JGLO vs. JMOM

Last updated Jun 24, 2026

JGLO (Jpmorgan Global Select Equity ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - JGLO is a Global Equities fund actively managed by JPMorgan, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. JGLO is actively managed, while JMOM is passively managed. Over the past year, JGLO returned 13.14% vs 34.10% for JMOM. Their correlation of 0.86 suggests significant overlap in exposure. JGLO charges 0.47%/yr vs 0.12%/yr for JMOM.

Performance

JGLO vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) 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, JGLO achieves a 3.31% return, which is significantly lower than JMOM's 21.70% return.

JGLO

• 1D: -1.34%
• 1M: -1.33%
• YTD: 3.31%
• 6M: 2.82%
• 1Y: 13.14%
• 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)

JGLO vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JGLO Jpmorgan Global Select Equity ETF	3.31%	14.07%	17.00%	8.01%
JMOM JPMorgan U.S. Momentum Factor ETF	21.70%	18.02%	28.47%	8.57%

Correlation

The correlation between JGLO and JMOM is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.86

The correlation between JGLO and JMOM has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

JGLO vs. JMOM - Sectors Allocation Comparison

Sectors	JGLO	JMOM
Technology	31.6%	43.1%
Financial Services	17.3%	9.0%
Consumer Cyclical	16.1%	6.3%
Healthcare	8.6%	8.1%
Communication Services	8.2%	7.7%
Industrials	7.8%	12.0%
Energy	3.9%	3.3%
Utilities	2.2%	2.0%
Basic Materials	1.6%	1.3%
Real Estate	1.5%	2.2%
Consumer Defensive	1.3%	5.0%

Return for Risk

JGLO vs. JMOM — Risk / Return Rank

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

JGLO

JGLO Risk / Return Rank: 32
JGLO Sharpe Ratio Rank: 32
JGLO Sortino Ratio Rank: 31
JGLO Omega Ratio Rank: 30
JGLO Calmar Ratio Rank: 29
JGLO Martin Ratio Rank: 38

JMOM

JMOM Risk / Return Rank: 76
JMOM Sharpe Ratio Rank: 71
JMOM Sortino Ratio Rank: 68
JMOM Omega Ratio Rank: 68
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.

JGLO vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) 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.

	JGLO	JMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.08	2.19	-1.11
Sortino ratio: Return per unit of downside risk	1.56	2.95	-1.39
Omega ratio: Gain probability vs. loss probability	1.20	1.38	-0.19
Calmar ratio: Return relative to maximum drawdown	1.39	4.35	-2.96
Martin ratio: Return relative to average drawdown	5.59	19.57	-13.98

JGLO vs. JMOM - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 1.08, which is lower than the JMOM Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of JGLO 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

JGLO vs. JMOM - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for JGLO and JMOM.

Drawdown Indicators

	JGLO	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-16.12%	-34.31%	+18.19%
Max Drawdown (1Y) Largest decline over 1 year	-9.47%	-7.87%	-1.60%
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	-2.43%	-2.53%	+0.10%
Average Drawdown Average peak-to-trough decline	-1.88%	-6.29%	+4.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	1.75%	+0.60%

Volatility

JGLO vs. JMOM - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 4.77%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 7.29%. This indicates that JGLO 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

	JGLO	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	7.29%	-2.52%
Volatility (6M) Calculated over the trailing 6-month period	9.99%	13.12%	-3.13%
Volatility (1Y) Calculated over the trailing 1-year period	12.24%	15.69%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	18.87%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.17%	20.19%	-6.02%

JGLO vs. JMOM - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than JMOM's 0.12% expense ratio.

Dividends

JGLO vs. JMOM - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.16%, more than JMOM's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JGLO Jpmorgan Global Select Equity ETF	1.16%	1.20%	2.00%	0.32%	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

Can I hold both JGLO and JMOM in my portfolio?

JGLO and JMOM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JGLO or JMOM?

JMOM has higher volatility (7.29%) compared to JGLO (4.77%). In terms of maximum drawdown, JGLO dropped -16.12% vs JMOM's -34.31%.

Which ETF is better, JGLO or JMOM?

On 1-year performance, JMOM leads with 34.10% vs 13.14% for JGLO. On fees, JMOM is cheaper at 0.12% per year. On volatility, JGLO has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JGLO or JMOM?

Over the 1-year period, JMOM has performed better with a 34.10% return vs 13.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JGLO or JMOM?

JMOM is cheaper with a 0.12% expense ratio, compared with 0.47% for JGLO.

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

JGLO has the higher dividend yield at 1.16%, compared with 0.72% for JMOM.

What is the main difference between JGLO and JMOM?

JGLO is categorized as Global Equities, while JMOM is Momentum. Their fees differ too: 0.47% for JGLO and 0.12% for JMOM.

Which has better risk-adjusted returns?

JMOM currently has the higher Sharpe Ratio (2.19 vs 1.08), 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.