VSDM vs JVAL

Comparison between VANGUARD SHORT DURATION TAX-EXEMPT BOND ETF ETF SHARES (VSDM, ETF) and JPMORGAN U.S. VALUE FACTOR ETF (JVAL, ETF).

VSDM vs JVAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VSDM(ETF)	JVAL(ETF)
Net Assets	$831M	$834M
Expense Ratio	0.12%	0.12%
Max Drawdown	2.00%	40.42%
Sharpe Ratio	-0.43	1.76
5Y Beta	0.01	0.96
P/E Ratio	N/A	20.93
Forward P/E	N/A	14.56
PEG Ratio	N/A	0.11
5Y Dividends CAGR	N/A	12.19%
5Y EPS CAGR	N/A	15.91%
Debt to Equity	N/A	109.70%
P/S Ratio	N/A	1.55
P/B Ratio	N/A	2.78

Net Assets

VSDM

$831M

Winner

JVAL

$834M

Expense Ratio

VSDM

0.12%

JVAL

0.12%

Max Drawdown

Winner

VSDM

2.00%

JVAL

40.42%

Sharpe Ratio

VSDM

-0.43

Winner

JVAL

1.76

5Y Beta

Winner

VSDM

0.01

JVAL

0.96

P/E Ratio

VSDM

N/A

JVAL

20.93

Forward P/E

VSDM

N/A

JVAL

14.56

PEG Ratio

VSDM

N/A

JVAL

0.11

5Y Dividends CAGR

VSDM

N/A

JVAL

12.19%

5Y EPS CAGR

VSDM

N/A

JVAL

15.91%

Debt to Equity

VSDM

N/A

JVAL

109.70%

P/S Ratio

VSDM

N/A

JVAL

1.55

P/B Ratio

VSDM

N/A

JVAL

2.78

VSDM vs JVAL - Historical Returns

Returns include dividend reinvestment.

Period	VSDM	JVAL
1 month	+0.61%	+3.55%
3 months	+0.87%	+6.38%
6 months	+0.00%	+16.35%
1 year	+3.10%	+30.29%
5 years(CAGR)	N/A	+12.56%
10 years(CAGR)	N/A	+13.07%
Max(CAGR)	+3.82%	+13.07%

VSDM

+0.61%

Winner

JVAL

+3.55%

VSDM

+0.87%

Winner

JVAL

+6.38%

VSDM

+0.00%

Winner

JVAL

+16.35%

VSDM

+3.10%

Winner

JVAL

+30.29%

5Y(CAGR)

VSDM

N/A

JVAL

+12.56%

10Y(CAGR)

VSDM

N/A

JVAL

+13.07%

Max(CAGR)

VSDM

+3.82%

Winner

JVAL

+13.07%

VSDM vs JVAL - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	VSDM	JVAL
2026	+1.50%	+20.90%
2025	+5.39%	+16.48%
2024	-0.15%	+14.59%
2023	N/A	+19.59%
2022	N/A	-12.14%
2021	N/A	+33.17%
2020	N/A	+5.81%
2019	N/A	+27.98%
2018	N/A	-8.93%
2017	N/A	+5.24%

VSDM vs JVAL Drawdown Comparison

The maximum drawdown for VSDM was -1.81%, occurring on Apr 11, 2025. Recovery took 47 trading sessions.

The maximum drawdown for JVAL was -40.42%, occurring on Mar 23, 2020. Recovery took 216 trading sessions.

The current VSDM drawdown is -0.10%. The current JVAL drawdown is -2.04%.

Rank	VSDM	JVAL
#1	-1.81% Apr 4, 2025 - Jun 12, 2025	-40.42% Jan 17, 2020 - Nov 24, 2020
#2	-1.46% Feb 27, 2026 - Jul 2, 2026	-22.40% Jan 4, 2022 - Dec 13, 2023
#3	-0.95% Dec 6, 2024 - Feb 3, 2025	-20.07% Nov 25, 2024 - Jul 2, 2025
#4	-0.77% Jul 6, 2026 - Jul 23, 2026	-18.99% Sep 21, 2018 - Apr 30, 2019
#5	-0.54% Feb 25, 2025 - Apr 3, 2025	-8.53% Jul 26, 2019 - Oct 25, 2019
#6	-0.47% Sep 16, 2025 - Oct 16, 2025	-8.48% Feb 11, 2026 - Apr 16, 2026
#7	-0.28% Feb 6, 2025 - Feb 20, 2025	-8.23% May 3, 2019 - Jul 3, 2019
#8	-0.20% Oct 17, 2025 - Nov 11, 2025	-7.88% Jan 24, 2018 - Aug 28, 2018
#9	-0.13% Dec 19, 2025 - Dec 31, 2025	-7.68% Jul 16, 2024 - Aug 30, 2024
#10	-0.11% Aug 13, 2025 - Aug 22, 2025	-6.11% Oct 27, 2025 - Dec 3, 2025
#11	-0.09% Feb 18, 2026 - Feb 23, 2026	-5.86% Mar 28, 2024 - Jul 11, 2024
#12	-0.07% Jul 29, 2025 - Aug 1, 2025	-5.74% Nov 16, 2021 - Dec 27, 2021
#13	-0.07% Jun 17, 2025 - Jun 23, 2025	-4.70% Jun 8, 2021 - Aug 3, 2021
#14	-0.07% Jul 11, 2025 - Jul 21, 2025	-4.41% Sep 2, 2021 - Oct 20, 2021
#15	-0.07% Nov 11, 2025 - Nov 25, 2025	-4.38% May 7, 2021 - Jun 4, 2021