JPMorgan Diversified Return U.S. Mid Cap… (JPME) Performance
JPME total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +15.3% since Dec 31, 2025
- 1 year
- +16.5% total return
- 5 years
- +8.0% a year
- 10 years
- +11.0% a year
- Since first price
- +11.1% a year since 2016
JPME trailing returns vs SPY, QQQ, AGG
| Period | JPME total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.2% | +2.2% | −1.0% | −5.0% | +0.9% |
| 3 months | −0.4% | −0.8% | +3.2% | +1.9% | −0.4% |
| 6 months | +3.3% | +2.4% | +7.8% | +8.4% | −1.5% |
| YTD | +15.3% | +13.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.5% | +14.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +63.7%+17.8%/yr | +54.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +47.2%+8.0%/yr | +33.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +184.7%+11.0%/yr | +138.2% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionMay 18, 2016 | +198.5%+11.1%/yr | +149.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JPME vs SPY
From May 18, 2016: JPME grew to $29,853, SPY to $43,875.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JPME returns by calendar year
7 of 9 full years positive. Best 2021 (+28.9%), worst 2022 (−10.1%). 2026 is year to date.
JPME annual returns table
| Year | JPME | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +15.3% | −7.5% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.3% | −16.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +13.6% | −8.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +11.3% | −12.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −10.1% | −19.3% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.9% | −6.6% | +28.7% | +27.4% | −1.8% |
| 2020 | +8.5% | −41.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +25.9% | −6.6% | +31.2% | +39.0% | +8.5% |
| 2018 | −8.9% | −19.9% | −4.6% | −0.1% | +0.1% |
| 2017 | +19.1% | −2.9% | +21.7% | +32.7% | +3.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JPME largest drawdowns
Now 3.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 17, 2020 | −41.0% | Mar 23, 2020 | Nov 16, 2020 | 2 months | 10 months |
| Aug 29, 2018 | −19.9% | Dec 24, 2018 | Jul 3, 2019 | 4 months | 10 months |
| Jan 4, 2022 | −19.3% | Sep 30, 2022 | Dec 26, 2023 | 9 months | 2.0 years |
| Nov 29, 2024 | −18.7% | Apr 8, 2025 | Sep 11, 2025 | 4 months | 9 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
JPME risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2016 |
|---|---|---|---|---|
| Annualized return | +14.7% | +8.4% | +10.4% | +10.5% |
| Volatility (annualized) | 13.3% | 16.3% | 16.7% | 16.4% |
| Sharpe ratio | 0.77 | 0.36 | 0.54 | 0.56 |
| Sortino ratio | 1.29 | 0.54 | 0.79 | 0.82 |
| Best month | +8.0% | +9.4% | +14.2% | +14.2% |
| Worst month | −7.0% | −10.3% | −19.6% | −19.6% |
| Best 12 months | +30.9% | +30.9% | +68.9% | +68.9% |
| Worst 12 months | +1.3% | −11.1% | −21.9% | −21.9% |
| Positive months | 64% | 58% | 66% | 66% |
| Beta vs S&P 500 | 0.75 | 0.88 | 0.98 | — |
| Correlation with S&P 500 | 0.70 | 0.85 | 0.90 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JPME rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 114 | −21.9% | +10.7% | +68.9% | 79% |
| 3-year (a year) | 90 | −3.1% | +10.2% | +21.9% | 99% |
| 5-year (a year) | 66 | +6.3% | +10.4% | +17.1% | 100% |
| 10-year (a year) | 6 | +10.4% | +11.0% | +11.3% | 100% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
JPME performance overview
JPMorgan Diversified Return U.S. Mid Cap… (JPME) returned +16.5% over the past year and +11.0% a year over ten years, with distributions reinvested. Since its first recorded price in 2016 it has returned +11.1% a year, turning $10,000 into about $29,853. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −41.0%, from Jan 17, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. JPME finished 7 of its 9 full calendar years with a gain; the best year was 2021 (+28.9%) and the worst 2022 (−10.1%). Volatility has been 16.4% a year.
Related: JPME chart, JPME holdings, JPME dividends, JPME valuation. See the JPME overview for the latest quote and fund facts.
JPME performance FAQ
What is the JPME return over the past year?
JPME returned +16.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.3%.
What is the average annual return of JPME?
JPME has returned +8.0% a year over 5 years, +11.0% a year over 10 years, +11.1% a year since May 18, 2016 (total return, distributions reinvested).
How much would $10,000 invested in JPME be worth?
$10,000 invested in JPME at its first recorded close on May 18, 2016 would be worth about $29,853 on October 23, 2026 with distributions reinvested.
What was the worst year for JPME?
The worst calendar year was 2022, with a total return of −10.1%. The best was 2021 at +28.9%.
What is the biggest drawdown of JPME?
The largest peak-to-trough decline was −41.0% between January 17, 2020 and March 23, 2020. It recovered to the old high on November 16, 2020, 8 months after the bottom.
How volatile is JPME?
Over the past 3 years JPME had an annualized volatility of 13.3% and a Sharpe ratio of 0.77 (excess return over 1–3 month T-bills per unit of risk).