JMOM vs. IBID
JMOM (JPMorgan U.S. Momentum Factor ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, JMOM returned 39.01% vs 4.04% for IBID. At a 0.00 correlation, their price movements are largely independent. JMOM charges 0.12%/yr vs 0.10%/yr for IBID.
Performance
JMOM vs. IBID - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JMOM achieves a 24.86% return, which is significantly higher than IBID's 1.99% return.
JMOM
- 1D
- 0.69%
- 1M
- 5.57%
- YTD
- 24.86%
- 6M
- 23.18%
- 1Y
- 39.01%
- 3Y*
- 28.48%
- 5Y*
- 15.85%
- 10Y*
- —
IBID
- 1D
- 0.00%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.08%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMOM vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JMOM JPMorgan U.S. Momentum Factor ETF | 24.86% | 18.02% | 28.47% | 7.63% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 5.66% | 4.71% | 2.61% |
Correlation
The correlation between JMOM and IBID is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.00 |
The correlation between JMOM and IBID shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JMOM vs. IBID — Risk / Return Rank
JMOM
IBID
JMOM vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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 | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.75 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 8.22 | -3.24 |
| Martin ratioReturn relative to average drawdown | 22.49 | 30.99 | -8.50 |
Loading charts...
Drawdowns
JMOM vs. IBID - Drawdown Comparison
The maximum JMOM drawdown since its inception was -34.31%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for JMOM and IBID.
Loading charts...
Drawdown Indicators
| JMOM | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -1.28% | -33.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -0.49% | -7.38% |
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% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -0.22% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 0.13% | +1.61% |
Volatility
JMOM vs. IBID - Volatility Comparison
JPMorgan U.S. Momentum Factor ETF (JMOM) has a higher volatility of 6.69% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. This indicates that JMOM's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JMOM | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 0.35% | +6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 0.86% | +11.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 1.23% | +14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 2.24% | +16.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 2.24% | +17.94% |
JMOM vs. IBID - Expense Ratio Comparison
JMOM has a 0.12% expense ratio, which is higher than IBID's 0.10% 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
JMOM vs. IBID - Dividend Comparison
JMOM's dividend yield for the trailing twelve months is around 0.70%, less than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMOM JPMorgan U.S. Momentum Factor ETF | 0.70% | 0.86% | 0.75% | 1.21% | 1.39% | 0.64% | 0.85% | 1.11% | 1.38% | 0.29% |
Frequently Asked Questions
JMOM and IBID have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JMOM has higher volatility (6.69%) compared to IBID (0.35%). In terms of maximum drawdown, JMOM dropped -34.31% vs IBID's -1.28%.
On 1-year performance, JMOM leads with 39.01% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JMOM has performed better with a 39.01% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.12% for JMOM.
IBID has the higher dividend yield at 3.68%, compared with 0.70% for JMOM.
JMOM is categorized as Momentum, while IBID is Inflation-Protected Bonds. JMOM tracks JP Morgan US Momentum Factor Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.12% for JMOM and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.29 vs 2.53), 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.
Find the right allocation for JMOM and IBID
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer