BBSC vs. JMOM

Last updated Jun 25, 2026

BBSC (JPMorgan BetaBuilders U.S. Small Cap Equity ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - BBSC is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure Extended Index, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. Both are passively managed. Over the past 5 years, BBSC returned 6.95%/yr vs 15.02%/yr for JMOM. Their correlation of 0.81 suggests significant overlap in exposure. BBSC charges 0.09%/yr vs 0.12%/yr for JMOM.

Performance

BBSC vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBSC achieves a 20.49% return, which is significantly lower than JMOM's 21.80% return.

BBSC

• 1D: 0.64%
• 1M: 4.77%
• YTD: 20.49%
• 6M: 17.40%
• 1Y: 38.10%
• 3Y*: 19.49%
• 5Y*: 6.95%
• 10Y*: —

JMOM

• 1D: -0.10%
• 1M: 2.98%
• YTD: 21.80%
• 6M: 19.67%
• 1Y: 32.36%
• 3Y*: 27.42%
• 5Y*: 15.02%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSC vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	20.49%	10.38%	12.31%	20.07%	-19.75%	15.44%	11.94%
JMOM JPMorgan U.S. Momentum Factor ETF	21.80%	18.02%	28.47%	22.89%	-20.83%	25.03%	6.45%

Correlation

The correlation between BBSC and JMOM is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Nov 17, 2020	0.81

The correlation between BBSC and JMOM has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

BBSC vs. JMOM - Sectors Allocation Comparison

Sectors	BBSC	JMOM
Technology	20.3%	43.1%
Financial Services	16.7%	9.0%
Healthcare	15.5%	8.1%
Industrials	15.0%	12.0%
Consumer Cyclical	8.7%	6.3%
Real Estate	7.5%	2.2%
Energy	5.8%	3.3%
Basic Materials	4.0%	1.3%
Consumer Defensive	3.0%	5.0%
Communication Services	2.3%	7.7%
Utilities	1.2%	2.0%

Return for Risk

BBSC vs. JMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBSC

BBSC Risk / Return Rank: 72
BBSC Sharpe Ratio Rank: 69
BBSC Sortino Ratio Rank: 70
BBSC Omega Ratio Rank: 61
BBSC Calmar Ratio Rank: 83
BBSC Martin Ratio Rank: 77

JMOM

JMOM Risk / Return Rank: 78
JMOM Sharpe Ratio Rank: 73
JMOM Sortino Ratio Rank: 71
JMOM Omega Ratio Rank: 70
JMOM Calmar Ratio Rank: 84
JMOM Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBSC vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) 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.

	BBSC	JMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.98	2.09	-0.10
Sortino ratio: Return per unit of downside risk	2.79	2.84	-0.04
Omega ratio: Gain probability vs. loss probability	1.33	1.37	-0.04
Calmar ratio: Return relative to maximum drawdown	4.01	4.13	-0.12
Martin ratio: Return relative to average drawdown	13.12	18.51	-5.39

BBSC vs. JMOM - Sharpe Ratio Comparison

The current BBSC Sharpe Ratio is 1.98, which is comparable to the JMOM Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of BBSC and JMOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BBSC vs. JMOM - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BBSC and JMOM.

Drawdown Indicators

	BBSC	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-30.96%	-34.31%	+3.35%
Max Drawdown (1Y) Largest decline over 1 year	-9.54%	-7.87%	-1.67%
Max Drawdown (3Y) Largest decline over 3 years	-29.32%	-19.51%	-9.81%
Max Drawdown (5Y) Largest decline over 5 years	-30.96%	-28.26%	-2.70%
Current Drawdown Current decline from peak	0.00%	-2.45%	+2.45%
Average Drawdown Average peak-to-trough decline	-11.38%	-6.29%	-5.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	1.75%	+1.16%

Volatility

BBSC vs. JMOM - Volatility Comparison

The current volatility for JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) is 5.45%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 7.17%. This indicates that BBSC 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.

Volatility by Period

	BBSC	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	7.17%	-1.72%
Volatility (6M) Calculated over the trailing 6-month period	13.39%	13.04%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	19.36%	15.64%	+3.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.97%	18.86%	+4.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.83%	20.19%	+2.64%

BBSC vs. JMOM - Expense Ratio Comparison

BBSC has a 0.09% 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

BBSC vs. JMOM - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.01%, more than JMOM's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BBSC JPMorgan BetaBuilders U.S. Small Cap Equity ETF	1.01%	1.13%	1.29%	1.58%	1.37%	1.06%	0.18%	0.00%	0.00%	0.00%
JMOM JPMorgan U.S. Momentum Factor ETF	0.74%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%

Frequently Asked Questions

Can I hold both BBSC and JMOM in my portfolio?

BBSC and JMOM have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBSC or JMOM?

JMOM has higher volatility (7.17%) compared to BBSC (5.45%). In terms of maximum drawdown, BBSC dropped -30.96% vs JMOM's -34.31%.

Which ETF is better, BBSC or JMOM?

On 5-year performance, JMOM leads with 15.02% vs 6.95% for BBSC. On fees, BBSC is cheaper at 0.09% per year. On volatility, BBSC has been the lower-risk option at 5.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBSC or JMOM?

Over the 5-year period, JMOM has performed better with a 15.02% return vs 6.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBSC or JMOM?

BBSC is cheaper with a 0.09% expense ratio, compared with 0.12% for JMOM.

Which ETF pays a higher dividend yield, BBSC or JMOM?

BBSC has the higher dividend yield at 1.01%, compared with 0.74% for JMOM.

What is the main difference between BBSC and JMOM?

BBSC is categorized as Small Cap Blend Equities, while JMOM is Momentum. BBSC tracks Morningstar US Small Cap Target Market Exposure Extended Index, while JMOM tracks JP Morgan US Momentum Factor Index. Their fees differ too: 0.09% for BBSC and 0.12% for JMOM.

Which has better risk-adjusted returns?

JMOM currently has the higher Sharpe Ratio (2.09 vs 1.98), 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.