- ISIN
- US46641Q7795
- CUSIP
- 46641Q779
- Issuer
- JPMorgan
- Inception Date
- Nov 8, 2017
- Region
- North America (U.S.)
- Category
- Momentum, Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- JP Morgan US Momentum Factor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $3B
Share Price Chart
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Performance
JMOM Performance Chart
JPMorgan U.S. Momentum Factor ETF (JMOM) is up 24.9% since the beginning of the year. JMOM is currently trading at $85 per share. Investors who bought $1,000 worth of JMOM shares 5 years ago would now be looking at an investment worth $2,087.
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Returns By Period
JPMorgan U.S. Momentum Factor ETF (JMOM) has returned 24.86% so far this year and 39.01% over the past 12 months.
JPMorgan U.S. Momentum Factor ETF
- 1D
- 0.69%
- 1M
- 5.57%
- YTD
- 24.86%
- 6M
- 23.18%
- 1Y
- 39.01%
- 3Y*
- 28.48%
- 5Y*
- 15.85%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
JMOM Monthly Returns History
Based on dividend-adjusted daily data since Nov 9, 2017, JMOM's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, an investment would double in approximately 4.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JMOM closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.82% | 1.40% | -4.24% | 12.19% | 8.19% | 3.03% | 24.86% | ||||||
| 2025 | 5.44% | -2.46% | -5.78% | 1.53% | 6.38% | 5.86% | 0.68% | 1.21% | 3.90% | 1.22% | -0.09% | -0.51% | 18.02% |
| 2024 | 3.23% | 7.82% | 3.64% | -5.03% | 3.82% | 3.39% | 1.08% | 2.88% | 2.69% | -0.07% | 7.57% | -4.83% | 28.47% |
| 2023 | 5.05% | -1.80% | 2.37% | -0.48% | 0.38% | 7.24% | 2.62% | -1.36% | -4.04% | -2.56% | 9.05% | 5.23% | 22.89% |
| 2022 | -9.76% | -1.70% | 3.03% | -9.67% | 0.02% | -8.36% | 10.13% | -3.38% | -8.67% | 8.73% | 5.44% | -6.11% | -20.83% |
| 2021 | -0.31% | 1.16% | 0.42% | 5.80% | -0.39% | 5.33% | 2.27% | 3.57% | -4.78% | 8.67% | -0.65% | 2.15% | 25.03% |
Benchmark Metrics
JPMorgan U.S. Momentum Factor ETF has an annualized alpha of 3.87%, beta of 0.96, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since November 09, 2017.
- This ETF captured 105.49% of S&P 500 Index gains but only 92.36% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 3.87% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.96 and R2 of 0.83, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.87%
- Beta
- 0.96
- R²
- 0.83
- Upside Capture
- 105.49%
- Downside Capture
- 92.36%
Expense Ratio
JMOM has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
JMOM ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JMOM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 2.78 | +2.20 |
| Martin ratioReturn relative to average drawdown | 22.49 | 12.44 | +10.05 |
Dividends
Dividend History
JPMorgan U.S. Momentum Factor ETF provided a 0.70% dividend yield over the last twelve months, with an annual payout of $0.60 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.60 | $0.59 | $0.44 | $0.56 | $0.52 | $0.31 | $0.33 | $0.34 | $0.33 | $0.08 |
Dividend yield | 0.70% | 0.86% | 0.75% | 1.21% | 1.39% | 0.64% | 0.85% | 1.11% | 1.38% | 0.29% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan U.S. Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.12 | ||||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.17 | $0.59 |
| 2024 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.18 | $0.44 |
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan U.S. Momentum Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan U.S. Momentum Factor ETF was 34.31%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.31%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -28.26%Jun 2022 | 7mo 1d | 1y 7mo | 2y 2moNov 2021 - Jan 2024 |
Rate-hike selloffLate 2018 | -21.60%Dec 2018 | 2mo 20d | 5mo 18d | 8mo 8dOct 2018 - Jun 2019 |
2025 selloff2025 | -19.51%Apr 2025 | 1mo 18d | 2mo 17d | 4mo 5dFeb 2025 - Jun 2025 |
2021 correction2021 | -10.94%Mar 2021 | 20d | 1mo 8d | 1mo 28dFeb 2021 - Apr 2021 |
Drawdown Indicators
| JMOM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -56.78% | +22.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -9.10% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -18.90% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -28.26% | -25.43% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -10.71% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.03% | -0.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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