Flow control with try catch to reduce redundancy
In cases like this, I like taking a default-unless-better approach... Consider this re-working of your code to do the same thing in a different order.

The basic premise is:


set up a default value (or null if it is a complicated thing to do).
do the hard work which may be missing dependencies or may fail
if the hard work completes successfully, return that result.


The reason this works well is because you can exit from the hard work at any point, and have the default standing by to continue.....

... also, as an exercise, use the try-with-resources and new NIO2 features in Java7

// set up the default value...
SomeValue result = null;
Path path = Paths.get("./data.txt");
if (Files.isRegularFile(path)) {
    try (SeekableByteChannel channel =
            Files.newByteChannel(path, StandardOpenOptions.READ)) {

        // do the work required for your file....
        ...

        // after everything is successful... set the result:
        result = new SomeValue(....real arguments ....);
    } catch (IOException ioe) {
        System.out.println("FileNoFoundException: " + e.getMessage());
    }
}
result == null ? new SomeValue(defaults...) : result;


Additionally, there is no reason, if you are in a method that builds these things, that you can't return immediately with the right answer.

Often if you are doing things like the above, it indicates that what you are doing should be in a sub-method, with an early-return when you have a successful setup, and a default return value when things fail.