Performance analysis of JVAL (JPMORGAN U.S. VALUE FACTOR ETF)
Annual Return
Over the past 3 years, JVAL has had an average annual return of +18.94%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, JVAL has had an average annual return of +12.61%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Nov 9, 2017, JVAL has had an average annual return of +12.86%, underperforming the benchmark SPY, which returned +14.79% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +18.68% | +16.16% | +14.53% | +19.48% | -11.59% | +31.31% | +6.30% | +28.39% | -8.93% | +5.24% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.46% | +1.33% | -4.71% | +10.25% | +6.83% | +2.30% | -1.40% | +18.68% | |||||
| 2025 | +4.05% | -2.34% | -5.24% | -3.43% | +5.38% | +5.62% | +1.11% | +4.05% | +2.59% | +1.43% | +1.43% | +1.08% | +16.16% |
| 2024 | -0.39% | +3.80% | +4.71% | -5.28% | +3.68% | +0.61% | +4.04% | +1.44% | +1.64% | -1.31% | +5.95% | -4.53% | +14.53% |
| 2023 | +7.07% | -2.96% | -0.68% | -0.18% | -1.50% | +7.41% | +4.60% | -2.60% | -4.19% | -3.78% | +8.58% | +7.51% | +19.48% |
| 2022 | -3.23% | -1.86% | +1.63% | -5.78% | +2.04% | -9.15% | +7.54% | -4.00% | -9.55% | +10.41% | +6.85% | -4.79% | -11.59% |
| 2021 | +1.21% | +5.67% | +7.70% | +3.70% | +2.81% | -0.78% | +0.78% | +1.97% | -3.80% | +4.39% | -1.32% | +5.83% | +31.31% |
| 2020 | -3.19% | -10.42% | -18.51% | +13.85% | +3.77% | +1.13% | +3.08% | +4.97% | -2.42% | -1.29% | +15.75% | +4.36% | +6.30% |
| 2019 | +9.49% | +2.43% | +0.19% | +3.95% | -8.08% | +7.75% | +1.87% | -4.49% | +4.31% | +2.02% | +4.20% | +2.88% | +28.39% |
| 2018 | +5.13% | -5.39% | +0.69% | -1.24% | +1.15% | -0.18% | +2.72% | +2.29% | -0.02% | -5.55% | +1.74% | -9.66% | -8.93% |
| 2017 | +1.32% | +3.87% | +5.24% |
Drawdown analysis of JVAL (JPMORGAN U.S. VALUE FACTOR ETF)
The maximum drawdown for the JVAL was -40.43%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current JVAL drawdown is -1.40%.
Since Nov 9, 2017 JVAL has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.43% | Jan 17, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -22.40% | Jan 4, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -20.07% | Nov 25, 2024 | 90 | Apr 8, 2025 | 58 | Jul 2, 2025 | 148 |
| -18.99% | Sep 21, 2018 | 64 | Dec 24, 2018 | 86 | Apr 30, 2019 | 150 |
| -8.53% | Jul 26, 2019 | 20 | Aug 23, 2019 | 44 | Oct 25, 2019 | 64 |
| -8.48% | Feb 11, 2026 | 32 | Mar 30, 2026 | 12 | Apr 16, 2026 | 44 |
| -8.23% | May 3, 2019 | 19 | May 31, 2019 | 23 | Jul 3, 2019 | 42 |
| -7.88% | Jan 24, 2018 | 67 | May 1, 2018 | 82 | Aug 28, 2018 | 149 |
| -7.68% | Jul 16, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -6.11% | Oct 27, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -5.86% | Mar 28, 2024 | 14 | Apr 18, 2024 | 57 | Jul 11, 2024 | 71 |
| -5.74% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -4.70% | Jun 8, 2021 | 8 | Jun 18, 2021 | 31 | Aug 3, 2021 | 39 |
| -4.41% | Sep 2, 2021 | 12 | Sep 21, 2021 | 21 | Oct 20, 2021 | 33 |
| -4.38% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -4.28% | Jan 20, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -4.22% | Oct 6, 2025 | 4 | Oct 10, 2025 | 7 | Oct 21, 2025 | 11 |
| -4.18% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -4.02% | Jun 2, 2026 | 6 | Jun 10, 2026 | 3 | Jun 15, 2026 | 9 |
| -3.59% | Jul 23, 2025 | 7 | Aug 1, 2025 | 8 | Aug 13, 2025 | 15 |
| -3.06% | Feb 24, 2021 | 2 | Feb 26, 2021 | 6 | Mar 8, 2021 | 8 |
| -2.92% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -2.91% | Mar 17, 2021 | 5 | Mar 24, 2021 | 2 | Mar 26, 2021 | 7 |
| -2.82% | Dec 11, 2025 | 4 | Dec 17, 2025 | 12 | Jan 6, 2026 | 16 |
| -2.76% | Dec 28, 2023 | 12 | Jan 17, 2024 | 6 | Jan 25, 2024 | 18 |