MTUM vs JAAA
Comparison between ISHARES MSCI USA MOMENTUM FACTOR ETF (MTUM, ETF) and JANUS HENDERSON AAA CLO ETF (JAAA, ETF).
5-Year PerformanceMTUM has outperformed JAAA, delivering a return of +13.9% compared to +4.8%
MTUM vs JAAA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
MTUM vs JAAA - Historical Returns
Returns include dividend reinvestment.
MTUM vs JAAA - Annual Returns (2013 - 2026)
Returns include dividend reinvestment.
| Year | MTUM | JAAA |
|---|---|---|
| 2026 | +24.68% | +2.33% |
| 2025 | +21.53% | +5.07% |
| 2024 | +35.37% | +7.30% |
| 2023 | +10.93% | +8.43% |
| 2022 | -18.43% | +0.49% |
| 2021 | +14.23% | +1.37% |
| 2020 | +29.42% | +0.79% |
| 2019 | +28.11% | N/A |
| 2018 | -2.42% | N/A |
| 2017 | +37.10% | N/A |
| 2016 | +7.16% | N/A |
| 2015 | +9.10% | N/A |
| 2014 | +15.81% | N/A |
| 2013 | +19.20% | N/A |
MTUM vs JAAA Drawdown Comparison
The maximum drawdown for MTUM was -34.08%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The maximum drawdown for JAAA was -2.64%, occurring on Jul 19, 2022. Recovery took 219 trading sessions.
The current MTUM drawdown is -8.90%.
| Rank | MTUM | JAAA |
|---|---|---|
| #1 | -34.08% Feb 19, 2020 - Jul 6, 2020 | -2.64% Feb 4, 2022 - Dec 19, 2022 |
| #2 | -32.28% Nov 3, 2021 - Mar 4, 2024 | -1.46% Apr 2, 2025 - Apr 29, 2025 |
| #3 | -22.12% Oct 1, 2018 - Jun 18, 2019 | -0.99% Feb 13, 2023 - Apr 13, 2023 |
| #4 | -20.99% Feb 18, 2025 - May 15, 2025 | -0.52% Dec 22, 2022 - Jan 10, 2023 |
| #5 | -15.75% Feb 12, 2021 - Aug 5, 2021 | -0.47% Oct 19, 2020 - Nov 9, 2020 |
| #6 | -12.96% Jul 10, 2024 - Sep 23, 2024 | -0.47% Apr 19, 2021 - Jun 1, 2021 |
| #7 | -12.95% Dec 29, 2015 - May 10, 2016 | -0.44% Feb 11, 2025 - Mar 31, 2025 |
| #8 | -12.49% Jun 22, 2026 - Jul 17, 2026 | -0.42% Jan 21, 2021 - Feb 5, 2021 |
| #9 | -11.54% Jan 29, 2026 - Apr 9, 2026 | -0.39% Feb 20, 2026 - Mar 23, 2026 |
| #10 | -10.79% Jul 20, 2015 - Nov 27, 2015 | -0.33% Jul 30, 2024 - Aug 9, 2024 |
| #11 | -10.31% Sep 2, 2020 - Nov 30, 2020 | -0.28% Jan 10, 2023 - Jan 17, 2023 |
| #12 | -10.23% Jan 26, 2018 - Jun 6, 2018 | -0.27% Jun 11, 2021 - Jul 14, 2021 |
| #13 | -8.90% Mar 5, 2014 - Jun 20, 2014 | -0.23% Dec 1, 2020 - Dec 7, 2020 |
| #14 | -8.58% Sep 18, 2014 - Oct 31, 2014 | -0.20% Apr 8, 2021 - Apr 15, 2021 |
| #15 | -8.18% Mar 7, 2024 - May 15, 2024 | -0.19% Dec 7, 2020 - Dec 10, 2020 |
Correlation
Correlation between MTUM and JAAA is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
Dividend Comparison (2013 - 2026)
MTUM vs JAAA dividend yield comparison.
| Year | MTUM | JAAA |
|---|---|---|
| 2026 | 0.18% | 2.33% |
| 2025 | 0.91% | 5.30% |
| 2024 | 0.75% | 6.35% |
| 2023 | 1.35% | 6.11% |
| 2022 | 1.80% | 2.74% |
| 2021 | 0.55% | 1.21% |
| 2020 | 0.83% | 0.26% |
| 2019 | 1.48% | 0.00% |
| 2018 | 1.27% | 0.00% |
| 2017 | 1.02% | 0.00% |
| 2016 | 1.43% | 0.00% |
| 2015 | 1.12% | 0.00% |
| 2014 | 1.04% | 0.00% |
| 2013 | 1.02% | 0.00% |
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