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JPMEJPMorgan Diversified Return U.S. Mid Cap Equity ETF

Grow my money10y track recordRanked #770 of 2,998 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%

#1,057 of 5,861 · low cost

Fund Size

$453M

#1,673 of 5,861 · large

Return (1Y)Goal

+22.0%

Track Record

10 years

#1,398 of 5,861 · established

Performance

Total-return NAV · USD
Growth of $10,000
$11,862+18.6%

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

What's inside

How Beacon categorizes this fund

Asset class

Equity

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 = 6.7% of fundwell diversified

JPMorgan Securities Lending Money Market Fund
1.5%
Ciena Corp.
0.7%
Western Digital Corp.
0.7%
Lumentum Holdings, Inc.
0.6%
Monolithic Power Systems, Inc.
0.6%
Jabil, Inc.
0.5%
Element Solutions, Inc.
0.5%
TD SYNNEX Corp.
0.5%
Quanta Services, Inc.
0.5%
Ubiquiti, Inc.
0.5%

Asset allocation

Stocks
99.8%
Cash
0.2%

By sector

Healthcare
12.0%
Real Estate
11.8%
Industrials
11.2%
Utilities
10.2%
Consumer Defensive
10.2%
Technology
9.5%
Consumer Cyclical
8.9%
Financial Services
8.5%
Other
17.8%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
11.9%Moderate

Year-on-year price swings

Max drawdown
-41.0%Severe

Worst peak-to-trough loss

Sharpe (3Y)
0.71Decent risk-adjusted returns
Sortino (3Y)
1.04Good 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
Employs a passive investment approach to replicate mid-cap U.S. equity securities selected based on value, momentum, and quality factors. The Fund invests at least 80% of its assets in securities included in the Underlying Index, which is designed to evenly distribute risk across sectors.
Inception date
May 11, 2016
Fund family
JPMorgan

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Data updated on 2026-08-04