IMTM vs. JIRE

The year-to-date returns for both stocks are quite close, with IMTM having a 18.21% return and JIRE slightly lower at 17.79%.

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IMTM has a 0.30% expense ratio, which is higher than JIRE's 0.24% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and JPMorgan International Research Enhanced Equity ETF (JIRE). 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.

The current IMTM Sharpe Ratio is 0.79, which is higher than the JIRE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IMTM and JIRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMTM's dividend yield for the trailing twelve months is around 2.48%, less than JIRE's 2.57% yield.

The maximum IMTM drawdown since its inception was -30.68%, which is greater than JIRE's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for IMTM and JIRE. For additional features, visit the drawdowns tool.

The current volatility for iShares MSCI Intl Momentum Factor ETF (IMTM) is 3.45%, while JPMorgan International Research Enhanced Equity ETF (JIRE) has a volatility of 3.86%. This indicates that IMTM experiences smaller price fluctuations and is considered to be less risky than JIRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.