BBLB vs. JMOM
BBLB (JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - BBLB is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. Both are passively managed. Over the past 3 years, BBLB returned -1.04%/yr vs 25.54%/yr for JMOM. Their 0.14 correlation means their historical movements had little consistent relationship. BBLB charges 0.04%/yr vs 0.12%/yr for JMOM.
Performance
BBLB vs. JMOM - Performance Comparison
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Returns By Period
In the year-to-date period, BBLB achieves a -3.22% return, which is significantly lower than JMOM's 20.54% return.
BBLB
- 1D
- 0.47%
- 1M
- -3.56%
- 6M
- -2.82%
- YTD
- -3.22%
- 1Y
- -1.99%
- 3Y*
- -1.04%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -3.03%
JMOM
- 1D
- 1.25%
- 1M
- -1.61%
- 6M
- 16.11%
- YTD
- 20.54%
- 1Y
- 29.18%
- 3Y*
- 25.54%
- 5Y*
- 13.81%
- 10Y*
- —
- ALL TIME*
- 15.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.30K | $43.33K | $64.10K | |
| $17.82M | $11.76M | $9.25M |
BBLB vs. JMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBLB JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF | -3.22% | 4.26% | -7.84% | -2.80% |
JMOM JPMorgan U.S. Momentum Factor ETF | 20.54% | 18.02% | 28.47% | 15.93% |
Correlation
The correlation between BBLB and JMOM is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2023 | 0.14 |
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Return for Risk
BBLB vs. JMOM — Risk / Return Rank
BBLB
JMOM
BBLB vs. JMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) and JPMorgan U.S. Momentum Factor ETF (JMOM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BBLB | JMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.66 | -3.91 |
| Martin ratioReturn relative to average drawdown | -0.56 | 13.51 | -14.07 |
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Drawdowns
BBLB vs. JMOM - Drawdown Comparison
The maximum BBLB drawdown since its inception was -21.06%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BBLB and JMOM.
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Drawdown Indicators
| BBLB | JMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.06% | -34.31% | +13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.76% | -8.02% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -19.51% | +4.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.26% | — |
Current DrawdownCurrent decline from peak | -11.55% | -4.22% | -7.33% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -6.25% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.16% | +1.39% |
Volatility
BBLB vs. JMOM - Volatility Comparison
The current volatility for JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF (BBLB) is 2.52%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 5.42%. This indicates that BBLB experiences smaller price fluctuations and is considered to be less risky than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBLB | JMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 5.42% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 14.02% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.25% | 16.54% | -7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.63% | 19.00% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.63% | 20.17% | -6.54% |
BBLB vs. JMOM - Expense Ratio Comparison
BBLB has a 0.04% expense ratio, which is lower than JMOM's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BBLB vs. JMOM - Dividend Comparison
BBLB's dividend yield for the trailing twelve months is around 5.02%, more than JMOM's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BBLB JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF | 5.02% | 5.03% | 5.34% | 2.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMOM JPMorgan U.S. Momentum Factor ETF | 0.75% | 0.86% | 0.75% | 1.21% | 1.39% | 0.64% | 0.85% | 1.11% | 1.38% | 0.29% |
Frequently Asked Questions
BBLB and JMOM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMOM has higher volatility (5.42%) compared to BBLB (2.52%). In terms of maximum drawdown, BBLB dropped -21.06% vs JMOM's -34.31%.
On 3-year performance, JMOM leads with 25.54% vs -1.04% for BBLB. On fees, BBLB is cheaper at 0.04% per year. On volatility, BBLB has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JMOM has performed better with a 25.54% return vs -1.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBLB is cheaper with a 0.04% expense ratio, compared with 0.12% for JMOM.
BBLB has the higher dividend yield at 5.02%, compared with 0.75% for JMOM.
BBLB is categorized as Government Bonds, while JMOM is Momentum. BBLB tracks ICE U.S. Treasury 20+ Year Bond Index, while JMOM tracks JP Morgan US Momentum Factor Index. Their fees differ too: 0.04% for BBLB and 0.12% for JMOM.
JMOM currently has the higher Sharpe Ratio (1.78 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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