JMOM Performance — JPMorgan U.S. Momentum Factor ETF
Data updated: 2026-09-28
JMOM returned +18.93% year to date and +25.93% over one year to Jul 2026. Annualised returns are +24.01% over 3 years and +13.78% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $191, against $153 for the category, and to $126 over one year, against $116. Volatility over the past three years was 15.42% a year. In the 12 months to Jul 2026 the fund took in a net $480.1M, and assets reached $2.50B.
JMOM Growth of $100
What $100 invested in JPMorgan U.S. Momentum Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | JMOM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $126 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $191 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $191 | $159 |
| Since data start (Aug 2019 – Jul 2026) | $296 | $226 |
JMOM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.93% |
| 1 year | +25.93% |
| 3 years (annualised) | +24.01% |
| 5 years (annualised) | +13.78% |
JMOM Annual Returns
Calendar-year total returns of JPMorgan U.S. Momentum Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +18.93% |
| 2025 | +18.03% |
| 2024 | +28.42% |
| 2023 | +22.81% |
| 2022 | −20.71% |
| 2021 | +25.05% |
| 2020 | +28.90% |
| 2019 (Aug–Dec) | +4.70% |
JMOM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.7% | +1.6% | −4.3% | +12.1% | +8.2% | +3.9% | −5.5% | — | — | — | — | — |
| 2025 | +5.4% | −2.3% | −5.9% | +1.7% | +6.3% | +5.7% | +0.7% | +1.3% | +3.9% | +1.2% | −0.1% | −0.5% |
| 2024 | +3.0% | +8.0% | +3.7% | −5.1% | +3.9% | +3.4% | +1.1% | +3.0% | +2.6% | −0.1% | +7.6% | −4.8% |
| 2023 | +5.1% | −1.8% | +2.3% | −0.5% | +0.2% | +7.3% | +2.8% | −1.3% | −4.1% | −2.6% | +9.1% | +5.2% |
| 2022 | −9.7% | −1.8% | +3.0% | −9.5% | −0.3% | −8.2% | +10.1% | −3.3% | −8.7% | +8.6% | +5.4% | −5.9% |
| 2021 | −0.4% | +1.2% | +0.5% | +5.8% | −0.4% | +5.5% | +2.3% | +3.4% | −4.8% | +8.9% | −0.8% | +2.1% |
| 2020 | +2.1% | −7.6% | −13.1% | +13.3% | +7.8% | +2.2% | +7.0% | +6.7% | −1.8% | −2.9% | +11.2% | +4.0% |
| 2019 | — | — | — | — | — | — | — | 0.0% | −1.2% | +0.7% | +3.3% | +1.9% |
JMOM Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 15.42%
- 3-year Sharpe ratio: 1.27 (vs 4.5% risk-free rate)
- Best month: +12.13% (Apr 2026)
- Worst month: −5.89% (Mar 2025)
JMOM Fund Flows
Monthly money in and out of JPMorgan U.S. Momentum Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $480.1M
- 12-month gross sales (incl. reinvestments): $1.4B
- Sales ÷ redemptions: 1.53×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $94.3M | $8.2M | $86.1M |
| Jun 2026 | $345.7M | $282.4M | $63.3M |
| May 2026 | $41.5M | $0 | $41.5M |
| Apr 2026 | $38.2M | $0 | $38.2M |
| Mar 2026 | $260.4M | $239.3M | $21.2M |
| Feb 2026 | $28.0M | $0 | $28.0M |
| Jan 2026 | $126.4M | $0 | $126.4M |
| Dec 2025 | $203.8M | $187.0M | $16.8M |
| Nov 2025 | $15.1M | $0 | $15.1M |
| Oct 2025 | $37.3M | $0 | $37.3M |
| Sep 2025 | $180.3M | $190.3M | −$10.0M |
| Aug 2025 | $22.7M | $6.5M | $16.2M |
JMOM Assets Under Management
Net assets of JPMorgan U.S. Momentum Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $2.50B |
| 2026-04-30 | $2.18B |
| 2026-01-31 | $1.92B |
| 2025-10-31 | $1.73B |
| 2025-07-31 | $1.58B |
| 2025-04-30 | $1.35B |
| 2025-01-31 | $1.39B |
| 2024-10-31 | $1.16B |
| 2024-07-31 | $1.04B |
| 2024-04-30 | $845.89M |
| 2024-01-31 | $397.91M |
| 2023-10-31 | $291.93M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.