SPBO vs JMOM

Comparison between SPDR PORTFOLIO CORPORATE BOND ETF (SPBO, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed SPBO, delivering a return of +15.1% compared to +0.7%

SPBO vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPBO(ETF)	JMOM(ETF)
Net Assets	$1.90B	$1.90B
Expense Ratio	0.03%	0.12%
Max Drawdown	26.39%	34.31%
Sharpe Ratio	0.67	2.01
5Y Beta	0.11	1.04
P/E Ratio	N/A	33.21
Forward P/E	N/A	22.36
PEG Ratio	N/A	0.80
5Y Dividends CAGR	11.35%	12.88%
5Y EPS CAGR	N/A	23.62%
Debt to Equity	N/A	29.25%
P/S Ratio	N/A	2.39
P/B Ratio	N/A	5.11

Net Assets

SPBO

$1.90B

JMOM

$1.90B

Expense Ratio

Winner

SPBO

0.03%

JMOM

0.12%

Max Drawdown

Winner

SPBO

26.39%

JMOM

34.31%

Sharpe Ratio

SPBO

0.67

Winner

JMOM

2.01

5Y Beta

Winner

SPBO

0.11

JMOM

1.04

P/E Ratio

SPBO

N/A

JMOM

33.21

Forward P/E

SPBO

N/A

JMOM

22.36

PEG Ratio

SPBO

N/A

JMOM

0.80

5Y Dividends CAGR

SPBO

11.35%

Winner

JMOM

12.88%

5Y EPS CAGR

SPBO

N/A

JMOM

23.62%

Debt to Equity

SPBO

N/A

JMOM

29.25%

P/S Ratio

SPBO

N/A

JMOM

2.39

P/B Ratio

SPBO

N/A

JMOM

5.11

SPBO vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	SPBO	JMOM
1 month	+0.25%	+10.37%
3 months	+0.06%	+11.40%
6 months	+1.26%	+17.05%
1 year	+7.15%	+36.39%
5 years(CAGR)	+0.74%	+15.08%
10 years(CAGR)	+2.81%	+15.81%
Max(CAGR)	+3.46%	+15.81%

SPBO

+0.25%

Winner

JMOM

+10.37%

SPBO

+0.06%

Winner

JMOM

+11.40%

SPBO

+1.26%

Winner

JMOM

+17.05%

SPBO

+7.15%

Winner

JMOM

+36.39%

5Y(CAGR)

SPBO

+0.74%

Winner

JMOM

+15.08%

10Y(CAGR)

SPBO

+2.81%

Winner

JMOM

+15.81%

Max(CAGR)

SPBO

+3.46%

Winner

JMOM

+15.81%

SPBO vs JMOM - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	SPBO	JMOM
2026	+0.79%	+15.25%
2025	+7.86%	+17.75%
2024	+3.11%	+29.74%
2023	+8.19%	+23.74%
2022	-14.96%	-20.41%
2021	-1.18%	+26.82%
2020	+9.91%	+28.12%
2019	+14.16%	+28.88%
2018	-1.58%	-5.24%
2017	+4.77%	+3.32%
2016	+4.43%	N/A
2015	-1.60%	N/A
2014	+8.40%	N/A
2013	-2.29%	N/A
2012	+7.92%	N/A
2011	+5.89%	N/A

SPBO vs JMOM Drawdown Comparison

The maximum drawdown for SPBO was -22.23%, occurring on Oct 20, 2022. Recovery took 1027 trading sessions.

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

The current SPBO drawdown is -0.85%.

Rank	SPBO	JMOM
#1	-22.23% Sep 22, 2021 - Oct 24, 2025	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-20.04% Mar 6, 2020 - Jun 15, 2020	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-9.01% May 1, 2013 - May 2, 2014	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-5.59% Dec 31, 2020 - Jul 19, 2021	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-5.09% Apr 24, 2015 - May 4, 2016	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-4.45% Aug 23, 2016 - May 19, 2017	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-4.17% Sep 8, 2017 - Jan 31, 2019	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-3.44% Nov 1, 2011 - Jan 31, 2012	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-3.13% Oct 21, 2014 - Jan 6, 2015	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-2.86% Feb 26, 2026 - Mar 27, 2026	-7.87% Mar 2, 2026 - Apr 8, 2026
#11	-2.76% Jan 30, 2015 - Apr 24, 2015	-6.88% Apr 26, 2021 - Jun 14, 2021
#12	-2.75% Aug 6, 2020 - Nov 23, 2020	-6.63% Sep 3, 2021 - Oct 21, 2021
#13	-2.62% Aug 28, 2014 - Oct 15, 2014	-6.24% Mar 21, 2024 - May 15, 2024
#14	-2.50% Aug 28, 2019 - Nov 26, 2019	-6.18% Dec 4, 2024 - Jan 23, 2025
#15	-2.18% Feb 1, 2012 - Apr 20, 2012	-6.07% Oct 27, 2025 - Dec 10, 2025

Correlation

Correlation between SPBO and JMOM is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.65

-101

Dividend Comparison (2011 - 2026)

SPBO vs JMOM dividend yield comparison.

Year	SPBO	JMOM
2026	1.69%	0.16%
2025	5.09%	0.86%
2024	5.28%	0.75%
2023	4.73%	1.21%
2022	3.54%	1.39%
2021	2.42%	0.64%
2020	2.75%	0.85%
2019	3.46%	1.11%
2018	3.60%	1.38%
2017	3.15%	0.29%
2016	3.35%	0.00%
2015	3.07%	0.00%
2014	3.21%	0.00%
2013	3.76%	0.00%
2012	3.70%	0.00%
2011	2.53%	0.00%