JMOM
JPMorgan U.S. Momentum Factor ETF
JMOM tracks an index of US large-cap companies with strong momentum, weighted by a proprietary method.
US
EQUITY
Rules-Based
MANAGEMENT STYLE
1.2 B
ASSETS UNDER MGMT
12 bp
EXPENSES
Fund Basics
| Fund sponsor | JPMorgan |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Nov 08, 2017 |
| Assets (mns) | $1,233 |
| Expense ratio | 12 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Annually |
| Taxation | 1099 |
| Stock selection | Momentum |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| BERKSHIRE HATHAWAY INC-CL B | 2.2 % |
| MICROSOFT CORP | 1.9 % |
| ALPHABET INC. CLASS A | 1.9 % |
| META PLATFORMS INC | 1.8 % |
| ELI LILLY & CO | 1.8 % |
| APPLE INC | 1.8 % |
| BROADCOM INC. | 1.7 % |
| NVIDIA CORP | 1.7 % |
| UNITEDHEALTH GROUP INC | 1.5 % |
| COSTCO WHOLESALE CORP | 1.5 % |
Constituent Breakdown
| Number of holdings | 288 |
| Herfindahl-Hirschman Index | 70 |
| Wgt avg mkt cap (mns) | $368,905 |
| Large cap (>$10bn) | 95.1% |
| Mid cap ($2-10bn) | 4.3% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 95.8 % |
 |
BRITAIN | 0.9 % |
 |
SWITZERLAND | 0.7 % |
 |
IRELAND | 0.6 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 35.0% | 42.0% | 25.0% | 10.4% | 16.7% | -- | 14.6% | Volatility | 14.2% | 13.8% | 14.6% | 19.2% | 22.1% | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.03 | 94% |
| MSCI EAFE | 0.85 | 63% |
| MSCI Emg Mkts | 0.60 | 31% |
Liquidity Measures
| Avg. volume (000) | 75 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.16% |
| ADV of underlying (mns) | $187,276 |
Technical Indicators
| Recent close | $58.57 |
| 30d moving avg. | $60.89 |
| Annualized volatility | 18.6% |
| Relative strength (RSI) | 53 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 2.5% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. JMOM |
Expenses vs. JMOM |
ALTAR Score™ vs. JMOM |
|---|---|---|---|---|
| JQUA | JPMorgan U.S. Quality Factor ETF | 49.1% | 0 bp | +1.3% |
| FDMO | Fidelity Momentum Factor ETF | 45.8% | +3 bp | -0.6% |
| GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 45.1% | -3 bp | +0.9% |
| OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | 44.4% | +17 bp | -0.3% |
| FLQL | Franklin LibertyQ U.S. Equity ETF | 43.7% | +3 bp | +1.3% |
| QUS | SPDR MSCI USA StrategicFactors ETF | 43.2% | +3 bp | +1.3% |
| JHML | John Hancock Multifactor Large Cap ETF | 43.1% | +17 bp | +0.8% |
| XMAG | Defiance Large Cap ex-Mag 7 ETF | 42.7% | +23 bp | +0.6% |
| ACVF | American Conservative Values ETF | 42.6% | +63 bp | -0.3% |
| GGUS | Marketbeta Russell 1000 Growth Equity ETF | 42.5% | 0 bp | -0.2% |
Risk and Returns: JMOM vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 12/18/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
JMOM
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
UNDERWEIGHT
Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.
ALTAR Score™
JMOM
4.7%
Cat. Avg
5.7%
ALTAR Score™ Calculation
Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™
of 5.7% and a standard deviation of
2.6%. JMOM's ALTAR Score™ is approximately
0.4 standard deviations
below
the category average. This places JMOM in the 35th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
JMOMSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Rules-Based US Equity ETFs |
| # of ETFs | 609 |
| Avg. Expense Ratio | 46.6 bp |
| Std. Deviation | 32.9 bp |
| JMOM (12 bp) Percentile rank | 15 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| JMOM | 12.0 | 16.3 | 28.3 |
| Peer Avg. | 30.3 | 14.0 | 44.3 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .