ROCQ vs. JMOM

Last updated Jun 4, 2026

ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and JMOM (JPMorgan U.S. Momentum Factor ETF) are both exchange-traded funds - ROCQ is a Nasdaq-100 fund actively managed by JPMorgan, while JMOM is a Momentum fund tracking the JP Morgan US Momentum Factor Index. ROCQ is actively managed, while JMOM is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. ROCQ charges 0.35%/yr vs 0.12%/yr for JMOM.

Performance

ROCQ vs. JMOM - Performance Comparison

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

Returns By Period

ROCQ

• 1D: -0.12%
• 1M: 6.49%
• YTD: —
• 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)

ROCQ vs. JMOM - Yearly Performance Comparison

	2026 (YTD)
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	17.62%
JMOM JPMorgan U.S. Momentum Factor ETF	21.06%

Correlation

The correlation between ROCQ and JMOM is 0.86, 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 Mar 20, 2026	0.86

Return for Risk

ROCQ vs. JMOM — Risk / Return Rank

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

JMOM

JMOM Risk / Return Rank: 81
JMOM Sharpe Ratio Rank: 78
JMOM Sortino Ratio Rank: 77
JMOM Omega Ratio Rank: 74
JMOM Calmar Ratio Rank: 85
JMOM Martin Ratio Rank: 91

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.

ROCQ vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) 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.

Sharpe Ratios by Period

	ROCQ	JMOM	Difference
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	7.49	0.82	+6.67

Drawdowns

ROCQ vs. JMOM - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -5.15%, smaller than the maximum JMOM drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for ROCQ and JMOM.

Drawdown Indicators

	ROCQ	JMOM	Difference
Max Drawdown Largest peak-to-trough decline	-5.15%	-34.31%	+29.16%
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	-0.33%	-0.17%	-0.16%
Average Drawdown Average peak-to-trough decline	-0.66%	-6.32%	+5.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.66%	—

Volatility

Volatility by Period

	ROCQ	JMOM	Difference
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	16.13%	14.32%	+1.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.13%	18.65%	-2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.13%	20.13%	-4.00%

ROCQ vs. JMOM - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is higher than JMOM's 0.12% expense ratio.

Dividends

ROCQ vs. JMOM - Dividend Comparison

ROCQ's dividend yield for the trailing twelve months is around 2.02%, more than JMOM's 0.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	2.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROCQ and JMOM in my portfolio?

ROCQ and JMOM have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROCQ or JMOM?

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.

Which ETF is cheaper, ROCQ or JMOM?

JMOM is cheaper with a 0.12% expense ratio, compared with 0.35% for ROCQ.

Which ETF pays a higher dividend yield, ROCQ or JMOM?

ROCQ has the higher dividend yield at 2.02%, compared with 0.71% for JMOM.

What is the main difference between ROCQ and JMOM?

ROCQ is categorized as Nasdaq-100, while JMOM is Momentum. Their fees differ too: 0.35% for ROCQ and 0.12% for JMOM.