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HOLA vs. JMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HOLA vs. JMOM

Last updated Jun 24, 2026

HOLA (JPMorgan International Hedged Equity Laddered Overlay ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - HOLA is a Equity Hedged fund actively managed by JPMorgan, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. HOLA is actively managed, while JMOM is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. HOLA charges 0.50%/yr vs 0.12%/yr for JMOM.

Performance

HOLA vs. JMOM - Performance Comparison

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

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Returns By Period

In the year-to-date period, HOLA achieves a 5.56% return, which is significantly lower than JMOM's 21.70% return.

HOLA

1D
-0.88%
1M
1.77%
YTD
5.56%
6M
4.70%
1Y
—
3Y*
—
5Y*
—
10Y*
—

JMOM

1D
-2.53%
1M
2.90%
YTD
21.70%
6M
19.91%
1Y
34.10%
3Y*
27.39%
5Y*
15.10%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOLA vs. JMOM - Yearly Performance Comparison

2026 (YTD)2025
HOLA
JPMorgan International Hedged Equity Laddered Overlay ETF		5.56%7.60%
JMOM
JPMorgan U.S. Momentum Factor ETF		21.70%7.44%

Correlation

The correlation between HOLA and JMOM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.67

HOLA vs. JMOM - Sectors Allocation Comparison

Sectors
HOLA
JMOM

Financial Services

25.7%
9.0%

Industrials

18.5%
12.0%

Technology

12.2%
43.1%

Healthcare

10.1%
8.1%

Consumer Cyclical

8.3%
6.3%

Consumer Defensive

6.6%
5.0%

Basic Materials

5.4%
1.3%

Communication Services

4.4%
7.7%

Utilities

4.3%
2.0%

Energy

3.4%
3.3%

Real Estate

1.0%
2.2%

Financial Services

HOLA
25.7%
JMOM
9.0%

Industrials

HOLA
18.5%
JMOM
12.0%

Technology

HOLA
12.2%
JMOM
43.1%

Healthcare

HOLA
10.1%
JMOM
8.1%

Consumer Cyclical

HOLA
8.3%
JMOM
6.3%

Consumer Defensive

HOLA
6.6%
JMOM
5.0%

Basic Materials

HOLA
5.4%
JMOM
1.3%

Communication Services

HOLA
4.4%
JMOM
7.7%

Utilities

HOLA
4.3%
JMOM
2.0%

Energy

HOLA
3.4%
JMOM
3.3%

Real Estate

HOLA
1.0%
JMOM
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan International Hedged Equity Laddered Overlay ETF

JPMorgan U.S. Momentum Factor ETF

Often compared with HOLA:
HOLA vs. KSPYHOLA vs. WTMFHOLA vs. RFLRHOLA vs. SPYHOLA vs. CAOSHOLA vs. VIHAXHOLA vs. VTI
Often compared with JMOM:
JMOM vs. SPMOJMOM vs. MTUMJMOM vs. VOOJMOM vs. QQQJMOM vs. QMOMJMOM vs. SCHGJMOM vs. BIBL

Return for Risk

HOLA vs. JMOM — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JMOM
JMOM Risk / Return Rank: 7676
Overall Rank
JMOM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JMOM Sortino Ratio Rank: 6868
Sortino Ratio Rank
JMOM Omega Ratio Rank: 6868
Omega Ratio Rank
JMOM Calmar Ratio Rank: 8484
Calmar Ratio Rank
JMOM Martin Ratio Rank: 9090
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.

HOLA vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) 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.

HOLAJMOMDifference
Sharpe ratioReturn per unit of total volatility

—

2.19

—

Sortino ratioReturn per unit of downside risk

—

2.95

—

Omega ratioGain probability vs. loss probability

—

1.38

—

Calmar ratioReturn relative to maximum drawdown

—

4.35

—

Martin ratioReturn relative to average drawdown

—

19.57

—

HOLA vs. JMOM - Sharpe Ratio Comparison

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Drawdowns

HOLA vs. JMOM - Drawdown Comparison

The maximum HOLA drawdown since its inception was -6.99%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for HOLA and JMOM.

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Drawdown Indicators

HOLAJMOMDifference

Max Drawdown

Largest peak-to-trough decline

-6.99%

-34.31%

+27.32%

Max Drawdown (1Y)

Largest decline over 1 year

—

-7.87%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-19.51%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-28.26%

—

Current Drawdown

Current decline from peak

-0.88%

-2.53%

+1.65%

Average Drawdown

Average peak-to-trough decline

-1.44%

-6.29%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.75%

—

Volatility

HOLA vs. JMOM - Volatility Comparison

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Volatility by Period

HOLAJMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

7.29%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

13.12%

—

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

15.69%

-5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

18.87%

-8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.93%

20.19%

-10.26%

HOLA vs. JMOM - Expense Ratio Comparison

HOLA has a 0.50% expense ratio, which is higher than JMOM's 0.12% expense ratio.

Dividends

HOLA vs. JMOM - Dividend Comparison

HOLA's dividend yield for the trailing twelve months is around 2.86%, more than JMOM's 0.72% yield.

PositionTTM202520242023202220212020201920182017
HOLA
JPMorgan International Hedged Equity Laddered Overlay ETF		2.86%3.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JMOM
JPMorgan U.S. Momentum Factor ETF		0.72%0.86%0.75%1.21%1.39%0.64%0.85%1.11%1.38%0.29%

Frequently Asked Questions

HOLA and JMOM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JMOM is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JMOM is cheaper with a 0.12% expense ratio, compared with 0.50% for HOLA.

HOLA has the higher dividend yield at 2.86%, compared with 0.72% for JMOM.

HOLA is categorized as Equity Hedged, while JMOM is Momentum. Their fees differ too: 0.50% for HOLA and 0.12% for JMOM.

Portfolio Optimizer

Find the right allocation for HOLA and JMOM

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