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MFMO vs. JMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. JMOM - Performance Comparison

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

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Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly higher than JMOM's 22.79% return.


MFMO

1D
0.71%
1M
11.78%
YTD
25.49%
6M
1Y
3Y*
5Y*
10Y*

JMOM

1D
-0.17%
1M
9.35%
YTD
22.79%
6M
22.27%
1Y
36.77%
3Y*
28.37%
5Y*
16.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. JMOM - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
25.49%-1.90%
JMOM
JPMorgan U.S. Momentum Factor ETF
22.79%-0.81%

Correlation

The correlation between MFMO and JMOM is 0.93, 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 Dec 10, 2025

0.93

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Return for Risk

MFMO vs. JMOM — Risk / Return Rank

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

MFMO

JMOM
JMOM Risk / Return Rank: 8181
Overall Rank
JMOM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JMOM Sortino Ratio Rank: 7777
Sortino Ratio Rank
JMOM Omega Ratio Rank: 7474
Omega Ratio Rank
JMOM Calmar Ratio Rank: 8585
Calmar Ratio Rank
JMOM Martin Ratio Rank: 9191
Martin Ratio Rank
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.

MFMO vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) 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.


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

MFMO vs. JMOM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFMOJMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

0.82

+1.42

Drawdowns

MFMO vs. JMOM - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for MFMO and JMOM.


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Drawdown Indicators


MFMOJMOMDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-34.31%

+22.26%

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 Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-2.42%

-6.32%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

MFMO vs. JMOM - Volatility Comparison


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Volatility by Period


MFMOJMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

14.32%

+10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

18.65%

+5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

20.13%

+4.37%

MFMO vs. JMOM - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than JMOM's 0.12% expense ratio.


Dividends

MFMO vs. JMOM - Dividend Comparison

MFMO has not paid dividends to shareholders, while JMOM's dividend yield for the trailing twelve months is around 0.71%.


PositionTTM202520242023202220212020201920182017
JMOM
JPMorgan U.S. Momentum Factor ETF
0.71%0.86%0.75%1.21%1.39%0.64%0.85%1.11%1.38%0.29%
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, MFMO and JMOM 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.

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 0.50% for MFMO.

JMOM has the higher dividend yield at 0.71%, compared with 0.00% for MFMO.

They also come from different issuers: Motley Fool and JPMorgan. Their fees differ too: 0.50% for MFMO and 0.12% for JMOM.

Portfolio Optimizer

Find the right allocation for MFMO and JMOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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