JMOM vs. ADME
JMOM (JPMorgan U.S. Momentum Factor ETF) and ADME (Aptus Drawdown Managed Equity ETF) are both exchange-traded funds - JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index, while ADME is a Hedge Fund fund tracking the Aptus Behavioral Momentum Index. Both are passively managed. Over the past 5 years, JMOM returned 15.10%/yr vs 7.44%/yr for ADME. Their correlation of 0.83 suggests significant overlap in exposure. JMOM charges 0.12%/yr vs 0.79%/yr for ADME.
Performance
JMOM vs. ADME - Performance Comparison
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Returns By Period
In the year-to-date period, JMOM achieves a 21.70% return, which is significantly higher than ADME's 7.37% return.
JMOM
- 1D
- -2.53%
- 1M
- 2.90%
- YTD
- 21.70%
- 6M
- 19.91%
- 1Y
- 34.10%
- 3Y*
- 27.39%
- 5Y*
- 15.10%
- 10Y*
- —
ADME
- 1D
- -1.15%
- 1M
- -1.31%
- YTD
- 7.37%
- 6M
- 6.36%
- 1Y
- 17.42%
- 3Y*
- 16.12%
- 5Y*
- 7.44%
- 10Y*
- 8.73%
JMOM vs. ADME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JMOM JPMorgan U.S. Momentum Factor ETF | 21.70% | 18.02% | 28.47% | 22.89% | -20.83% | 25.03% | 29.25% | 28.24% | -5.25% | 3.36% |
ADME Aptus Drawdown Managed Equity ETF | 7.37% | 10.28% | 22.11% | 15.42% | -21.80% | 20.24% | 18.21% | 9.31% | -6.05% | -0.27% |
Correlation
The correlation between JMOM and ADME is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.83 |
The correlation between JMOM and ADME has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
JMOM vs. ADME — Risk / Return Rank
JMOM
ADME
JMOM vs. ADME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and Aptus Drawdown Managed Equity ETF (ADME). 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.
| JMOM | ADME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | 2.34 | +2.02 |
| Martin ratioReturn relative to average drawdown | 19.57 | 9.68 | +9.89 |
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Drawdowns
JMOM vs. ADME - Drawdown Comparison
The maximum JMOM drawdown since its inception was -34.31%, which is greater than ADME's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for JMOM and ADME.
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Drawdown Indicators
| JMOM | ADME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -27.49% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -7.49% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -15.67% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.26% | -23.43% | -4.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.49% | — |
Current DrawdownCurrent decline from peak | -2.53% | -2.93% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -7.89% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.80% | -0.05% |
Volatility
JMOM vs. ADME - Volatility Comparison
JPMorgan U.S. Momentum Factor ETF (JMOM) has a higher volatility of 7.29% compared to Aptus Drawdown Managed Equity ETF (ADME) at 4.57%. This indicates that JMOM's price experiences larger fluctuations and is considered to be riskier than ADME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMOM | ADME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 4.57% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 8.63% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 10.73% | +4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 13.00% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 14.45% | +5.74% |
JMOM vs. ADME - Expense Ratio Comparison
JMOM has a 0.12% expense ratio, which is lower than ADME's 0.79% expense ratio.
Dividends
JMOM vs. ADME - Dividend Comparison
JMOM's dividend yield for the trailing twelve months is around 0.72%, more than ADME's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ADME Aptus Drawdown Managed Equity ETF | 0.38% | 0.38% | 0.47% | 0.78% | 0.73% | 0.26% | 0.41% | 0.70% | 0.86% | 0.32% | 0.69% |
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% | 0.00% |
Frequently Asked Questions
JMOM and ADME have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMOM has higher volatility (7.29%) compared to ADME (4.57%). In terms of maximum drawdown, JMOM dropped -34.31% vs ADME's -27.49%.
On 5-year performance, JMOM leads with 15.10% vs 7.44% for ADME. On fees, JMOM is cheaper at 0.12% per year. On volatility, ADME has been the lower-risk option at 4.57%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JMOM has performed better with a 15.10% return vs 7.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JMOM is cheaper with a 0.12% expense ratio, compared with 0.79% for ADME.
JMOM has the higher dividend yield at 0.72%, compared with 0.38% for ADME.
JMOM is categorized as Momentum, while ADME is Hedge Fund. JMOM tracks JP Morgan US Momentum Factor Index, while ADME tracks Aptus Behavioral Momentum Index. They also come from different issuers: JPMorgan and Aptus Capital Advisors. Their fees differ too: 0.12% for JMOM and 0.79% for ADME.
JMOM currently has the higher Sharpe Ratio (2.19 vs 1.64), 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.
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