JPMorgan U.S. Value Factor ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
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. lf |
Category | US Equities |
Fund Sponsor | JPMorgan |
Website | am.jpmorgan.com |
Inception date | Nov 08, 2017 |
Assets (mns) | $193 |
Currency | USD |
Expense ratio | 12 bp |
Distributions | Annually |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 330 |
Wgt avg mkt cap (mns) | $172,592 |
Large cap (>$10bn) | 75.7% |
Mid cap ($2-10bn) | 24.1% |
Small cap (<$2bn) | 0.1% |
Developed mkts | 99.8% |
Emerging mkts | 0.2% |
MICROSOFT CORP | 1.8 % |
ALPHABET INC. CLASS A | 1.8 % |
JOHNSON & JOHNSON | 1.7 % |
UNITEDHEALTH GROUP INC | 1.6 % |
APPLE INC | 1.4 % |
INTEL CORP | 1.4 % |
COMCAST CORP-CL A | 1.3 % |
1.3 % | |
AT&T INC | 1.1 % |
BROADCOM INC. | 1.1 % | Total | 14.6 % |
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UNITED STATES | 95.5 % |
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IRELAND | 2.2 % |
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BRITAIN | 0.8 % |
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BERMUDA | 0.5 % |
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PUERTO RICO | 0.2 % |
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PANAMA | 0.2 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
6.9% | 31.0% | -- | -- | 9.6% |
versus... | Beta | R-squared |
S&P500 | 1.15 | 92% |
MSCI EAFE | 1.13 | 87% |
MSCI Emg. Mkts. | 0.93 | 73% |
Recent close | $31.92 |
30d moving avg. | $31.58 |
Annualized volatility | 22.2% |
Short interest (ETF) | 1.0% |
Short interest (Underlying) | 2.7% |
Relative strength (RSI) | 56 |
Avg. volume (thou.) | 84 |
Turnover | 1.4% |
Bid/Ask (% of price) | 0.21% |
ADV underlying (mns) | $111,421 |
FINDING ALTERNATIVE FUNDS
Below is a list of 96 potential alternatives to the JPMorgan U.S. Value Factor ETF ETF based on the alternatives' overlap in portfolio holdings with JVAL. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | JVAL | Expense: | 12 bp | ALTAR Score™: | 7.1% |
Ticker | Fund Name |
Overlap1 vs JVAL (%) |
Expense ratio (bp) |
Savings vs JVAL (bp) |
ALTAR Score™ (%) |
ALTAR vs JVAL (%) |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 46.1 | 25 | -13 | 5.7 | -1.4 |
VFVA | Vanguard U.S. Value Factor ETF | 45.4 | 14 | -2 | 8.3 | +1.2 |
VOOV | Vanguard S&P 500 Value ETF | 45.2 | 10 | 2 | 6.3 | -0.9 |
PRF | Invesco FTSE RAFI US 1000 ETF | 44.5 | 39 | -27 | 5.8 | -1.4 |
VONV | Vanguard Russell 1000 Value Index Fund | 44.0 | 8 | 4 | 6.1 | -1.0 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 43.8 | 25 | -13 | 5.6 | -1.5 |
DIVB | iShares U.S. Dividend & Buyback ETF | 43.6 | 25 | -13 | 6.0 | -1.1 |
IUS | Invesco Strategic US ETF | 43.5 | 19 | -7 | 5.3 | -1.8 |
ESGV | Vanguard ESG U.S. Stock ETF | 43.2 | 12 | 0 | 4.7 | -2.5 |
VTV | Vanguard Value Index Fund | 43.1 | 4 | 8 | 6.6 | -0.5 |
EPS | WisdomTree U.S. Earnings 500 Fund | 42.2 | 8 | 4 | 6.2 | -0.9 |
VLU | SPDR S&P 1500 Value Tilt ETF | 42.2 | 12 | 0 | 6.0 | -1.1 |
IWD | iShares Russell 1000 Value ETF | 41.4 | 19 | -7 | 6.0 | -1.1 |
SCHV | Schwab U.S. Large-Cap Value ETF | 41.2 | 4 | 8 | 6.2 | -1.0 |
IUSV | iShares Core S&P U.S. Value ETF | 41.1 | 4 | 8 | 6.4 | -0.8 |
FVAL | Fidelity Value Factor ETF | 41.0 | 29 | -17 | 6.8 | -0.3 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 40.6 | 4 | 8 | 6.3 | -0.8 |
IVE | iShares S&P 500 Value ETF | 40.6 | 18 | -6 | 6.2 | -0.9 |
RWL | Invesco S&P 500 Revenue ETF | 40.2 | 39 | -27 | 6.1 | -1.0 |
VYM | Vanguard High Dividend Yield Index ETF | 39.7 | 6 | 6 | 6.9 | -0.3 |
JHML | John Hancock Multifactor Large Cap ETF | 39.4 | 29 | -17 | 5.0 | -2.1 |
MGV | Vanguard Mega Cap Value ETF | 38.9 | 7 | 5 | 6.6 | -0.5 |
RNLC | Large Cap US Equity Select ETF | 38.5 | 60 | -48 | 5.3 | -1.8 |
QUS | SPDR MSCI USA StrategicFactors ETF | 38.3 | 15 | -3 | 5.5 | -1.7 |
VALQ | American Century STOXX U.S. Quality Value ETF | 38.3 | 29 | -17 | 7.8 | +0.7 |
DTD | WisdomTree U.S.Total Dividend Fund | 38.2 | 28 | -16 | 6.5 | -0.7 |
ROUS | Hartford Multifactor US Equity ETF | 38.2 | 19 | -7 | 6.3 | -0.9 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 37.9 | 71 | -59 | 7.5 | +0.3 |
DGRO | iShares Core Dividend Growth ETF | 37.8 | 8 | 4 | 6.4 | -0.7 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 37.6 | 30 | -18 | 5.5 | -1.6 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 37.4 | 17 | -5 | 6.2 | -1.0 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 36.8 | 30 | -18 | 5.2 | -1.9 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 36.8 | 18 | -6 | 5.9 | -1.2 |
RSP | Invesco S&P 500 Equal Weight ETF | 36.6 | 20 | -8 | 5.4 | -1.7 |
RESP | WisdomTree US ESG Fund of Benef Interest | 36.5 | 28 | -16 | 5.5 | -1.7 |
DLN | WisdomTree U.S. LargeCap Dividend Fund | 36.3 | 28 | -16 | 6.4 | -0.7 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 35.9 | 15 | -3 | 5.0 | -2.2 |
RAFE | PIMCO RAFI ESG U.S. ETF | 35.9 | 30 | -18 | 6.8 | -0.4 |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 35.5 | 20 | -8 | 5.7 | -1.5 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 35.4 | 9 | 3 | 5.1 | -2.0 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 35.4 | 29 | -17 | 6.4 | -0.8 |
RECS | Columbia Research Enhanced Core ETF | 35.2 | 15 | -3 | 5.5 | -1.6 |
PBP | Invesco S&P 500 BuyWrite ETF | 35.0 | 49 | -37 | 4.5 | -2.6 |
QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 34.9 | 19 | -7 | 5.3 | -1.8 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 34.9 | 15 | -3 | 6.1 | -1.0 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 34.9 | 60 | -48 | 4.4 | -2.7 |
AVUS | Avantis U.S. Equity ETF | 34.8 | 15 | -3 | 5.1 | -2.1 |
SPY | SPDR S&P 500 ETF Trust | 34.8 | 9 | 3 | 4.9 | -2.3 |
SPLG | SPDR Portfolio Large Cap ETF | 34.8 | 3 | 9 | 5.0 | -2.2 |
IVV | iShares Core S&P 500 ETF | 34.7 | 3 | 9 | 4.9 | -2.2 |
PLC | Principal U.S. Large-Cap Multi-Factor Core Index ETF | 34.7 | 15 | -3 | 0.0 | -7.1 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 34.6 | 20 | -8 | 4.8 | -2.3 |
DFAU | Dimensional US Core Equity Market ETF | 34.5 | 12 | 0 | 4.9 | -2.3 |
VLUE | iShares MSCI USA Value Factor ETF | 34.4 | 15 | -3 | 9.4 | +2.3 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 34.4 | 20 | -8 | 4.9 | -2.2 |
MGC | Vanguard Mega Cap Index Fund | 34.2 | 7 | 5 | 4.8 | -2.3 |
VOO | VANGUARD S&P 500 ETF | 34.2 | 3 | 9 | 4.9 | -2.2 |
FDRR | Fidelity Dividend ETF for Rising Rates | 34.2 | 29 | -17 | 6.6 | -0.5 |
AFLG | First Trust Active Factor Large Cap ETF | 34.0 | 55 | -43 | 4.9 | -2.3 |
WOMN | Impact Shares YWCA Women's Empowerment ETF | 33.9 | 75 | -63 | 4.5 | -2.7 |
SPXN | ProShares S&P 500 Ex-Financials ETF | 33.8 | 27 | -15 | 4.5 | -2.7 |
IWX | iShares Russell Top 200 Value ETF | 33.8 | 20 | -8 | 6.2 | -1.0 |
DEUS | Xtrackers Russell 1000 Comprehensive Factor ETF | 33.7 | 17 | -5 | 5.8 | -1.4 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 33.7 | 29 | -17 | 4.7 | -2.5 |
SPTM | SPDR Portfolio Total Stock Market ETF | 33.7 | 3 | 9 | 5.0 | -2.2 |
IWB | iShares Russell 1000 ETF | 33.7 | 15 | -3 | 4.7 | -2.5 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 33.7 | 7 | 5 | 4.7 | -2.4 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 33.6 | 2 | 10 | 4.8 | -2.3 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 33.6 | 27 | -15 | 4.8 | -2.3 |
SNPE | Xtrackers S&P 500 ESG ETF | 33.6 | 10 | 2 | 4.9 | -2.2 |
EFIV | SPDR S&P 500 ESG ETF | 33.6 | 10 | 2 | 4.9 | -2.2 |
PBUS | Invesco PureBeta MSCI USA ETF | 33.5 | 4 | 8 | 4.8 | -2.3 |
SCHX | Schwab U.S. Large-Cap ETF | 33.4 | 3 | 9 | 4.8 | -2.4 |
VV | Vanguard Large-Cap Index Fund | 33.2 | 4 | 8 | 4.8 | -2.4 |
REVS | Columbia Research Enhanced Value ETF | 33.2 | 19 | -7 | 6.8 | -0.3 |
JQUA | JPMorgan U.S. Quality Factor ETF | 33.1 | 12 | 0 | 5.3 | -1.8 |
IYY | iShares Dow Jones U.S. ETF | 33.1 | 20 | -8 | 4.6 | -2.5 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 33.1 | 35 | -23 | 5.3 | -1.9 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 33.1 | 35 | -23 | 5.2 | -1.9 |
ESG | FlexShares STOXX US ESG Impact Index Fund | 33.0 | 32 | -20 | 4.8 | -2.4 |
RNDV | US Equity Dividend Select ETF | 33.0 | 50 | -38 | 7.3 | +0.2 |
SCHK | Schwab 1000 Index ETF | 32.9 | 5 | 7 | 4.7 | -2.5 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 32.9 | 60 | -48 | 5.0 | -2.1 |
IWL | iShares Russell Top 200 ETF | 32.9 | 15 | -3 | 4.7 | -2.4 |
ACVF | American Conservative Values ETF | 32.7 | 75 | -63 | 4.4 | -2.8 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 32.7 | 25 | -13 | 5.0 | -2.1 |
VONE | Vanguard Russell 1000 ETF | 32.6 | 8 | 4 | 4.7 | -2.4 |
ESGU | iShares MSCI USA ESG Optimized ETF | 32.4 | 15 | -3 | 4.7 | -2.5 |
JDIV | JPMorgan U.S. Dividend ETF | 32.3 | 12 | 0 | 6.6 | -0.6 |
FTA | First Trust Large Cap Value AlphaDEX Fund | 32.2 | 60 | -48 | 7.3 | +0.2 |
XVV | iShares ESG Screened S&P 500 ETF | 32.1 | 8 | 4 | 5.0 | -2.2 |
BKLC | BNY Mellon US Large Cap Core Equity ETF | 32.0 | 0 | 12 | 4.8 | -2.4 |
VTHR | Vanguard Russell 3000 Index Fund | 31.9 | 10 | 2 | 4.6 | -2.6 |
IWV | iShares Russell 3000 ETF | 31.8 | 20 | -8 | 4.5 | -2.7 |
SCHB | Schwab U.S. Broad Market ETF | 31.6 | 3 | 9 | 4.6 | -2.5 |
EQWL | Invesco Russell Top 200 Equal Weight ETF | 31.6 | 25 | -13 | 5.9 | -1.3 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2016 | 2017 | 2018 | 2019 | 2020 | 2021E | 2022E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2020 | 2021E | 2022E | |
---|---|---|---|
Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
JPMorgan U.S. Value Factor ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
SPECULATIVE |
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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