ROCQ vs. JMOM
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 0.92 means they have usually moved in the same direction. ROCQ charges 0.35%/yr vs 0.12%/yr for JMOM.
Performance
ROCQ vs. JMOM - Performance Comparison
Loading charts...
Returns By Period
ROCQ
- 1D
- 0.57%
- 1M
- -1.59%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
JMOM
- 1D
- 0.32%
- 1M
- -2.82%
- 6M
- 15.79%
- YTD
- 19.05%
- 1Y
- 27.58%
- 3Y*
- 24.00%
- 5Y*
- 13.81%
- 10Y*
- —
- ALL TIME*
- 15.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.83M | $12.92M | $9.17M | |
| $13.25M | $10.81M | $11.79M |
ROCQ vs. JMOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 13.59% |
JMOM JPMorgan U.S. Momentum Factor ETF | 17.45% |
Correlation
The correlation between ROCQ and JMOM is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.92 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ROCQ vs. JMOM — Risk / Return Rank
ROCQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JMOM
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.
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.
| ROCQ | JMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.25 | — |
| Martin ratioReturn relative to average drawdown | — | 12.11 | — |
Loading charts...
Drawdowns
ROCQ vs. JMOM - Drawdown Comparison
The maximum ROCQ drawdown since its inception was -8.05%, 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.
Loading charts...
Drawdown Indicators
| ROCQ | JMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.05% | -34.31% | +26.26% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.02% | — |
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 | -4.27% | -5.41% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -6.25% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.15% | — |
Volatility
ROCQ vs. JMOM - Volatility Comparison
Loading charts...
Volatility by Period
| ROCQ | JMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.37% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.03% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 16.53% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 18.99% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 20.18% | -0.17% |
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 3.08%, more than JMOM's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JMOM JPMorgan U.S. Momentum Factor ETF | 0.75% | 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 | 3.08% | 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 0.92, ROCQ 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 0.35% for ROCQ.
ROCQ has the higher dividend yield at 3.08%, compared with 0.75% for JMOM.
ROCQ is categorized as Nasdaq-100, while JMOM is Momentum. Their fees differ too: 0.35% for ROCQ and 0.12% for JMOM.
Find the right allocation for ROCQ 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.
Open Portfolio Optimizer