JKF

iShares Morningstar Large-Cap Value ETF
A

92
*Unless otherwise stated, data provided by FactSet.

JKF Fund Description

JKF tracks a market-cap-weighted index of U.S. large-cap value stocks that exhibit value characteristics as determined by Morningstar's multifactor index methodology

JKF Factset Analytics Insight

Unlike most value funds, JKF offers a 'style-pure' portfolio—one that excludes not only growth stocks but also the 'core' stocks that land in the middle of the style spectrum. The resulting portfolio does show lower P/E and P/B ratios than our benchmark, as well as significant sector biases. The catch is that JKF also carries increased single-name blowup risk thanks to its concentrated portfolio of less than 100 issues, and its top ten holdings comprise well over a third of total assets. JKF can be traded fairly with some care: on-screen liquidity is only middling, and spreads can be significant. Those looking to deal in bulk should face fewer issues thanks to the fund's liquid underlying basket. JKF charges a high fee for this space but, allowing for that, its tracking is tight and there should not be major surprises with its realized holding costs.

JKF MSCI ESG Analytics Insight

iShares Morningstar Large-Cap Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.79 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. iShares Morningstar Large-Cap Value ETF ranks in the 37th percentile within its peer group and in the 25th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JKF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

JKF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JKF 5.32% 4.43% 16.71% 5.54% 11.22% 8.09% 10.63%
JKF (NAV) 5.53% 4.79% 16.84% 5.47% 11.25% 8.09% 10.66%
Morningstar Large Value TR USD 5.56% 4.87% 17.09% 5.71% 11.53% 8.35% 10.66%
MSCI USA Large Cap Value 4.85% 4.02% 17.07% 5.15% 10.75% 7.97% 11.24%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JKF Summary Data

Blackrock
iShares
06/28/04
Open-Ended Fund
0.25%
$510.56M
$908.99K
0.09%

JKF Portfolio Data

$154.30B
16.73
2.09
2.58%
09/24/19
80

JKF Index Data

Market Cap
Multi-Factor
MSCI USA Large Cap Value

JKF Portfolio Management

0.25%
-0.25%
-0.17%
-0.32%

JKF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JKF Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

JKF Factset Analytics Block Liquidity

As of 09/18/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JKF. JKF is rated a 5 out of 5.

JKF Tradability

8,392
$908.99K
5,822
$638.27K
0.09%
$0.09
0.00%
0.37% / -0.49%
None
100.00%
50,000
0.12
0.00%
0.02%
0
$111.07
5

JKF Sector/Industry Breakdown


JKF
Segment Benchmark
24.14%
22.56%
18.03%
13.96%
13.25%
10.53%
12.80%
16.75%
7.68%
9.07%
7.52%
4.40%
7.25%
5.33%
4.84%
7.72%
2.74%
7.68%
1.75%
2.02%

JKF Top 10 Holdings[View All]

AT&T Inc. 4.19%
39.34%

JKF Countries


JKF
Segment Benchmark
100.00%
100.00%

JKF Regions


JKF
Segment Benchmark
100.00%
100.00%

JKF Economic Development


JKF
Segment Benchmark
100.00%
100.00%

JKF Performance Statistics

0.99
1.00
0.98
0.99
0.10%
MSCI USA Large Cap Value

JKF MSCI ESG Ratings

BBB
4.79 / 10
25.26
37.30
11.82%
9.76%
292.28

JKF Benchmark Comparison Holdings

80
189
73
55.77%

JKF Benchmark Comparison Summary


JKF
Segment Benchmark
80
189
$154.30B
$146.00B
16.73
18.40
2.09
2.30
3.23%
2.93%
Medium
Low

JKF Benchmark Comparison Market Cap Size


JKF
Segment Benchmark
100.00%
99.56%
0.00%
0.44%
0.00%
0.00%
0.00%
0.00%