JMOM vs. MTUM

In the year-to-date period, JMOM achieves a 3.44% return, which is significantly lower than MTUM's 8.17% return.

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JMOM has a 0.12% expense ratio, which is lower than MTUM's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and iShares Edge MSCI USA Momentum Factor ETF (MTUM). 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.

The current JMOM Sharpe Ratio is 0.80, which is comparable to the MTUM Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JMOM and MTUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JMOM has not paid dividends to shareholders, while MTUM's dividend yield for the trailing twelve months is around 0.86%.

The maximum JMOM drawdown since its inception was -34.31%, roughly equal to the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for JMOM and MTUM. For additional features, visit the drawdowns tool.

JPMorgan U.S. Momentum Factor ETF (JMOM) and iShares Edge MSCI USA Momentum Factor ETF (MTUM) have volatilities of 6.38% and 6.69%, 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.