JPMorgan Diversified Return U.S. Mid Cap Equity ETF
$121.61−0.55 (−0.45%)
- Expense ratio
- 0.24%
- Fund size
- $464M
- 1Y return
- +15.1%
- Yield · Last 12 months
- 1.79%
- Holdings
- 343
- Volume · 30D
- 0M sh
- NAV per share
- $122.09
- 52W range
The ETF.net JPME Grade
Score 68 of 100 sits in the B band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.
Cost
What you pay to own it — the expense ratio plus trading frictions, ranked within its category.BScore 68Category rankMission
How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.AScore 91Category rankRisk
How violently it can move — volatility, drawdown depth, and downside capture versus its category.BScore 61Category rankTradability
How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.DScore 31Category rankHoldings
What it actually owns — the quality, breadth, and concentration of the underlying portfolio.AScore 82Category rankDurability
Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.BScore 63Category rank
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
- 343
- 4%
- HPE
Sectors
- Health Care13.2%
- Real Estate11.2%
- Cons. Staples10.5%
- Industrials10.2%
- Technology9.7%
- Utilities9.2%
- Consumer Discr.8.6%
- Financials8.5%
- Energy8.0%
- Materials7.1%
- Communication3.8%
Geography
- United States95.90%
- Bermuda0.96%
- Ireland0.72%
- United Kingdom0.60%
- Netherlands0.56%
- Luxembourg0.42%
- Switzerland0.41%
- Puerto Rico0.41%
JPME Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Returns run to the Sep 22, 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 | +13.3% |
| 1 month | −4.5% |
| 3 months | −0.5% |
| 1 year | +15.1% |
| 3 years | +15.2% |
| 5 years | +8.6% |
| 10 years | +10.6% |
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 | +13.3% | |
| 2025 | +8.3% | |
| 2024 | +13.5% | |
| 2023 | +11.3% | |
| 2022 | −10.1% | |
| 2021 | +28.9% | |
| 2020 | +8.4% |
JPME in the news
ETF.net Research hasn’t filed on JPME yet — coverage lands here as it’s written.
JPME Dividends
- 1.79%
- $2.19
- $0.52 per share
- Quarterly
Distribution history
| Ex-date | Pay date | Amount per share |
|---|---|---|
| Jun 23, 2026 | Jun 25, 2026 | $0.52 |
| Mar 24, 2026 | Mar 26, 2026 | $0.40 |
| Dec 23, 2025 | Dec 26, 2025 | $0.73 |
| Sep 23, 2025 | Sep 25, 2025 | $0.55 |
| Jun 24, 2025 | Jun 26, 2025 | $0.56 |
| Mar 25, 2025 | Mar 27, 2025 | $0.37 |
| Dec 24, 2024 | Dec 27, 2024 | $0.66 |
| Sep 24, 2024 | Sep 26, 2024 | $0.43 |
| Jun 25, 2024 | Jun 27, 2024 | $0.46 |
| Mar 19, 2024 | Mar 22, 2024 | $0.26 |
| Dec 19, 2023 | Dec 22, 2023 | $0.66 |
| Sep 19, 2023 | Sep 22, 2023 | $0.41 |
JPME Risk
- 13.2%
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.
- 0.77
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
- The middle half of US Multifactor funds
- Median 0.30%
31 of the 98 US Multifactor funds charge less.