JPLD vs. JMOM

Last updated Apr 1, 2026

Compare and contrast key facts about J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and JPMorgan U.S. Momentum Factor ETF (JMOM).

JPLD and JMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPLD is an actively managed fund by JPMorgan. It was launched on Feb 2, 1993. 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.

Performance

JPLD vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

JPLD vs. JMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	0.38%	6.01%	6.49%	3.23%
JMOM JPMorgan U.S. Momentum Factor ETF	-0.16%	18.02%	28.47%	5.85%

Returns By Period

In the year-to-date period, JPLD achieves a 0.38% return, which is significantly higher than JMOM's -0.16% return.

JPLD

• 1D: -0.08%
• 1M: -0.74%
• YTD: 0.38%
• 6M: 1.58%
• 1Y: 4.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JMOM

• 1D: 3.36%
• 1M: -4.24%
• YTD: -0.16%
• 6M: 0.45%
• 1Y: 21.59%
• 3Y*: 20.77%
• 5Y*: 12.38%
• 10Y*: —

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

JPLD vs. JMOM - Expense Ratio Comparison

JPLD has a 0.24% expense ratio, which is higher than JMOM's 0.12% 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%.

JPLD

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF

JMOM

JPMorgan U.S. Momentum Factor ETF

Return for Risk

JPLD vs. JMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPLD

JPLD Risk / Return Rank: 97
JPLD Sharpe Ratio Rank: 97
JPLD Sortino Ratio Rank: 98
JPLD Omega Ratio Rank: 97
JPLD Calmar Ratio Rank: 95
JPLD Martin Ratio Rank: 97

JMOM

JMOM Risk / Return Rank: 72
JMOM Sharpe Ratio Rank: 65
JMOM Sortino Ratio Rank: 67
JMOM Omega Ratio Rank: 68
JMOM Calmar Ratio Rank: 73
JMOM Martin Ratio Rank: 85

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.

JPLD vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) 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.

	JPLD	JMOM	Difference
Sharpe ratio Return per unit of total volatility	2.63	1.10	+1.53
Sortino ratio Return per unit of downside risk	4.05	1.65	+2.40
Omega ratio Gain probability vs. loss probability	1.55	1.24	+0.31
Calmar ratio Return relative to maximum drawdown	4.03	1.81	+2.22
Martin ratio Return relative to average drawdown	19.92	9.37	+10.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JPLD vs. JMOM - Sharpe Ratio Comparison

The current JPLD Sharpe Ratio is 2.63, which is higher than the JMOM Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of JPLD and JMOM, 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

	JPLD	JMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	1.10	+1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.28	0.69	+2.59

Correlation

The correlation between JPLD and JMOM is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JPLD vs. JMOM - Dividend Comparison

JPLD's dividend yield for the trailing twelve months is around 4.22%, more than JMOM's 0.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.22%	4.24%	4.47%	1.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JMOM JPMorgan U.S. Momentum Factor ETF	0.88%	0.86%	0.75%	1.21%	1.39%	0.64%	0.85%	1.11%	1.38%	0.29%

Drawdowns

JPLD vs. JMOM - Drawdown Comparison

The maximum JPLD drawdown since its inception was -1.17%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for JPLD and JMOM.

Drawdown Indicators

	JPLD	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-1.17%	-34.31%	+33.14%
Max Drawdown (1Y) Largest decline over 1 year	-1.17%	-12.28%	+11.11%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.26%	—
Current Drawdown Current decline from peak	-0.74%	-4.77%	+4.03%
Average Drawdown Average peak-to-trough decline	-0.14%	-6.44%	+6.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.24%	2.37%	-2.13%

Volatility

JPLD vs. JMOM - Volatility Comparison

The current volatility for J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) is 0.54%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 6.50%. This indicates that JPLD experiences smaller price fluctuations and is considered to be less risky than JMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JPLD	JMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.54%	6.50%	-5.96%
Volatility (6M) Calculated over the trailing 6-month period	0.99%	11.32%	-10.33%
Volatility (1Y) Calculated over the trailing 1-year period	1.79%	19.76%	-17.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.86%	18.62%	-16.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.86%	20.20%	-18.34%