IMOM vs FTNJ
Comparison between ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF) and Franklin New Jersey Municipal Income ETF (FTNJ, ETF).
IMOM vs FTNJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
IMOM
$166M
Winner
FTNJ
$166M
Expense Ratio
IMOM
0.38%
Winner
FTNJ
0.35%
Max Drawdown
IMOM
47.07%
Winner
FTNJ
2.98%
Sharpe Ratio
Winner
IMOM
1.58
FTNJ
0.02
5Y Beta
IMOM
0.86
Winner
FTNJ
0.10
5Y Dividends CAGR
IMOM
53.23%
FTNJ
N/A
IMOM vs FTNJ - Historical Returns
Returns include dividend reinvestment.
1M
IMOM
-2.30%
Winner
FTNJ
+0.69%
3M
Winner
IMOM
+8.10%
FTNJ
+1.47%
6M
Winner
IMOM
+18.53%
FTNJ
+2.17%
1Y
IMOM
+39.14%
FTNJ
N/A
5Y(CAGR)
IMOM
+8.17%
FTNJ
N/A
10Y(CAGR)
IMOM
+7.81%
FTNJ
N/A
Max(CAGR)
Winner
IMOM
+7.82%
FTNJ
+3.79%
IMOM vs FTNJ - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | IMOM | FTNJ |
|---|---|---|
| 2026 | +14.58% | +1.80% |
| 2025 | +46.80% | +0.34% |
| 2024 | +6.38% | N/A |
| 2023 | +9.92% | N/A |
| 2022 | -22.11% | N/A |
| 2021 | -2.16% | N/A |
| 2020 | +26.49% | N/A |
| 2019 | +18.49% | N/A |
| 2018 | -23.45% | N/A |
| 2017 | +33.06% | N/A |
| 2016 | -8.55% | N/A |
IMOM vs FTNJ Drawdown Comparison
The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.
The maximum drawdown for FTNJ was -2.72%, occurring on Mar 27, 2026. Recovery took 68 trading sessions.
The current IMOM drawdown is -3.90%. The current FTNJ drawdown is -0.17%.
| Rank | IMOM | FTNJ |
|---|---|---|
| #1 | -45.70% Jan 29, 2018 - Dec 1, 2020 | -2.72% Feb 26, 2026 - Jun 4, 2026 |
| #2 | -39.27% Sep 15, 2021 - Jun 24, 2025 | -0.67% Nov 11, 2025 - Dec 29, 2025 |
| #3 | -16.48% Jul 29, 2016 - Jun 2, 2017 | -0.40% Jan 15, 2026 - Jan 26, 2026 |
| #4 | -16.22% Feb 16, 2021 - Sep 7, 2021 | -0.28% Jun 4, 2026 - Jun 10, 2026 |
| #5 | -15.61% Feb 25, 2026 - May 6, 2026 | -0.23% Jan 28, 2026 - Feb 2, 2026 |
| #6 | -14.05% Jan 4, 2016 - Apr 4, 2016 | -0.23% Feb 5, 2026 - Feb 10, 2026 |
| #7 | -9.10% May 26, 2026 - Jun 10, 2026 | -0.23% Feb 17, 2026 - Feb 23, 2026 |
| #8 | -5.71% Jun 20, 2016 - Jul 1, 2016 | -0.14% Dec 29, 2025 - Jan 2, 2026 |
| #9 | -5.57% Jan 25, 2021 - Feb 9, 2021 | -0.11% Jan 9, 2026 - Jan 15, 2026 |
| #10 | -4.92% Jan 27, 2026 - Feb 9, 2026 | -0.06% Jan 26, 2026 - Jan 28, 2026 |
| #11 | -4.74% Nov 24, 2017 - Jan 3, 2018 | N/A |
| #12 | -4.30% May 13, 2026 - May 26, 2026 | N/A |
| #13 | -4.17% Nov 13, 2025 - Dec 10, 2025 | N/A |
| #14 | -4.15% Jun 8, 2017 - Jul 19, 2017 | N/A |
| #15 | -3.92% Oct 6, 2025 - Nov 10, 2025 | N/A |
Correlation
Correlation between IMOM and FTNJ is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2016 - 2026)
IMOM vs FTNJ dividend yield comparison.
| Year | IMOM | FTNJ |
|---|---|---|
| 2026 | 0.00% | 1.44% |
| 2025 | 2.53% | 0.54% |
| 2024 | 4.52% | 0.00% |
| 2023 | 2.95% | 0.00% |
| 2022 | 6.06% | 0.00% |
| 2021 | 1.27% | 0.00% |
| 2020 | 0.59% | 0.00% |
| 2019 | 1.17% | 0.00% |
| 2018 | 0.78% | 0.00% |
| 2017 | 1.11% | 0.00% |
| 2016 | 0.54% | 0.00% |
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