JPMEJPMorgan Diversified Return U.S. Mid Cap Equity ETF

Grow my money10y track recordRanked #791 of 2,969 in this goal

Seeks investment results that closely correspond to the performance of the JP Morgan Diversified Factor US Mid Cap Equity Index.

By JPMorgan · Launched 2016

Annual Cost

0.24%

#1,153 of 5,573 · low cost

Fund Size

$445M

#1,669 of 5,573 · large

Return (1Y)Goal

+23.0%

Track Record

10 years

#1,423 of 5,573 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,072+20.7%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Cap

Mid

Strategy

Index tracking

Factor

Multifactor

Index tracked

JP Morgan Diversified Factor US Mid Cap Equity Index

What it actually holds

By weight

Concentration

Top 10 holdings = 7.3% of fund✓ well diversified

JPMorgan Securities Lending Money Market Fund

2.9%

Western Digital Corp.

0.6%

Royal Gold, Inc.

0.5%

Alcoa Corp.

0.5%

Ciena Corp.

0.5%

Celsius Holdings, Inc.

0.5%

TechnipFMC plc

0.5%

Teradyne, Inc.

0.5%

Mueller Industries, Inc.

0.5%

CF Industries Holdings, Inc.

0.5%

Asset allocation

Stocks

99.8%

Cash

0.2%

By sector

Technology

13.0%

Real Estate

11.5%

Industrials

11.4%

Healthcare

11.2%

Consumer Defensive

9.2%

Utilities

9.0%

Consumer Cyclical

8.9%

Financial Services

7.8%

Other

17.9%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

12.2%Moderate

Year-on-year price swings

Max drawdown

-41.0%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.77Decent risk-adjusted returns

Sortino (3Y)

1.13Good downside protection

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks investment results that closely correspond to the performance of the JP Morgan Diversified Factor US Mid Cap Equity Index.
Strategy: Invests primarily in securities included in the Underlying Index, which represents a diversified set of factor characteristics. The Fund uses a passive indexing approach to replicate the Underlying Index, investing at least 80% of its assets in its securities.
Inception date: May 11, 2016
Fund family: JPMorgan