Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) | 22.57% | 36.34% | 28.46% | 16.24% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/09/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) | 11/09/2017 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.67 | 36.34 | 28.46 | 16.24 | NA | NA | NA | … | … | 22.57 | 18.02 | 28.48 | 22.89 | -20.82 | 25.03 | 29.20 | 28.25 | -5.24 | 3.32 |
| Sharpe Ratio | NA | 2.41 | 1.53 | 0.72 | NA | NA | NA | … | … | 3.32 | 0.76 | 1.71 | 1.48 | -0.84 | 1.48 | 0.87 | 2.09 | -0.38 | 6.28 |
| Standard Deviation(%) | NA | 14.30 | 16.44 | 18.64 | NA | NA | NA | … | … | 17.35 | 19.95 | 14.53 | 13.10 | 26.61 | 16.92 | 33.28 | 12.83 | 17.41 | 4.21 |
| Draw Down(%) | NA | 7.87 | 19.51 | 28.26 | NA | NA | NA | … | … | 7.87 | 19.51 | 8.49 | 9.47 | 27.07 | 10.94 | 34.30 | 5.81 | 21.60 | 0.40 |
| Yield(%) | 0.00 | 0.97 | 1.31 | 1.20 | 1.45 | 0.97 | 0.72 | … | … | 0.18 | 1.00 | 0.97 | 1.48 | 1.09 | 0.80 | 1.08 | 1.42 | 1.29 | 0.31 |
Data as of 06/04/2026, Common starting date is 11/09/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) |
6.35%
Nov 2020 – Nov 2023 |
8.68%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMOM (JPMorgan U.S. Momentum Factor ETF) |
28.87%
May 2023 – May 2026 |
18.96%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart