JVAL

JPMorgan U.S. Value Factor ETF
*Unless otherwise stated, data provided by FactSet.

JVAL Fund Description

JVAL tracks an index of large-cap US equities that are selected and weighted by four relative valuation factors: book yield, earnings yield, dividend yield and cash flow yield.

JVAL Factset Analytics Insight

JVAL selects value companies from the Russell 1000. The underlying index selects and ranks the companies based on four fundamental metrics: book yield, earnings yield, dividend yield, and cash flow yield. These are combined into a relative valuation factor, which determines which securities are included. Companies are market cap-weighted using a proprietary optimization methodology that aims to match the sector weights of the Russell 1000 Index. JVAL does not constrain sector or industry exposure, so investors could experience significant portfolio tilts towards one sector or another depending on the market environment. Holdings include common stock, REITs, and preferreds. The underlying index undergoes quarterly review.

JVAL MSCI ESG Analytics Insight

JPMorgan U.S. Value Factor ETF has an MSCI ESG Fund Rating of A based on a score of 5.80 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. JPMorgan U.S. Value Factor ETF ranks in the 40th percentile within its peer group and in the 43th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JVAL 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.

PERFORMANCE [as of 07/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JVAL 0.52% 2.17% 22.51% 50.04% 14.15% -- --
JVAL (NAV) 0.19% 1.75% 22.20% 69.18% 14.45% -- --
J.P. Morgan U.S. Value Factor Index 0.19% 1.76% 22.28% 48.66% 14.53% 14.22% 14.32%
MSCI USA Large Cap Value 1.07% 3.17% 16.88% 33.79% 10.87% 11.19% 11.67%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JVAL Summary Data

JPMorgan
11/08/17
Open-Ended Fund
0.12%
$1.04B
$4.33M
0.12%

JVAL Portfolio Data

$184.57B
25.78
2.75
1.46%
09/21/21
345

JVAL Index Data

J.P. Morgan U.S. Value Factor Index
Market Cap
Fundamental
MSCI USA Large Cap Value

JVAL Portfolio Management

0.12%
-0.20%
0.15%
-0.45%

JVAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JVAL Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

JVAL Factset Analytics Block Liquidity

As of 07/28/21
5
4
3
2
1

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

JVAL Tradability

119,446
$4.33M
40,055
$1.45M
0.12%
$0.04
0.06%
0.28% / -0.36%
None
99.00%
50,000
0.80
0.05%
0.01%
0
$36.27
5

JVAL Sector/Industry Breakdown


JVAL
Segment Benchmark
28.25%
11.35%
15.28%
7.49%
14.77%
23.74%
12.98%
18.87%
11.85%
12.04%
6.35%
11.45%
3.28%
2.97%
2.80%
5.05%
2.51%
4.31%
1.07%
2.73%

JVAL Top 10 Holdings[View All]

Apple Inc. 2.06%
Pfizer Inc. 1.13%
Walmart Inc. 1.12%
16.47%

JVAL Countries


JVAL
Segment Benchmark
100.00%
99.90%
--
0.10%

JVAL Regions


JVAL
Segment Benchmark
100.00%
100.00%

JVAL Economic Development


JVAL
Segment Benchmark
100.00%
100.00%

JVAL Performance Statistics

0.92
1.13
1.12
1.12
0.32%
MSCI USA Large Cap Value

JVAL MSCI ESG Ratings

5.80 / 10
43.22
40.13
5.18%
4.29%
160.70

JVAL Benchmark Comparison Holdings

345
198
90
39.48%

JVAL Benchmark Comparison Summary


JVAL
Segment Benchmark
345
198
$184.57B
$181.24B
25.78
25.68
2.75
3.10
1.98%
2.26%
Low
Low

JVAL Benchmark Comparison Market Cap Size


JVAL
Segment Benchmark
73.30%
100.00%
26.16%
0.00%
0.55%
0.00%
0.00%
0.00%