JPSEJPMorgan Diversified Return U.S. Small Cap Equity ETF

Grow my money9y track recordRanked #680 of 2,960 in this goal

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

By JPMorgan · Launched 2016

Annual Cost

0.29%

#1,391 of 5,562 · low cost

Fund Size

$573M

#1,458 of 5,562 · large

Return (1Y)Goal

+35.0%

Track Record

9 years

#1,499 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$13,242+32.4%

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

Classification

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Cap

Small

Strategy

Index tracking

Factor

Multifactor

Index tracked

JP Morgan Diversified Factor US Small Cap Equity Index

What it actually holds

By weight

Concentration

Top 10 holdings = 8.8% of fund✓ well diversified

JPMorgan Securities Lending Money Market Fund

5.1%

Compass, Inc.

0.6%

Century Aluminum Co.

0.4%

Herbalife Ltd.

0.4%

EchoStar Corp.

0.4%

Hecla Mining Co.

0.4%

TTM Technologies, Inc.

0.4%

Viavi Solutions, Inc.

0.4%

Plexus Corp.

0.4%

Coeur Mining, Inc.

0.4%

Asset allocation

Stocks

99.7%

Cash

0.3%

By sector

Technology

15.6%

Real Estate

13.2%

Industrials

11.8%

Basic Materials

9.8%

Financial Services

9.7%

Healthcare

9.2%

Energy

8.3%

Consumer Cyclical

7.7%

Other

14.8%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

16.2%Moderate

Year-on-year price swings

Max drawdown

-43.0%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.67Decent risk-adjusted returns

Sortino (3Y)

1.00Moderate downside risk

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks investment results that closely correspond to the performance of the JP Morgan Diversified Factor US Small 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, which is comprised of small-cap U.S. equity securities. The Fund may utilize a representative sampling strategy and will rebalance quarterly. It may invest up to 10% of its assets in exchange-traded futures contracts to seek performance that corresponds to the Underlying Index.
Inception date: November 15, 2016
Fund family: JPMorgan