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FDMO vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDMO vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Momentum Factor ETF (FDMO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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FDMO vs. JEPQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDMO
Fidelity Momentum Factor ETF
-4.46%21.43%32.78%24.79%-9.70%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-2.87%15.18%24.85%36.28%-12.89%

Returns By Period

In the year-to-date period, FDMO achieves a -4.46% return, which is significantly lower than JEPQ's -2.87% return.


FDMO

1D
3.97%
1M
-4.65%
YTD
-4.46%
6M
-3.37%
1Y
23.95%
3Y*
22.48%
5Y*
12.99%
10Y*

JEPQ

1D
3.25%
1M
-3.50%
YTD
-2.87%
6M
1.65%
1Y
19.82%
3Y*
19.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDMO vs. JEPQ - Expense Ratio Comparison

FDMO has a 0.29% expense ratio, which is lower than JEPQ's 0.35% expense ratio.


Return for Risk

FDMO vs. JEPQ — Risk / Return Rank

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

FDMO
FDMO Risk / Return Rank: 7171
Overall Rank
FDMO Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FDMO Sortino Ratio Rank: 6868
Sortino Ratio Rank
FDMO Omega Ratio Rank: 6767
Omega Ratio Rank
FDMO Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDMO Martin Ratio Rank: 7575
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7272
Overall Rank
JEPQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
Martin Ratio Rank
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.

FDMO vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Momentum Factor ETF (FDMO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


FDMOJEPQDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.07

+0.01

Sortino ratio

Return per unit of downside risk

1.64

1.64

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

2.03

1.70

+0.32

Martin ratio

Return relative to average drawdown

7.44

8.45

-1.01

FDMO vs. JEPQ - Sharpe Ratio Comparison

The current FDMO Sharpe Ratio is 1.08, which is comparable to the JEPQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FDMO and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDMOJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.07

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.82

-0.10

Correlation

The correlation between FDMO and JEPQ is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FDMO vs. JEPQ - Dividend Comparison

FDMO's dividend yield for the trailing twelve months is around 0.67%, less than JEPQ's 11.10% yield.


TTM2025202420232022202120202019201820172016
FDMO
Fidelity Momentum Factor ETF
0.67%0.61%0.90%0.87%1.19%0.60%0.77%1.23%1.22%1.09%0.45%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.10%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDMO vs. JEPQ - Drawdown Comparison

The maximum FDMO drawdown since its inception was -33.94%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for FDMO and JEPQ.


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Drawdown Indicators


FDMOJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-20.07%

-13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-11.58%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

Current Drawdown

Current decline from peak

-8.73%

-5.85%

-2.88%

Average Drawdown

Average peak-to-trough decline

-5.49%

-3.55%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.34%

+1.02%

Volatility

FDMO vs. JEPQ - Volatility Comparison

Fidelity Momentum Factor ETF (FDMO) has a higher volatility of 7.54% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.02%. This indicates that FDMO's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDMOJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

6.02%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

10.47%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.23%

18.52%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

16.91%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

16.91%

+2.64%