JVAL Performance — JPMorgan U.S. Value Factor ETF
Data updated: 2026-09-28
JVAL returned +18.49% year to date and +31.30% over one year to Jul 2026. Annualised returns are +18.18% over 3 years and +12.21% over 5 years. The fund beat its US Multi-Cap Value category average: $100 invested three years ago grew to $165, against $137 for the category, and to $131 over one year, against $110. Volatility over the past three years was 14.34% a year. In the 12 months to Jul 2026 the fund took in a net $146.5M, and assets reached $833.50M.
JVAL Growth of $100
What $100 invested in JPMorgan U.S. Value Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | JVAL | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $131 | $110 |
| 3 years (Aug 2023 – Jul 2026) | $165 | $137 |
| 5 years (Aug 2021 – Jul 2026) | $178 | $143 |
| Since data start (Aug 2019 – Jul 2026) | $253 | $186 |
JVAL Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.49% |
| 1 year | +31.30% |
| 3 years (annualised) | +18.18% |
| 5 years (annualised) | +12.21% |
JVAL Annual Returns
Calendar-year total returns of JPMorgan U.S. Value Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +18.49% |
| 2025 | +16.12% |
| 2024 | +14.44% |
| 2023 | +19.51% |
| 2022 | −11.59% |
| 2021 | +31.48% |
| 2020 | +6.09% |
| 2019 (Aug–Dec) | +9.16% |
JVAL Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.6% | +1.3% | −4.7% | +10.3% | +6.7% | +2.4% | −1.6% | — | — | — | — | — |
| 2025 | +4.1% | −2.4% | −5.3% | −3.3% | +5.4% | +5.6% | +1.2% | +4.0% | +2.7% | +1.3% | +1.5% | +1.0% |
| 2024 | −0.4% | +3.9% | +4.8% | −5.4% | +3.7% | +0.6% | +4.3% | +1.4% | +1.5% | −1.4% | +6.1% | −4.6% |
| 2023 | +7.1% | −2.9% | −0.8% | −0.1% | −1.6% | +7.4% | +4.7% | −2.7% | −4.1% | −3.8% | +8.6% | +7.5% |
| 2022 | −3.2% | −1.9% | +1.6% | −5.8% | +2.0% | −9.2% | +7.7% | −4.1% | −9.5% | +10.4% | +6.9% | −4.9% |
| 2021 | +1.2% | +6.0% | +7.4% | +3.9% | +2.5% | −0.6% | +0.9% | +1.9% | −3.8% | +4.5% | −1.2% | +5.7% |
| 2020 | −3.3% | −9.8% | −19.0% | +13.5% | +3.9% | +1.4% | +3.2% | +4.6% | −2.5% | −0.8% | +15.2% | +4.3% |
| 2019 | — | — | — | — | — | — | — | −4.5% | +4.3% | +2.2% | +4.1% | +3.0% |
JVAL Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 14.34%
- 3-year Sharpe ratio: 0.95 (vs 4.5% risk-free rate)
- Best month: +10.32% (Apr 2026)
- Worst month: −5.45% (Apr 2024)
JVAL Fund Flows
Monthly money in and out of JPMorgan U.S. Value Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $146.5M
- 12-month gross sales (incl. reinvestments): $274.3M
- Sales ÷ redemptions: 2.15×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $26.1M | $0 | $26.1M |
| Jun 2026 | $17.4M | $5.9M | $11.5M |
| May 2026 | $30.3M | $19.5M | $10.8M |
| Apr 2026 | $5.3M | $0 | $5.3M |
| Mar 2026 | $64.7M | $60.7M | $3.9M |
| Feb 2026 | $5.1M | $2.6M | $2.5M |
| Jan 2026 | $98.6M | $20.3M | $78.3M |
| Dec 2025 | $19.7M | $2.5M | $17.2M |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $162 | $9.5M | −$9.5M |
| Sep 2025 | $7.1M | $2.4M | $4.7M |
| Aug 2025 | $82 | $4.5M | −$4.5M |
JVAL Assets Under Management
Net assets of JPMorgan U.S. Value Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $833.50M |
| 2026-04-30 | $732.96M |
| 2026-01-31 | $680.75M |
| 2025-10-31 | $553.83M |
| 2025-07-31 | $523.71M |
| 2025-04-30 | $503.97M |
| 2025-01-31 | $730.66M |
| 2024-10-31 | $676.82M |
| 2024-07-31 | $676.82M |
| 2024-04-30 | $784.32M |
| 2024-01-31 | $739.50M |
| 2023-10-31 | $683.65M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.