JMOM vs. GTLLX

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan U.S. Momentum Factor ETF (JMOM) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX).

JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017. GTLLX is managed by Glenmede. It was launched on Feb 27, 2004.

Performance

JMOM vs. GTLLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Momentum Factor ETF (JMOM) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). The values are adjusted to include any dividend payments, if applicable.

JMOM vs. GTLLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMOM JPMorgan U.S. Momentum Factor ETF	1.15%	18.02%	28.47%	22.89%	-20.83%	25.03%	29.25%	28.24%	-5.25%	3.32%
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	-3.91%	17.44%	20.71%	27.10%	-21.69%	32.91%	18.80%	34.86%	-5.23%	4.64%

Returns By Period

In the year-to-date period, JMOM achieves a 1.15% return, which is significantly higher than GTLLX's -3.91% return.

JMOM

• 1D: 1.31%
• 1M: -3.52%
• YTD: 1.15%
• 6M: 1.77%
• 1Y: 22.38%
• 3Y*: 21.30%
• 5Y*: 12.68%
• 10Y*: —

GTLLX

• 1D: 3.87%
• 1M: -4.30%
• YTD: -3.91%
• 6M: -1.68%
• 1Y: 20.37%
• 3Y*: 16.61%
• 5Y*: 10.38%
• 10Y*: 13.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JMOM vs. GTLLX - Expense Ratio Comparison

JMOM has a 0.12% expense ratio, which is lower than GTLLX's 0.85% expense ratio.

GTLLX

Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio

JMOM

JPMorgan U.S. Momentum Factor ETF

Return for Risk

JMOM vs. GTLLX — Risk / Return Rank

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

JMOM

JMOM Risk / Return Rank: 69
JMOM Sharpe Ratio Rank: 62
JMOM Sortino Ratio Rank: 65
JMOM Omega Ratio Rank: 65
JMOM Calmar Ratio Rank: 71
JMOM Martin Ratio Rank: 83

GTLLX

GTLLX Risk / Return Rank: 48
GTLLX Sharpe Ratio Rank: 44
GTLLX Sortino Ratio Rank: 50
GTLLX Omega Ratio Rank: 45
GTLLX Calmar Ratio Rank: 49
GTLLX Martin Ratio Rank: 50

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.

JMOM vs. GTLLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX). 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.

	JMOM	GTLLX	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.95	+0.19
Sortino ratio Return per unit of downside risk	1.70	1.48	+0.22
Omega ratio Gain probability vs. loss probability	1.25	1.20	+0.05
Calmar ratio Return relative to maximum drawdown	1.89	1.29	+0.60
Martin ratio Return relative to average drawdown	9.75	5.23	+4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JMOM vs. GTLLX - Sharpe Ratio Comparison

The current JMOM Sharpe Ratio is 1.14, which is comparable to the GTLLX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of JMOM and GTLLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JMOM	GTLLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.95	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.36	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.50	+0.20

Correlation

The correlation between JMOM and GTLLX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

JMOM vs. GTLLX - Dividend Comparison

JMOM's dividend yield for the trailing twelve months is around 0.87%, less than GTLLX's 15.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JMOM JPMorgan U.S. Momentum Factor ETF	0.87%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%	0.00%	0.00%
GTLLX Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio	15.95%	15.33%	40.42%	4.91%	7.93%	20.20%	15.12%	14.10%	16.97%	2.29%	0.58%	0.61%

Drawdowns

JMOM vs. GTLLX - Drawdown Comparison

The maximum JMOM drawdown since its inception was -34.31%, smaller than the maximum GTLLX drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for JMOM and GTLLX.

Drawdown Indicators

	JMOM	GTLLX	Difference
Max Drawdown Largest peak-to-trough decline	-34.31%	-54.32%	+20.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-12.16%	-0.12%
Max Drawdown (5Y) Largest decline over 5 years	-28.26%	-41.54%	+13.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.54%	—
Current Drawdown Current decline from peak	-3.52%	-20.87%	+17.35%
Average Drawdown Average peak-to-trough decline	-6.43%	-8.56%	+2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	3.20%	-0.82%

Volatility

JMOM vs. GTLLX - Volatility Comparison

JPMorgan U.S. Momentum Factor ETF (JMOM) and Glenmede Quantitative U.S. Large Cap Growth Equity Portfolio (GTLLX) have volatilities of 6.53% and 6.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JMOM	GTLLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	6.78%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	11.39%	13.31%	-1.92%
Volatility (1Y) Calculated over the trailing 1-year period	19.79%	22.44%	-2.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.62%	28.90%	-10.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	24.92%	-4.72%