividend yield of this ETF to its peers.
| JVAL | ETF Database Category Average | FactSet Segment Average | |
|---|---|---|---|
| Dividend | $ 0.13 | $ 0.31 | $ 0.35 |
| Dividend Date | 2023-03-21 | N/A | N/A |
| Annual Dividend Rate | $ 0.83 | $ 1.51 | $ 1.30 |
| Annual Dividend Yield | 2.45% | 3.04% | 2.60% |
View charts featuring JVAL price and volume data.
View charts featuring ETF fund flow data.
5 Day Net Flows: -8.42 M 1 Month Net Flows: -74.2 M 3 Month Net Flows: -240.34 M 6 Month Net Flows: 103.58 M 1 Year Net Flows: 3.12 M 3 Year Net Flows: 456.06 M 5 Year Net Flows: 490.63 M 10 Year Net Flows: 491.88 MView charts that break down the influence that fund flows and price had on overall assets.
5 Day Net AUM Change: -1.38 MThe adjacent table gives investors an individual Realtime Rating for JVAL on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETF Database Pro members, shows the ETF in the Large Cap Value Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETF Database Pro. To view information on how the ETF Database Realtime Ratings work, click here.
This section compares the cost efficiency of this ETF to its peers.
| Max ST Capital Gains Rate | 39.60% |
| Max LT Capital Gains Rate | 20.00% |
| Tax On Distributions | Qualified dividends |
| Distributes K1 | No |
This section shows how this ETF has performed relative to its peers. Returns over 1 year are annualized.
| JVAL |
ETF Database
Category Average |
Factset Segment
Average |
|
|---|---|---|---|
| 1 Month Return | -1.65% | -3.62% | -2.56% |
| 3 Month Return | -4.02% | -4.44% | -3.29% |
| YTD Return | 0.82% | -1.52% | -0.34% |
| 1 Year Return | 0.49% | -2.39% | -0.14% |
| 3 Year Return | 16.07% | 9.45% | 8.83% |
| 5 Year Return | 7.66% | 3.55% | 3.58% |
The following charts reflect the geographic spread of JVAL's underlying holdings.
| Region | Percentage |
|---|---|
| North, Central and South America | 99.84% |
| Other | 0.13% |
| Country | Percentage |
|---|---|
| United States | 95.97% |
| Ireland | 1.63% |
| United Kingdom | 1.2% |
| Bermuda | 0.31% |
| Switzerland | 0.3% |
| Panama | 0.24% |
| Puerto Rico | 0.19% |
| Other | 0.13% |
The following charts reflect the allocation of JVAL's underlying holdings.
| Sector | Percentage |
|---|---|
| Electronic Technology | 16.06% |
| Technology Services | 15.02% |
| Finance | 13.24% |
| Health Technology | 8.73% |
| Producer Manufacturing | 7.45% |
| Retail Trade | 5.07% |
| Health Services | 4.95% |
| Consumer Non-Durables | 4.41% |
| Energy Minerals | 4.27% |
| Consumer Durables | 4.05% |
| Consumer Services | 3.79% |
| Process Industries | 2.92% |
| Utilities | 2.86% |
| Transportation | 2.01% |
| Distribution Services | 1.34% |
| Commercial Services | 1.33% |
| Non-Energy Minerals | 1.06% |
| Communications | 0.76% |
| Industrial Services | 0.52% |
| CASH | 0.13% |
| Market Cap | Percentage |
|---|---|
| Large | 69.37% |
| Mid | 29.4% |
| Small | 1.04% |
| Micro | 0.06% |
| Region | Percentage |
|---|
| Asset | Percentage |
|---|---|
| Share/Common/Ordinary | 99.84% |
| CASH | 0.13% |
| Sector | Percentage |
|---|---|
| Electronic Technology | 16.06% |
| Technology Services | 15.02% |
| Finance | 13.24% |
| Health Technology | 8.73% |
| Producer Manufacturing | 7.45% |
| Retail Trade | 5.07% |
| Health Services | 4.95% |
| Consumer Non-Durables | 4.41% |
| Energy Minerals | 4.27% |
| Consumer Durables | 4.05% |
| Consumer Services | 3.79% |
| Process Industries | 2.92% |
| Utilities | 2.86% |
| Transportation | 2.01% |
| Distribution Services | 1.34% |
| Commercial Services | 1.33% |
| Non-Energy Minerals | 1.06% |
| Communications | 0.76% |
| Industrial Services | 0.52% |
| CASH | 0.13% |
This section shows how the volatility of this ETF compares to the peer group ETF Database Category.
| 5 Day Volatility | 186.48% |
| 20 Day Volatility | 15.98% |
| 50 Day Volatility | 15.61% |
| 200 Day Volatility | 16.17% |
| Beta | 1.05 |
| Standard Deviation | 1.40% |
ETF Database's Financial Advisor Reports are designed as an easy handout for clients to explain the key information on a fund. Includes new analyst insights and classification data.
Fact sheets are issued by the ETF provider and framed by ETF Database. Information contained within the fact sheet is not guaranteed to be timely or accurate.
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