JPMorgan U.S. Momentum Factor ETF (JMOM) Performance
JMOM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +17.2% since Dec 31, 2025
- 1 year
- +17.5% total return
- 5 years
- +12.2% a year
- Since first price
- +15.0% a year since 2017
JMOM trailing returns vs SPY, QQQ, AGG
| Period | JMOM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −5.1% | −5.1% | −1.0% | −5.0% | +0.9% |
| 3 months | −2.6% | −2.8% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.1% | +5.7% | +7.8% | +8.4% | −1.5% |
| YTD | +17.2% | +16.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +17.5% | +16.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +103.2%+26.7%/yr | +97.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +78.0%+12.2%/yr | +69.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionNov 9, 2017 | +250.6%+15.0%/yr | +219.0% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JMOM vs SPY
From Nov 9, 2017: JMOM grew to $35,062, SPY to $33,786.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JMOM returns by calendar year
6 of 8 full years positive. Best 2020 (+29.2%), worst 2022 (−20.8%). 2026 is year to date.
JMOM annual returns table
| Year | JMOM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +17.2% | −8.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +18.0% | −19.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +28.5% | −8.5% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.9% | −9.5% | +26.2% | +54.9% | +5.7% |
| 2022 | −20.8% | −26.7% | −18.2% | −32.6% | −13.0% |
| 2021 | +25.0% | −10.9% | +28.7% | +27.4% | −1.8% |
| 2020 | +29.2% | −34.3% | +18.3% | +48.6% | +7.5% |
| 2019 | +28.2% | −5.8% | +31.2% | +39.0% | +8.5% |
| 2018 | −5.2% | −21.6% | −4.6% | −0.1% | +0.1% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JMOM largest drawdowns
Now 7.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −34.3% | Mar 23, 2020 | Jul 20, 2020 | 33 days | 5 months |
| Nov 16, 2021 | −28.3% | Jun 16, 2022 | Jan 30, 2024 | 7 months | 2.2 years |
| Oct 3, 2018 | −21.6% | Dec 24, 2018 | Jun 10, 2019 | 3 months | 8 months |
| Feb 18, 2025 | −19.5% | Apr 8, 2025 | Jun 24, 2025 | 49 days | 4 months |
| Feb 12, 2021 | −10.9% | Mar 8, 2021 | Apr 15, 2021 | 24 days | 2 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
JMOM risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | +27.8% | +14.9% | +15.7% |
| Volatility (annualized) | 14.8% | 17.5% | 17.4% |
| Sharpe ratio | 1.45 | 0.68 | 0.78 |
| Sortino ratio | 2.88 | 1.09 | 1.25 |
| Best month | +12.2% | +12.2% | +13.5% |
| Worst month | −5.8% | −9.8% | −12.6% |
| Best 12 months | +44.0% | +44.0% | +59.3% |
| Worst 12 months | +7.9% | −20.8% | −20.8% |
| Positive months | 72% | 63% | 66% |
| Beta vs S&P 500 | 1.09 | 1.06 | — |
| Correlation with S&P 500 | 0.91 | 0.95 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JMOM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 96 | −20.8% | +18.3% | +59.3% | 84% |
| 3-year (a year) | 72 | +6.3% | +14.4% | +28.9% | 100% |
| 5-year (a year) | 48 | +8.7% | +14.1% | +19.0% | 100% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
JMOM performance overview
JPMorgan U.S. Momentum Factor ETF (JMOM) returned +17.5% over the past year and +12.2% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +15.0% a year, turning $10,000 into about $35,062. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −34.3%, from Feb 19, 2020 to Mar 23, 2020, and it took 4 months to get back to the old high. JMOM finished 6 of its 8 full calendar years with a gain; the best year was 2020 (+29.2%) and the worst 2022 (−20.8%). Volatility has been 17.4% a year.
Related: JMOM chart, JMOM holdings, JMOM dividends, JMOM valuation. See the JMOM overview for the latest quote and fund facts.
JMOM performance FAQ
What is the JMOM return over the past year?
JMOM returned +17.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 16.6%.
What is the average annual return of JMOM?
JMOM has returned +12.2% a year over 5 years, +15.0% a year since November 9, 2017 (total return, distributions reinvested).
How much would $10,000 invested in JMOM be worth?
$10,000 invested in JMOM at its first recorded close on November 9, 2017 would be worth about $35,062 on October 23, 2026 with distributions reinvested.
What was the worst year for JMOM?
The worst calendar year was 2022, with a total return of −20.8%. The best was 2020 at +29.2%.
What is the biggest drawdown of JMOM?
The largest peak-to-trough decline was −34.3% between February 19, 2020 and March 23, 2020. It recovered to the old high on July 20, 2020, 4 months after the bottom.
How volatile is JMOM?
Over the past 3 years JMOM had an annualized volatility of 14.8% and a Sharpe ratio of 1.45 (excess return over 1–3 month T-bills per unit of risk).