JMOM vs. ROCQ

Last updated Aug 4, 2026

JMOM (JPMorgan U.S. Momentum Factor ETF) and ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) are both exchange-traded funds - JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index, while ROCQ is a Nasdaq-100 fund actively managed by JPMorgan. JMOM is passively managed, while ROCQ is actively managed. Their correlation of 0.92 means they have usually moved in the same direction. JMOM charges 0.12%/yr vs 0.35%/yr for ROCQ.

Performance

JMOM vs. ROCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Momentum Factor ETF (JMOM) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JMOM

• 1D: 1.25%
• 1M: -1.61%
• 6M: 16.11%
• YTD: 20.54%
• 1Y: 29.18%
• 3Y*: 25.54%
• 5Y*: 13.81%
• 10Y*: —
• ALL TIME*: 15.83%

ROCQ

• 1D: 1.32%
• 1M: -0.30%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JMOM JPMorgan U.S. Momentum Factor ETF	$17.82M	$11.76M	$9.25M
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	$13.13M	$10.74M	$11.66M

JMOM vs. ROCQ - Yearly Performance Comparison

	2026 (YTD)
JMOM JPMorgan U.S. Momentum Factor ETF	18.91%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	15.09%

Correlation

The correlation between JMOM and ROCQ is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.92

Return for Risk

JMOM vs. ROCQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JMOM

JMOM Risk / Return Rank: 80
JMOM Sharpe Ratio Rank: 76
JMOM Sortino Ratio Rank: 75
JMOM Omega Ratio Rank: 72
JMOM Calmar Ratio Rank: 88
JMOM Martin Ratio Rank: 88

ROCQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JMOM vs. ROCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). 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	ROCQ	Difference
Sharpe ratio: Return per unit of total volatility	1.78	—	—
Sortino ratio: Return per unit of downside risk	2.46	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	3.66	—	—
Martin ratio: Return relative to average drawdown	13.51	—	—

Drawdowns

JMOM vs. ROCQ - Drawdown Comparison

The maximum JMOM drawdown since its inception was -34.31%, which is greater than ROCQ's maximum drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for JMOM and ROCQ.

Drawdown Indicators

	JMOM	ROCQ	Difference
Max Drawdown Largest peak-to-trough decline	-34.31%	-8.05%	-26.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.02%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.26%	—	—
Current Drawdown Current decline from peak	-4.22%	-3.02%	-1.20%
Average Drawdown Average peak-to-trough decline	-6.25%	-1.58%	-4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	—	—

Volatility

Volatility by Period

	JMOM	ROCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.02%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.54%	19.99%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.00%	19.99%	-0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.17%	19.99%	+0.18%

JMOM vs. ROCQ - Expense Ratio Comparison

JMOM has a 0.12% expense ratio, which is lower than ROCQ's 0.35% expense ratio.

Dividends

JMOM vs. ROCQ - Dividend Comparison

JMOM's dividend yield for the trailing twelve months is around 0.75%, less than ROCQ's 4.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JMOM JPMorgan U.S. Momentum Factor ETF	0.75%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	4.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JMOM and ROCQ in my portfolio?

With a correlation of 0.92, JMOM and ROCQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, JMOM or ROCQ?

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.

Which ETF is cheaper, JMOM or ROCQ?

JMOM is cheaper with a 0.12% expense ratio, compared with 0.35% for ROCQ.

Which ETF pays a higher dividend yield, JMOM or ROCQ?

ROCQ has the higher dividend yield at 4.37%, compared with 0.75% for JMOM.

What is the main difference between JMOM and ROCQ?

JMOM is categorized as Momentum, while ROCQ is Nasdaq-100. Their fees differ too: 0.12% for JMOM and 0.35% for ROCQ.