JVAL vs VSDM
Comparison between JPMORGAN U.S. VALUE FACTOR ETF (JVAL, ETF) and VANGUARD SHORT DURATION TAX-EXEMPT BOND ETF ETF SHARES (VSDM, ETF).
JVAL vs VSDM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
JVAL
$834M
VSDM
$831M
Expense Ratio
JVAL
0.12%
VSDM
0.12%
Max Drawdown
JVAL
40.42%
Winner
VSDM
2.00%
Sharpe Ratio
Winner
JVAL
1.76
VSDM
-0.43
5Y Beta
JVAL
0.96
Winner
VSDM
0.01
P/E Ratio
JVAL
20.93
VSDM
N/A
Forward P/E
JVAL
14.56
VSDM
N/A
PEG Ratio
JVAL
0.11
VSDM
N/A
5Y Dividends CAGR
JVAL
12.19%
VSDM
N/A
5Y EPS CAGR
JVAL
15.91%
VSDM
N/A
Debt to Equity
JVAL
109.70%
VSDM
N/A
P/S Ratio
JVAL
1.55
VSDM
N/A
P/B Ratio
JVAL
2.78
VSDM
N/A
JVAL vs VSDM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
JVAL
+3.55%
VSDM
+0.61%
3M
Winner
JVAL
+6.38%
VSDM
+0.87%
6M
Winner
JVAL
+16.35%
VSDM
+0.00%
1Y
Winner
JVAL
+30.29%
VSDM
+3.10%
5Y(CAGR)
JVAL
+12.56%
VSDM
N/A
10Y(CAGR)
JVAL
+13.07%
VSDM
N/A
Max(CAGR)
Winner
JVAL
+13.07%
VSDM
+3.82%
JVAL vs VSDM - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | JVAL | VSDM |
|---|---|---|
| 2026 | +20.90% | +1.50% |
| 2025 | +16.48% | +5.39% |
| 2024 | +14.59% | -0.15% |
| 2023 | +19.59% | N/A |
| 2022 | -12.14% | N/A |
| 2021 | +33.17% | N/A |
| 2020 | +5.81% | N/A |
| 2019 | +27.98% | N/A |
| 2018 | -8.93% | N/A |
| 2017 | +5.24% | N/A |
JVAL vs VSDM Drawdown Comparison
The maximum drawdown for JVAL was -40.42%, occurring on Mar 23, 2020. Recovery took 216 trading sessions.
The maximum drawdown for VSDM was -1.81%, occurring on Apr 11, 2025. Recovery took 47 trading sessions.
The current JVAL drawdown is -2.04%. The current VSDM drawdown is -0.10%.
| Rank | JVAL | VSDM |
|---|---|---|
| #1 | -40.42% Jan 17, 2020 - Nov 24, 2020 | -1.81% Apr 4, 2025 - Jun 12, 2025 |
| #2 | -22.40% Jan 4, 2022 - Dec 13, 2023 | -1.46% Feb 27, 2026 - Jul 2, 2026 |
| #3 | -20.07% Nov 25, 2024 - Jul 2, 2025 | -0.95% Dec 6, 2024 - Feb 3, 2025 |
| #4 | -18.99% Sep 21, 2018 - Apr 30, 2019 | -0.77% Jul 6, 2026 - Jul 23, 2026 |
| #5 | -8.53% Jul 26, 2019 - Oct 25, 2019 | -0.54% Feb 25, 2025 - Apr 3, 2025 |
| #6 | -8.48% Feb 11, 2026 - Apr 16, 2026 | -0.47% Sep 16, 2025 - Oct 16, 2025 |
| #7 | -8.23% May 3, 2019 - Jul 3, 2019 | -0.28% Feb 6, 2025 - Feb 20, 2025 |
| #8 | -7.88% Jan 24, 2018 - Aug 28, 2018 | -0.20% Oct 17, 2025 - Nov 11, 2025 |
| #9 | -7.68% Jul 16, 2024 - Aug 30, 2024 | -0.13% Dec 19, 2025 - Dec 31, 2025 |
| #10 | -6.11% Oct 27, 2025 - Dec 3, 2025 | -0.11% Aug 13, 2025 - Aug 22, 2025 |
| #11 | -5.86% Mar 28, 2024 - Jul 11, 2024 | -0.09% Feb 18, 2026 - Feb 23, 2026 |
| #12 | -5.74% Nov 16, 2021 - Dec 27, 2021 | -0.07% Jul 29, 2025 - Aug 1, 2025 |
| #13 | -4.70% Jun 8, 2021 - Aug 3, 2021 | -0.07% Jun 17, 2025 - Jun 23, 2025 |
| #14 | -4.41% Sep 2, 2021 - Oct 20, 2021 | -0.07% Jul 11, 2025 - Jul 21, 2025 |
| #15 | -4.38% May 7, 2021 - Jun 4, 2021 | -0.07% Nov 11, 2025 - Nov 25, 2025 |
Correlation
Correlation between JVAL and VSDM is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
0.89
-101
Dividend Comparison (2017 - 2026)
JVAL vs VSDM dividend yield comparison.
| Year | JVAL | VSDM |
|---|---|---|
| 2026 | 0.67% | 1.81% |
| 2025 | 2.08% | 3.06% |
| 2024 | 2.21% | 0.35% |
| 2023 | 2.43% | 0.00% |
| 2022 | 2.46% | 0.00% |
| 2021 | 1.88% | 0.00% |
| 2020 | 2.55% | 0.00% |
| 2019 | 2.58% | 0.00% |
| 2018 | 2.61% | 0.00% |
| 2017 | 0.45% | 0.00% |
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