TDTT vs JMOM

Comparison between FLEXSHARES IBOXX 3-YEAR TARGET DURATION TIPS INDEX FUND (TDTT, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed TDTT, delivering a return of +14.4% compared to +2.6%

TDTT vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TDTT(ETF)	JMOM(ETF)
Net Assets	$2.50B	$2.60B
Expense Ratio	0.18%	0.12%
Max Drawdown	14.05%	34.31%
Sharpe Ratio	-0.72	1.47
5Y Beta	-0.00	1.06
P/E Ratio	N/A	32.33
Forward P/E	N/A	20.41
5Y Dividends CAGR	9.08%	14.90%
5Y EPS CAGR	N/A	21.13%
Debt to Equity	N/A	33.46%
P/S Ratio	N/A	2.35
P/B Ratio	N/A	4.98

Net Assets

TDTT

$2.50B

Winner

JMOM

$2.60B

Expense Ratio

TDTT

0.18%

Winner

JMOM

0.12%

Max Drawdown

Winner

TDTT

14.05%

JMOM

34.31%

Sharpe Ratio

TDTT

-0.72

Winner

JMOM

1.47

5Y Beta

Winner

TDTT

-0.00

JMOM

1.06

P/E Ratio

TDTT

N/A

JMOM

32.33

Forward P/E

TDTT

N/A

JMOM

20.41

5Y Dividends CAGR

TDTT

9.08%

Winner

JMOM

14.90%

5Y EPS CAGR

TDTT

N/A

JMOM

21.13%

Debt to Equity

TDTT

N/A

JMOM

33.46%

P/S Ratio

TDTT

N/A

JMOM

2.35

P/B Ratio

TDTT

N/A

JMOM

4.98

TDTT vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	TDTT	JMOM
1 month	+0.03%	+1.65%
3 months	-0.14%	+8.43%
6 months	+1.00%	+19.92%
1 year	+2.47%	+31.42%
5 years(CAGR)	+2.60%	+14.37%
10 years(CAGR)	+3.04%	+16.19%
Max(CAGR)	+2.16%	+16.19%

TDTT

+0.03%

Winner

JMOM

+1.65%

TDTT

-0.14%

Winner

JMOM

+8.43%

TDTT

+1.00%

Winner

JMOM

+19.92%

TDTT

+2.47%

Winner

JMOM

+31.42%

5Y(CAGR)

TDTT

+2.60%

Winner

JMOM

+14.37%

10Y(CAGR)

TDTT

+3.04%

Winner

JMOM

+16.19%

Max(CAGR)

TDTT

+2.16%

Winner

JMOM

+16.19%

TDTT vs JMOM - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	TDTT	JMOM
2026	+1.51%	+23.00%
2025	+6.49%	+17.75%
2024	+4.00%	+29.74%
2023	+4.36%	+23.74%
2022	-4.64%	-20.41%
2021	+5.33%	+26.82%
2020	+6.71%	+28.12%
2019	+5.65%	+28.88%
2018	+0.21%	-5.24%
2017	+0.35%	+3.32%
2016	+2.76%	N/A
2015	-0.62%	N/A
2014	-1.92%	N/A
2013	-2.01%	N/A
2012	+2.81%	N/A
2011	+0.60%	N/A

TDTT vs JMOM Drawdown Comparison

The maximum drawdown for TDTT was -6.95%, occurring on Sep 27, 2022. Recovery took 570 trading sessions.

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

The current TDTT drawdown is -0.47%. The current JMOM drawdown is -1.39%.

Rank	TDTT	JMOM
#1	-6.95% Mar 11, 2022 - Jun 18, 2024	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-6.62% Mar 3, 2020 - Jun 1, 2020	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-4.75% Sep 14, 2012 - Feb 22, 2019	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-2.59% Nov 17, 2021 - Mar 1, 2022	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-1.53% Sep 24, 2024 - Feb 3, 2025	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-1.51% Sep 28, 2011 - Oct 31, 2011	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-1.43% Nov 2, 2011 - Jan 26, 2012	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-1.42% Mar 16, 2012 - Aug 6, 2012	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-1.40% Apr 3, 2025 - Apr 28, 2025	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-1.16% Apr 30, 2025 - Jun 26, 2025	-8.02% Jun 30, 2026 - Jul 29, 2026
#11	-1.09% Aug 28, 2019 - Dec 13, 2019	-7.87% Mar 2, 2026 - Apr 8, 2026
#12	-0.97% May 13, 2026 - Jun 17, 2026	-6.88% Apr 26, 2021 - Jun 14, 2021
#13	-0.97% May 17, 2021 - Jul 12, 2021	-6.63% Sep 3, 2021 - Oct 21, 2021
#14	-0.90% Mar 17, 2026 - Apr 13, 2026	-6.24% Mar 21, 2024 - May 15, 2024
#15	-0.90% Aug 6, 2012 - Sep 13, 2012	-6.18% Dec 4, 2024 - Jan 23, 2025

Correlation

Correlation between TDTT and JMOM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2011 - 2026)

TDTT vs JMOM dividend yield comparison.

Year	TDTT	JMOM
2026	3.71%	0.33%
2025	4.52%	0.86%
2024	4.01%	0.75%
2023	3.88%	1.21%
2022	6.97%	1.39%
2021	4.53%	0.64%
2020	1.15%	0.85%
2019	1.91%	1.11%
2018	2.48%	1.38%
2017	1.88%	0.29%
2016	1.01%	0.00%
2014	0.85%	0.00%
2013	0.19%	0.00%
2012	0.95%	0.00%
2011	0.27%	0.00%