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JVAL — JPMorgan U.S. Value Factor ETF

Data as of 2026-09-21 · US · Dividend · window 2017-11-09 → 2026-09-21 (8.9 years) · returns assume dividends reinvested, net of fund fees · Market Data from Tiingo.com

What the history says

JVAL
Total return+193.6%
Annualised (CAGR)+12.9%
Volatility (annualised)+18.0%
Sharpe (rf = 0)0.72
Deepest drawdown-40.4%
Drawdown peak → trough2020-01-17 → 2020-03-23

Over the 8.9 years to 2026-09-21 the fund returned +193.6% in total (+12.9% a year), with a deepest drawdown of -40.4% from 2020-01-17 to 2020-03-23. Its worst calendar year was 2022 (-11.6%), its best 2021 (+31.3%).

Every calendar year

Calendar-year returns (net of fees, dividends reinvested)
YearJVAL
2026+21.7%
2025+16.2%
2024+14.5%
2023+19.5%
2022-11.6%
2021+31.3%
2020+6.3%
2019+28.4%
2018-8.9%
2017+5.2%

What this page does not say

It does not say JVAL is a good or bad fund, and it is not a forecast. Returns above are history: they already include dividends and already exclude the fund's own fees. A drawdown of -40.4% means an investor who bought at the peak would have watched that much value disappear before it recovered — how long that takes is the part most tables leave out.

Run your own window, add fees or a second fund: open JVAL in the tool. History is shown as history, never sold as a forecast.

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