JMMF vs. JMOM
JMMF (JPMorgan 100% U.S. Treasury Securities Money Market ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - JMMF is a Money Market fund actively managed by JPMorgan, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. JMMF is actively managed, while JMOM is passively managed. At a correlation of -0.00, they often move in opposite directions. JMMF charges 0.16%/yr vs 0.12%/yr for JMOM.
Performance
JMMF vs. JMOM - Performance Comparison
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Returns By Period
In the year-to-date period, JMMF achieves a 1.63% return, which is significantly lower than JMOM's 21.70% return.
JMMF
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 1.63%
- 6M
- 1.82%
- 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*
- —
JMMF vs. JMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JMMF JPMorgan 100% U.S. Treasury Securities Money Market ETF | 1.63% | 0.17% |
JMOM JPMorgan U.S. Momentum Factor ETF | 21.70% | -1.59% |
Correlation
The correlation between JMMF and JMOM is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | -0.00 |
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Return for Risk
JMMF vs. JMOM — Risk / Return Rank
JMMF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JMOM
JMMF vs. JMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan 100% U.S. Treasury Securities Money Market ETF (JMMF) 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.
| JMMF | JMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.35 | — |
| Martin ratioReturn relative to average drawdown | — | 19.57 | — |
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Drawdowns
JMMF vs. JMOM - Drawdown Comparison
The maximum JMMF drawdown since its inception was -0.14%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for JMMF and JMOM.
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Drawdown Indicators
| JMMF | JMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.14% | -34.31% | +34.17% |
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 DrawdownCurrent decline from peak | 0.00% | -2.53% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -0.01% | -6.29% | +6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.75% | — |
Volatility
JMMF vs. JMOM - Volatility Comparison
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Volatility by Period
| JMMF | JMOM | Difference | |
|---|---|---|---|
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 | 0.51% | 15.69% | -15.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.51% | 18.87% | -18.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.51% | 20.19% | -19.68% |
JMMF vs. JMOM - Expense Ratio Comparison
JMMF has a 0.16% expense ratio, which is higher than JMOM's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JMMF vs. JMOM - Dividend Comparison
JMMF's dividend yield for the trailing twelve months is around 1.80%, more than JMOM's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JMMF JPMorgan 100% U.S. Treasury Securities Money Market ETF | 1.80% | 0.20% | 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
JMMF and JMOM have a correlation of -0.00, 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 0.16% for JMMF.
JMMF has the higher dividend yield at 1.80%, compared with 0.72% for JMOM.
JMMF is categorized as Money Market, while JMOM is Momentum. Their fees differ too: 0.16% for JMMF and 0.12% for JMOM.
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