JMOM vs. VONV
Compare and contrast key facts about JPMorgan U.S. Momentum Factor ETF (JMOM) and Vanguard Russell 1000 Value ETF (VONV).
JMOM and VONV 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. VONV is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 20, 2010. Both JMOM and VONV 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. VONV - Performance Comparison
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JMOM vs. VONV - 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% |
VONV Vanguard Russell 1000 Value ETF | 2.63% | 15.81% | 14.28% | 11.40% | -7.65% | 25.28% | 2.71% | 26.48% | -8.45% | 4.54% |
Returns By Period
In the year-to-date period, JMOM achieves a 1.15% return, which is significantly lower than VONV's 2.63% return.
JMOM
- 1D
- 1.31%
- 1M
- -3.52%
- YTD
- 1.15%
- 6M
- 1.77%
- 1Y
- 22.38%
- 3Y*
- 21.30%
- 5Y*
- 12.68%
- 10Y*
- —
VONV
- 1D
- 0.61%
- 1M
- -4.14%
- YTD
- 2.63%
- 6M
- 6.42%
- 1Y
- 16.49%
- 3Y*
- 14.48%
- 5Y*
- 9.28%
- 10Y*
- 10.52%
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JMOM vs. VONV - Expense Ratio Comparison
JMOM has a 0.12% expense ratio, which is higher than VONV's 0.08% 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%.
Return for Risk
JMOM vs. VONV — Risk / Return Rank
JMOM
VONV
JMOM vs. VONV - 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 Value ETF (VONV). 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 | VONV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.06 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.51 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.38 | +0.51 |
Martin ratioReturn relative to average drawdown | 9.75 | 6.46 | +3.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMOM | VONV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.06 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.63 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.67 | +0.03 |
Correlation
The correlation between JMOM and VONV is 0.74, 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. VONV - Dividend Comparison
JMOM's dividend yield for the trailing twelve months is around 0.87%, less than VONV's 1.81% 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% |
VONV Vanguard Russell 1000 Value ETF | 1.81% | 1.82% | 1.97% | 2.10% | 2.22% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% |
Drawdowns
JMOM vs. VONV - Drawdown Comparison
The maximum JMOM drawdown since its inception was -34.31%, smaller than the maximum VONV drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for JMOM and VONV.
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Drawdown Indicators
| JMOM | VONV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.31% | -38.21% | +3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -11.94% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.26% | -18.87% | -9.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.21% | — |
Current DrawdownCurrent decline from peak | -3.52% | -4.30% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -3.94% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.55% | -0.17% |
Volatility
JMOM vs. VONV - Volatility Comparison
JPMorgan U.S. Momentum Factor ETF (JMOM) has a higher volatility of 6.53% compared to Vanguard Russell 1000 Value ETF (VONV) at 4.27%. This indicates that JMOM's price experiences larger fluctuations and is considered to be riskier than VONV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JMOM | VONV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 4.27% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 8.30% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.79% | 15.68% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 14.77% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 17.23% | +2.97% |