JMOM vs. VONG

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan U.S. Momentum Factor ETF (JMOM) and Vanguard Russell 1000 Growth ETF (VONG).

JMOM and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both JMOM and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

JMOM vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Momentum Factor ETF (JMOM) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

JMOM vs. VONG - 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%
VONG Vanguard Russell 1000 Growth ETF	-8.97%	18.45%	33.20%	42.67%	-29.18%	27.60%	38.30%	36.06%	-1.53%	3.27%

Returns By Period

In the year-to-date period, JMOM achieves a 1.15% return, which is significantly higher than VONG's -8.97% return.

JMOM

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

VONG

• 1D: 0.91%
• 1M: -4.62%
• YTD: -8.97%
• 6M: -8.47%
• 1Y: 18.72%
• 3Y*: 21.47%
• 5Y*: 12.55%
• 10Y*: 16.75%

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

JMOM vs. VONG - Expense Ratio Comparison

JMOM has a 0.12% expense ratio, which is higher than VONG's 0.06% 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%.

JMOM

JPMorgan U.S. Momentum Factor ETF

VONG

Vanguard Russell 1000 Growth ETF

Return for Risk

JMOM vs. VONG — 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

VONG

VONG Risk / Return Rank: 45
VONG Sharpe Ratio Rank: 44
VONG Sortino Ratio Rank: 48
VONG Omega Ratio Rank: 47
VONG Calmar Ratio Rank: 45
VONG Martin Ratio Rank: 43

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. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and Vanguard Russell 1000 Growth ETF (VONG). 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	VONG	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.84	+0.30
Sortino ratio Return per unit of downside risk	1.70	1.36	+0.34
Omega ratio Gain probability vs. loss probability	1.25	1.19	+0.06
Calmar ratio Return relative to maximum drawdown	1.89	1.22	+0.66
Martin ratio Return relative to average drawdown	9.75	4.16	+5.59
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. VONG - Sharpe Ratio Comparison

The current JMOM Sharpe Ratio is 1.14, which is higher than the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of JMOM and VONG, 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	VONG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	0.84	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.59	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.84	-0.14

Correlation

The correlation between JMOM and VONG is 0.87, 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. VONG - Dividend Comparison

JMOM's dividend yield for the trailing twelve months is around 0.87%, more than VONG's 0.50% 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%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

Drawdowns

JMOM vs. VONG - Drawdown Comparison

The maximum JMOM drawdown since its inception was -34.31%, roughly equal to the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for JMOM and VONG.

Drawdown Indicators

	JMOM	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-34.31%	-32.72%	-1.59%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-16.23%	+3.95%
Max Drawdown (5Y) Largest decline over 5 years	-28.26%	-32.72%	+4.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.72%	—
Current Drawdown Current decline from peak	-3.52%	-12.29%	+8.77%
Average Drawdown Average peak-to-trough decline	-6.43%	-4.90%	-1.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	4.78%	-2.40%

Volatility

JMOM vs. VONG - Volatility Comparison

JPMorgan U.S. Momentum Factor ETF (JMOM) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 6.53% and 6.81%, 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	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.53%	6.81%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	11.39%	12.37%	-0.98%
Volatility (1Y) Calculated over the trailing 1-year period	19.79%	22.42%	-2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.62%	21.35%	-2.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	20.82%	-0.62%