SCHY vs JMOM

Comparison between SCHWAB INTERNATIONAL DIVIDEND EQUITY ETF (SCHY, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed SCHY, delivering a return of +15.7% compared to +8.7%

SCHY vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SCHY(ETF)	JMOM(ETF)
Net Assets	$2.20B	$2.20B
Expense Ratio	0.08%	0.12%
Max Drawdown	25.42%	34.31%
Sharpe Ratio	1.83	2.03
5Y Beta	0.40	1.04
P/E Ratio	N/A	33.26
Forward P/E	N/A	22.00
PEG Ratio	N/A	0.76
5Y Dividends CAGR	N/A	12.88%
5Y EPS CAGR	N/A	22.86%
Debt to Equity	N/A	-2.11%
P/S Ratio	N/A	2.36
P/B Ratio	N/A	5.34

Net Assets

SCHY

$2.20B

JMOM

$2.20B

Expense Ratio

Winner

SCHY

0.08%

JMOM

0.12%

Max Drawdown

Winner

SCHY

25.42%

JMOM

34.31%

Sharpe Ratio

SCHY

1.83

Winner

JMOM

2.03

5Y Beta

Winner

SCHY

0.40

JMOM

1.04

P/E Ratio

SCHY

N/A

JMOM

33.26

Forward P/E

SCHY

N/A

JMOM

22.00

PEG Ratio

SCHY

N/A

JMOM

0.76

5Y Dividends CAGR

SCHY

N/A

JMOM

12.88%

5Y EPS CAGR

SCHY

N/A

JMOM

22.86%

Debt to Equity

SCHY

N/A

JMOM

-2.11%

P/S Ratio

SCHY

N/A

JMOM

2.36

P/B Ratio

SCHY

N/A

JMOM

5.34

SCHY vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	SCHY	JMOM
1 month	-0.95%	+11.19%
3 months	-2.52%	+12.46%
6 months	+12.53%	+16.52%
1 year	+28.22%	+33.79%
5 years(CAGR)	+8.74%	+15.75%
10 years(CAGR)	N/A	+15.91%
Max(CAGR)	+9.05%	+15.91%

SCHY

-0.95%

Winner

JMOM

+11.19%

SCHY

-2.52%

Winner

JMOM

+12.46%

SCHY

+12.53%

Winner

JMOM

+16.52%

SCHY

+28.22%

Winner

JMOM

+33.79%

5Y(CAGR)

SCHY

+8.74%

Winner

JMOM

+15.75%

10Y(CAGR)

SCHY

N/A

JMOM

+15.91%

Max(CAGR)

SCHY

+9.05%

Winner

JMOM

+15.91%

SCHY vs JMOM - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	SCHY	JMOM
2026	+8.28%	+16.23%
2025	+33.82%	+17.75%
2024	-1.25%	+29.74%
2023	+13.76%	+23.74%
2022	-9.80%	-20.41%
2021	+4.08%	+26.82%
2020	N/A	+28.12%
2019	N/A	+28.88%
2018	N/A	-5.24%
2017	N/A	+3.32%

SCHY vs JMOM Drawdown Comparison

The maximum drawdown for SCHY was -24.03%, occurring on Sep 27, 2022. Recovery took 471 trading sessions.

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

The current SCHY drawdown is -4.13%.

Rank	SCHY	JMOM
#1	-24.03% Feb 9, 2022 - Dec 26, 2023	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-12.16% Sep 26, 2024 - Apr 22, 2025	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-9.11% Feb 27, 2026 - Mar 20, 2026	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-7.47% Jun 14, 2021 - Jan 12, 2022	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-5.26% Jan 12, 2024 - May 13, 2024	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-4.53% May 17, 2024 - Jul 12, 2024	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-3.52% Jul 31, 2024 - Aug 15, 2024	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-3.48% Jul 23, 2025 - Aug 12, 2025	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-2.90% Nov 12, 2025 - Nov 26, 2025	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-2.86% Jan 14, 2022 - Feb 9, 2022	-7.87% Mar 2, 2026 - Apr 8, 2026
#11	-2.80% Aug 22, 2025 - Oct 17, 2025	-6.88% Apr 26, 2021 - Jun 14, 2021
#12	-2.73% Jun 12, 2025 - Jul 2, 2025	-6.63% Sep 3, 2021 - Oct 21, 2021
#13	-2.33% May 10, 2021 - May 17, 2021	-6.24% Mar 21, 2024 - May 15, 2024
#14	-1.95% May 6, 2025 - May 19, 2025	-6.18% Dec 4, 2024 - Jan 23, 2025
#15	-1.89% Oct 28, 2025 - Nov 10, 2025	-6.07% Oct 27, 2025 - Dec 10, 2025