JMOM vs BALT

Comparison between JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF) and Innovator Defined Wealth Shield ETF (BALT, ETF).

5-Year PerformanceJMOM has outperformed BALT, delivering a return of +15.6% compared to +5.9%

JMOM vs BALT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMOM(ETF)	BALT(ETF)
Net Assets	$2.40B	$2.50B
Expense Ratio	0.12%	0.69%
Max Drawdown	34.31%	4.89%
Sharpe Ratio	1.74	1.35
5Y Beta	1.05	0.20
P/E Ratio	32.83	N/A
Forward P/E	22.09	N/A
PEG Ratio	0.32	N/A
5Y Dividends CAGR	12.88%	N/A
5Y EPS CAGR	23.96%	N/A
Debt to Equity	29.94%	N/A
P/S Ratio	2.57	N/A
P/B Ratio	5.55	N/A

Net Assets

JMOM

$2.40B

Winner

BALT

$2.50B

Expense Ratio

Winner

JMOM

0.12%

BALT

0.69%

Max Drawdown

JMOM

34.31%

Winner

BALT

4.89%

Sharpe Ratio

Winner

JMOM

1.74

BALT

1.35

5Y Beta

JMOM

1.05

Winner

BALT

0.20

P/E Ratio

JMOM

32.83

BALT

N/A

Forward P/E

JMOM

22.09

BALT

N/A

PEG Ratio

JMOM

0.32

BALT

N/A

5Y Dividends CAGR

JMOM

12.88%

BALT

N/A

5Y EPS CAGR

JMOM

23.96%

BALT

N/A

Debt to Equity

JMOM

29.94%

BALT

N/A

P/S Ratio

JMOM

2.57

BALT

N/A

P/B Ratio

JMOM

5.55

BALT

N/A

JMOM vs BALT - Historical Returns

Returns include dividend reinvestment.

Period	JMOM	BALT
1 month	+4.53%	+0.38%
3 months	+20.43%	+1.79%
6 months	+21.29%	+3.00%
1 year	+34.20%	+6.91%
5 years(CAGR)	+15.65%	+5.92%
10 years(CAGR)	+16.22%	N/A
Max(CAGR)	+16.22%	+5.92%

Winner

JMOM

+4.53%

BALT

+0.38%

Winner

JMOM

+20.43%

BALT

+1.79%

Winner

JMOM

+21.29%

BALT

+3.00%

Winner

JMOM

+34.20%

BALT

+6.91%

5Y(CAGR)

Winner

JMOM

+15.65%

BALT

+5.92%

10Y(CAGR)

JMOM

+16.22%

BALT

N/A

Max(CAGR)

Winner

JMOM

+16.22%

BALT

+5.92%

JMOM vs BALT - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	JMOM	BALT
2026	+20.47%	+1.94%
2025	+17.75%	+6.57%
2024	+29.74%	+10.32%
2023	+23.74%	+7.61%
2022	-20.41%	+2.48%
2021	+26.82%	+0.82%
2020	+28.12%	N/A
2019	+28.88%	N/A
2018	-5.24%	N/A
2017	+3.32%	N/A

JMOM vs BALT Drawdown Comparison

The maximum drawdown for JMOM was -34.31%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.

The maximum drawdown for BALT was -4.89%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.

The current JMOM drawdown is -1.17%.

Rank	JMOM	BALT
#1	-34.31% Feb 19, 2020 - Jul 20, 2020	-4.89% Feb 20, 2025 - Jun 3, 2025
#2	-28.27% Nov 16, 2021 - Jan 30, 2024	-2.16% Jan 4, 2022 - Jul 8, 2022
#3	-21.59% Oct 3, 2018 - Jun 10, 2019	-1.98% Aug 25, 2022 - Nov 10, 2022
#4	-19.51% Feb 18, 2025 - Jun 24, 2025	-1.85% Jul 16, 2024 - Aug 19, 2024
#5	-10.94% Feb 12, 2021 - Apr 15, 2021	-1.84% Sep 14, 2023 - Nov 14, 2023
#6	-9.09% Jan 26, 2018 - Jun 5, 2018	-1.15% Feb 25, 2026 - Apr 14, 2026
#7	-8.49% Jul 16, 2024 - Aug 23, 2024	-1.14% Aug 30, 2024 - Sep 13, 2024
#8	-8.34% Oct 13, 2020 - Nov 24, 2020	-1.03% Mar 28, 2024 - May 9, 2024
#9	-8.27% Sep 2, 2020 - Oct 9, 2020	-0.85% Jul 31, 2023 - Aug 30, 2023
#10	-7.87% Mar 2, 2026 - Apr 8, 2026	-0.85% Nov 11, 2025 - Nov 25, 2025
#11	-6.88% Apr 26, 2021 - Jun 14, 2021	-0.76% Dec 16, 2024 - Dec 24, 2024
#12	-6.63% Sep 3, 2021 - Oct 21, 2021	-0.76% Mar 6, 2023 - Mar 21, 2023
#13	-6.24% Mar 21, 2024 - May 15, 2024	-0.62% Dec 11, 2025 - Dec 22, 2025
#14	-6.18% Dec 4, 2024 - Jan 23, 2025	-0.58% Sep 27, 2021 - Oct 19, 2021
#15	-6.07% Oct 27, 2025 - Dec 10, 2025	-0.55% Oct 8, 2025 - Oct 20, 2025