JVAL | JPMorgan U.S. Value Factor ETF

JVAL ISSUER

JVAL issuer, affiliated with JPMorgan Funds, offers investors an opportunity to closely track the performance of the JP Morgan US Value Factor Index through its fund. The fund aims to mirror the underlying index by investing at least 80% of its assets in securities included within it, which are predominantly U.S. equity securities chosen to reflect value factor characteristics. Managed by its adviser, the fund utilizes a rules-based proprietary selection process focused on relative valuation factors to identify companies with appealing valuations across various sectors, ensuring diversification in its holdings. While primarily consisting of large- and mid-cap equity securities of U.S. companies, including common stock, preferred stock, and real estate investment trusts, the fund employs both passive and representative sampling strategies to replicate the constituent securities of the Underlying Index. Rebalanced quarterly, the fund may also invest in exchange-traded futures contracts to align with the index's performance. Notably, as of January 31, 2024, the Underlying Index reflects a significant portion of securities in the technology sector, showcasing the fund's flexibility to adapt to sector concentrations within the index.

JVAL DIVIDEND

JVAL Dividend, a subsidiary of JPMorgan Funds, presents investors with an avenue to participate in dividend-focused investment strategies. The fund seeks to generate returns by closely tracking the performance of the JP Morgan US Value Factor Index, concentrating on U.S. equity securities with appealing dividend characteristics. With at least 80% of its assets allocated to securities within the Underlying Index, JVAL Dividend aims to replicate its constituent securities through a combination of passive and representative sampling strategies. Managed by its adviser, the fund utilizes a rigorous selection process based on fundamental factors such as book yield, earnings yield, dividend yield, and cash flow yield to identify companies with attractive dividend profiles across various sectors. As part of its investment approach, the fund may rebalance its portfolio quarterly to maintain alignment with changes in the Underlying Index. Through its dividend-focused strategy and commitment to tracking the Underlying Index, JVAL Dividend offers investors an opportunity to potentially benefit from both dividend income and value factor characteristics in their investment portfolios.

JVAL TRACKING

JVAL Tracking, a component of JPMorgan Funds, provides investors with a vehicle to closely monitor the performance of the JP Morgan US Value Factor Index. Designed to replicate the constituent securities of the Underlying Index, the fund aims to mirror its performance through passive indexing strategies. With a focus on U.S. equity securities exhibiting value factor characteristics, JVAL Tracking invests at least 80% of its assets in securities included in the Underlying Index. Managed by its adviser, the fund employs a combination of passive replication and representative sampling strategies to approximate the investment characteristics of the Underlying Index. Quarterly rebalancing ensures that the fund remains aligned with any changes in the composition of the index. By offering investors a straightforward way to track the performance of the value factor in the U.S. equity market, JVAL Tracking serves as a valuable tool for those seeking exposure to this investment strategy.

JVAL CORRELATION

JVAL Correlation, an entity within the JPMorgan Funds family, provides investors with a means to assess the correlation between their investment portfolios and the JP Morgan US Value Factor Index. The fund focuses on analyzing the correlation of its returns with the performance of the Underlying Index, which comprises U.S. equity securities selected based on value factor characteristics. By investing at least 80% of its assets in securities included in the Underlying Index, JVAL Correlation aims to closely track its movements. Utilizing sophisticated analytical tools and techniques, the fund's management evaluates the degree of correlation between its performance and that of the Underlying Index. This information empowers investors to gauge how effectively their portfolios align with the value factor investing strategy represented by the index. With its emphasis on correlation analysis, JVAL Correlation serves as a valuable resource for investors seeking to optimize their investment decisions in line with the principles of value factor investing.

JVAL SECTOR

JVAL Sector, operating under the umbrella of JPMorgan Funds, offers investors a specialized approach to sector-focused investing within the framework of the JP Morgan US Value Factor Index. This fund targets U.S. equity securities selected for their value factor characteristics across various sectors of the economy. With a commitment to maintaining at least 80% of its assets in securities included in the Underlying Index, JVAL Sector provides exposure to companies that exhibit attractive valuations within specific sectors. Managed by its adviser, the fund employs rigorous sector-specific analysis to identify opportunities for value-based investments while ensuring diversification within and across sectors. Through its sector-focused investment strategy and alignment with the principles of value factor investing, JVAL Sector provides investors with a tailored approach to capitalize on value opportunities within different segments of the market.

JVAL EXPOSURE

JVAL Exposure, a component of the JPMorgan Funds suite, offers investors a targeted approach to gaining exposure to the value factor in the U.S. equity market. The fund is designed to closely replicate the performance of the JP Morgan US Value Factor Index by investing at least 80% of its assets in securities included in the index. Managed by its adviser, JVAL Exposure utilizes both passive replication and representative sampling strategies to mirror the investment characteristics of the Underlying Index. Through this approach, the fund provides investors with a straightforward means to gain exposure to companies that exhibit attractive valuations based on fundamental metrics such as book yield, earnings yield, dividend yield, and cash flow yield. By aligning with the value factor investing strategy, JVAL Exposure offers investors an opportunity to potentially capitalize on the long-term outperformance historically associated with value-oriented investing in the U.S. equity market.