JPMorgan U.S. Momentum Factor ETF (JMOM)
Description
The investment seeks to track the performance of the J.P. Morgan US Momentum Factor Index. The JMOM ETF contains 296 constituents. It is focused on growth holdings in the North America region.
Price $35.77 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 0.89% |
| Expense ratio | 0.12% |
| Average spread | 0.14% |
| 1Y roundtrip cost | 0.26% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -9.8% | -1.7% | 3.0% | -9.7% | 0.0% | -8.4% | 10.1% | -3.4% | -9.0% | 1.7% | -27.0% | ||
| 2021 | -0.3% | 1.2% | 0.4% | 5.8% | -0.4% | 5.3% | 2.3% | 3.6% | -4.8% | 8.7% | -0.7% | 2.2% | 23.2% |
| 2020 | 2.3% | -8.1% | -12.6% | 13.5% | 7.7% | 1.9% | 7.2% | 6.7% | -1.7% | -2.9% | 11.1% | 4.0% | 29.2% |
| 2019 | 8.5% | 4.2% | 1.6% | 3.3% | -4.2% | 6.3% | 1.7% | -0.1% | -1.2% | 0.5% | 3.4% | 1.8% | 25.7% |
| 2018 | 6.1% | -1.9% | -4.0% | 2.5% | 2.9% | 0.0% | 1.8% | 4.6% | 0.5% | -8.7% | 0.4% | -8.2% | -4.2% |
| 2017 | 1.8% | 1.8% | |||||||||||
| 6.9% | -6.4% | -11.5% | 15.4% | 6.0% | 5.2% | 23.0% | 11.4% | -16.3% | -0.7% | 14.2% | 1.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.08 | 0.13 | 0.21 | ||||||||||
| 2021 | 0.06 | 0.06 | 0.08 | 0.11 | 0.31 | ||||||||
| 2020 | 0.08 | 0.07 | 0.08 | 0.11 | 0.33 | ||||||||
| 2019 | 0.07 | 0.10 | 0.05 | 0.12 | 0.34 | ||||||||
| 2018 | 0.07 | 0.10 | 0.08 | 0.08 | 0.33 | ||||||||
| 2017 | 0.08 | 0.08 | |||||||||||
| 0.00 | 0.00 | 0.35 | 0.00 | 0.00 | 0.46 | 0.00 | 0.00 | 0.28 | 0.00 | 0.00 | 0.51 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Tesla Inc | 3.20% |
| NVIDIA Corporation | 2.20% |
| Microsoft Corporation | 2.13% |
| Alphabet Inc. Class A | 1.77% |
| Home Depot, Inc. | 1.74% |
| Apple Inc. | 1.72% |
| Adobe Inc. | 1.38% |
| Procter & Gamble Company | 1.22% |
| PayPal Holdings, Inc. | 1.21% |
| Thermo Fisher Scientific Inc. | 1.20% |
| NIKE, Inc. Class B | 1.03% |
| Broadcom Inc. | 1.01% |
| Costco Wholesale Corporation | 1.00% |
| Danaher Corporation | 0.97% |
| UnitedHealth Group Incorporated | 0.93% |
| Top 15 Weights | 22.71% |
Compare with similar ETFs
| JMOM | FDMO | FTC | STLG | VOT | XOUT | |
|---|---|---|---|---|---|---|
| Product name | JPMorgan U.S. Momentum Factor ETF | Fidelity Momentum Factor ETF | First Trust Large Cap Value AlphaDEX Fund | iShares Factors US Growth Style ETF | Vanguard Mid-Cap Growth ETF | GraniteShares XOUT U.S. Large Cap ETF |
| Issuer | JPMorgan | Fidelity | First Trust | iShares | Vanguard | GraniteShares |
| Price | $35.7722 | $43.23 | $87.76 | $28.844 | $170.19 | $32.139 |
| Expense Ratio | 0.12% |  0.29% | 0.6% | 0.25% |  0.07% | 0.6% |
| Average Spread | 0.140% | 0.185% | 0.091% | 0.139% | 0.088% | 0.249% |
| AUM | $165,571,000 | $100,377,000 | $952,107,000 | $4,294,210 | $8,230,550,000 | $100,761,000 |
| Shares | 4,628,477 | 2,321,929 | 10,848,987 | 148,877 | 48,360,973 | 3,135,172 |
| Average Daily Volume | 34,840 | 25,653 | 35,263 | 1,377 | 204,810 | 4,997 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2017-11-08 | 2016-09-12 | 2007-05-08 | 2020-01-14 | 2006-08-17 | 2019-10-07 |
| Index Tracked | J.P. Morgan US Momentum Factor Index | Fidelity U.S. Momentum Factor Index | NASDAQ AlphaDEX Large Cap Growth Index | Russell US Large Cap Factors Growth Style Index | CRSP US Mid Growth | XOUT U.S. Large Cap Index |
| Category | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Large Cap Growth Equities | Mid Cap Growth Equities | Large Cap Growth Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | Large Caps | Large Caps |
| Value or Growth | Growth | Growth | Growth | Growth | Growth | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $0.318 | $0.464 | $0.502 | $0.394 | $1.317 | $0.165 |
| Annual Dividend Yield | 0.009% | 0.011% | 0.006% | 0.014% | 0.008% | 0.005% |
| Number of Holdings | 296 | 129 | 187 | 111 | 180 | 556 |
| YTD Return | -25.49% | -18.79% | -26.62% | -27.65% | -32.81% | -28.84% |
| Beta | 1.02 | 1.02 | 1.00 | 1.05 | 1.13 | 1.03 |
| Upside Beta | 0.60 | 0.63 | 0.12 | 0.65 | 0.18 | 0.52 |
| Downside Beta | 0.56 | 0.17 | -0.16 | -0.05 | -0.14 | 0.05 |
| Volatility 1Y | 25.91% | 23.97% | 25.66% | 28.17% | 30.61% | 27.35% |
| Sharpe Ratio 3Y | 0.51 | 0.55 | 0.48 | 0.00 | 0.22 | 0.48 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 0.01 |