JPMorgan Diversified Return U.S. Mid Cap Equity ETF
$121.74+0.37 (+0.30%)
- 0.24%
- $473M
- +17.9%
- 1.83%
- 0M sh
- $121.29
- low $104.47high $129.90
The ETF.net JPME Grade
B
Score 67 out of 100
- 29 of 99
Score 67 of 100 falls in the B band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.B68 out of 100Rank 32 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.A90 out of 100Rank 29 of 86Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.B56 out of 100Rank 40 of 97Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.D30 out of 100Rank 79 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.A80 out of 100Rank 14 of 98Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.B63 out of 100Rank 34 of 99
Our read on JPME
BMultifactor investing mostly happens in large caps. JPME takes J.P. Morgan's value, quality and momentum rules down a size tier, spreading roughly 400 mid-cap names across an index built to beat plain cap weighting on a risk-adjusted basis.
The fund seeks U.S. mid-cap equity exposure and aims for better risk-adjusted returns than a market-cap-weighted index.
Why people hold it
- Three factors in one ticker: value, quality and momentum, applied by published index rules rather than a stock picker's judgment.am.jpmorgan.com
- Charges 0.24% a year, under the median fee in its multifactor peer group, which is unusual for a rules-heavy strategy fund.
- Spread across roughly 400 mid-cap stocks, so no single holding carries the strategy.
- Sticks tightly to its stated index, one of the closer implementations in a crowded multifactor field, and has been running since 2016.
Worth knowing
- Thinly traded next to the giant index funds, so bid-ask spreads and order size deserve more attention here than with a household-name ETF.
- The index deliberately departs from cap weighting to chase better risk-adjusted results, which means stretches where it moves differently from a standard mid-cap benchmark.am.jpmorgan.com
- Distributions land quarterly, not monthly, and this is a growth-oriented equity mandate rather than an income one.
JPME Holdings
- Stocks
- 347
- 5%
- SWKS
Sectors
- Health Care11.9%
- Real Estate11.7%
- Consumer Staples10.5%
- Industrials10.4%
- Utilities10.2%
- Technology9.9%
- Consumer Discretionary8.8%
- Financials8.4%
- Materials7.2%
- Energy7.2%
- Communication4.0%
Geography
- United States95.84%
- Bermuda0.93%
- United Kingdom0.72%
- Ireland0.70%
- Netherlands0.59%
- Switzerland0.42%
- Luxembourg0.40%
- Puerto Rico0.39%
JPME Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
JPME$11,787
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | JPME |
|---|---|
| Year to date | +13.1% |
| 1 month | −2.4% |
| 3 months | −1.9% |
| 1 year | +17.9% |
| 3 years | +15.9% |
| 5 years | +8.5% |
| 10 years | +10.8% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | JPME |
|---|---|---|
| 2026 YTD | +13.1% | |
| 2025 | +8.3% | |
| 2024 | +13.5% | |
| 2023 | +11.3% | |
| 2022 | −10.1% | |
| 2021 | +28.9% | |
| 2020 | +8.4% |
JPME in the news
JPME Dividends
- 1.83%
- $2.22
- $0.58 per share
- Quarterly
Distribution history
JPME Risk
- 13.3%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.76
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −19.3%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.77
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
JPME Cost
0.24%
JPME0.24%
- The middle half of US Multifactor funds
- Median 0.30%
31 of the 99 US Multifactor funds charge less.
Other funds in US Multifactor
- BIUSInvesco RAFI Strategic US ETFExpense ratio 0.19%1 year return +31.0%
- BROUSHartford Multifactor US Equity ETFExpense ratio 0.19%1 year return +23.1%
- BUSVMVictoryShares US Small Mid Cap Value Momentum ETFExpense ratio 0.29%1 year return +20.9%
- BVFMFVanguard U.S. Multifactor ETFExpense ratio 0.18%1 year return +33.7%
- BFCPIFidelity Stocks for Inflation ETFExpense ratio 0.15%1 year return +18.6%