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VONV vs. JMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VONV vs. JMOM

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Russell 1000 Value ETF (VONV) and JPMorgan U.S. Momentum Factor ETF (JMOM).

VONV and JMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VONV is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 20, 2010. 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. Both VONV and JMOM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VONV vs. JMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value ETF (VONV) and JPMorgan U.S. Momentum Factor ETF (JMOM). The values are adjusted to include any dividend payments, if applicable.

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VONV vs. JMOM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VONV
Vanguard Russell 1000 Value ETF		2.63%15.81%14.28%11.40%-7.65%25.28%2.71%26.48%-8.45%4.54%
JMOM
JPMorgan U.S. Momentum Factor ETF		1.15%18.02%28.47%22.89%-20.83%25.03%29.25%28.24%-5.25%3.32%

Returns By Period

In the year-to-date period, VONV achieves a 2.63% return, which is significantly higher than JMOM's 1.15% return.

VONV

1D
0.61%
1M
-4.14%
YTD
2.63%
6M
6.42%
1Y
16.49%
3Y*
14.48%
5Y*
9.28%
10Y*
10.52%

JMOM

1D
1.31%
1M
-3.52%
YTD
1.15%
6M
1.77%
1Y
22.38%
3Y*
21.30%
5Y*
12.68%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Russell 1000 Value ETF

JPMorgan U.S. Momentum Factor ETF

Often compared with VONV:
VONV vs. VONGVONV vs. IWDVONV vs. VOOVONV vs. VONEVONV vs. RPVVONV vs. VOEVONV vs. VTI
Often compared with JMOM:
JMOM vs. SPMOJMOM vs. MTUMJMOM vs. VOOJMOM vs. QQQJMOM vs. QMOMJMOM vs. SCHGJMOM vs. BIBL

VONV vs. JMOM - Expense Ratio Comparison

VONV has a 0.08% expense ratio, which is lower than JMOM's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

JMOM
JPMorgan U.S. Momentum Factor ETF
VONV
Vanguard Russell 1000 Value ETF

Return for Risk

VONV vs. JMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VONV
VONV Risk / Return Rank: 5757
Overall Rank
VONV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VONV Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONV Omega Ratio Rank: 6060
Omega Ratio Rank
VONV Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONV Martin Ratio Rank: 6363
Martin Ratio Rank
JMOM
JMOM Risk / Return Rank: 6969
Overall Rank
JMOM Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JMOM Sortino Ratio Rank: 6565
Sortino Ratio Rank
JMOM Omega Ratio Rank: 6565
Omega Ratio Rank
JMOM Calmar Ratio Rank: 7171
Calmar Ratio Rank
JMOM Martin Ratio Rank: 8383
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.

VONV vs. JMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) 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.

VONVJMOMDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.14

-0.08

Sortino ratio

Return per unit of downside risk

1.51

1.70

-0.18

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.38

1.89

-0.51

Martin ratio

Return relative to average drawdown

6.46

9.75

-3.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VONV vs. JMOM - Sharpe Ratio Comparison

The current VONV Sharpe Ratio is 1.06, which is comparable to the JMOM Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VONV 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.

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Sharpe Ratios by Period

VONVJMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.14

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.68

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.70

-0.03

Correlation

The correlation between VONV and JMOM is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

VONV vs. JMOM - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.81%, more than JMOM's 0.87% yield.

TTM20252024202320222021202020192018201720162015
VONV
Vanguard Russell 1000 Value ETF		1.81%1.82%1.97%2.10%2.22%1.67%2.25%2.30%2.56%2.18%2.39%2.38%
JMOM
JPMorgan U.S. Momentum Factor ETF		0.87%0.86%0.75%1.21%1.39%0.64%0.85%1.11%1.38%0.29%0.00%0.00%

Drawdowns

VONV vs. JMOM - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, which is greater than JMOM's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for VONV and JMOM.

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Drawdown Indicators

VONVJMOMDifference

Max Drawdown

Largest peak-to-trough decline

-38.21%

-34.31%

-3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-12.28%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.87%

-28.26%

+9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

—

—

Current Drawdown

Current decline from peak

-4.30%

-3.52%

-0.78%

Average Drawdown

Average peak-to-trough decline

-3.94%

-6.43%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.38%

+0.17%

Volatility

VONV vs. JMOM - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value ETF (VONV) is 4.27%, while JPMorgan U.S. Momentum Factor ETF (JMOM) has a volatility of 6.53%. This indicates that VONV 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.

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Volatility by Period

VONVJMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

6.53%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

11.39%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.68%

19.79%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

18.62%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

20.20%

-2.97%