JPFP vs. JMOM
JPFP (JPMorgan Managed Futures Plus ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - JPFP is a Systematic Trend fund actively managed by JPMorgan, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. JPFP is actively managed, while JMOM is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. JPFP charges 0.59%/yr vs 0.12%/yr for JMOM.
Performance
JPFP vs. JMOM - Performance Comparison
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Returns By Period
JPFP
- 1D
- -1.85%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JMOM
- 1D
- -2.53%
- 1M
- 2.90%
- YTD
- 21.70%
- 6M
- 19.91%
- 1Y
- 34.10%
- 3Y*
- 27.39%
- 5Y*
- 15.10%
- 10Y*
- —
JPFP vs. JMOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
JPFP JPMorgan Managed Futures Plus ETF | -2.76% |
JMOM JPMorgan U.S. Momentum Factor ETF | 1.59% |
Correlation
The correlation between JPFP and JMOM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.89 |
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Return for Risk
JPFP vs. JMOM — Risk / Return Rank
JPFP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JMOM
JPFP vs. JMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Managed Futures Plus ETF (JPFP) and JPMorgan U.S. Momentum Factor ETF (JMOM). 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.
| JPFP | JMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.35 | — |
| Martin ratioReturn relative to average drawdown | — | 19.57 | — |
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Drawdowns
JPFP vs. JMOM - Drawdown Comparison
The maximum JPFP drawdown since its inception was -5.82%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for JPFP and JMOM.
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Drawdown Indicators
| JPFP | JMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -34.31% | +28.49% |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.87% | — |
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 | -4.53% | -2.53% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -6.29% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.75% | — |
Volatility
JPFP vs. JMOM - Volatility Comparison
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Volatility by Period
| JPFP | JMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.29% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.47% | 15.69% | +6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.47% | 18.87% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 20.19% | +2.28% |
JPFP vs. JMOM - Expense Ratio Comparison
JPFP has a 0.59% expense ratio, which is higher than JMOM's 0.12% expense ratio.
Dividends
JPFP vs. JMOM - Dividend Comparison
JPFP has not paid dividends to shareholders, while JMOM's dividend yield for the trailing twelve months is around 0.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JMOM JPMorgan U.S. Momentum Factor ETF | 0.55% | 0.86% | 0.75% | 1.21% | 1.39% | 0.64% | 0.85% | 1.11% | 1.38% | 0.29% |
JPFP JPMorgan Managed Futures Plus ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPFP and JMOM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
JMOM is cheaper with a 0.12% expense ratio, compared with 0.59% for JPFP.
JMOM has the higher dividend yield at 0.72%, compared with 0.00% for JPFP.
JPFP is categorized as Systematic Trend, while JMOM is Momentum. Their fees differ too: 0.59% for JPFP and 0.12% for JMOM.
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