TILT vs JMOM

Comparison between FLEXSHARES MORNINGSTAR US MARKET FACTOR TILT INDEX FUND (TILT, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed TILT, delivering a return of +15.1% compared to +11.2%

TILT vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TILT(ETF)	JMOM(ETF)
Net Assets	$1.90B	$1.90B
Expense Ratio	0.25%	0.12%
Max Drawdown	38.78%	34.31%
Sharpe Ratio	2.01	2.01
5Y Beta	0.97	1.04
P/E Ratio	25.24	33.21
Forward P/E	16.77	22.36
PEG Ratio	N/A	0.80
5Y Dividends CAGR	5.94%	12.88%
5Y EPS CAGR	22.38%	23.62%
Debt to Equity	N/A	29.25%
P/S Ratio	1.92	2.39
P/B Ratio	3.10	5.11

Net Assets

TILT

$1.90B

JMOM

$1.90B

Expense Ratio

TILT

0.25%

Winner

JMOM

0.12%

Max Drawdown

TILT

38.78%

Winner

JMOM

34.31%

Sharpe Ratio

TILT

2.01

Winner

JMOM

2.01

5Y Beta

Winner

TILT

0.97

JMOM

1.04

P/E Ratio

Winner

TILT

25.24

JMOM

33.21

Forward P/E

Winner

TILT

16.77

JMOM

22.36

PEG Ratio

TILT

N/A

JMOM

0.80

5Y Dividends CAGR

TILT

5.94%

Winner

JMOM

12.88%

5Y EPS CAGR

TILT

22.38%

Winner

JMOM

23.62%

Debt to Equity

TILT

N/A

JMOM

29.25%

P/S Ratio

Winner

TILT

1.92

JMOM

2.39

P/B Ratio

Winner

TILT

3.10

JMOM

5.11

TILT vs JMOM - Holdings Comparison

TILT and JMOM have 203 common holdings. Overlap is 22.72%

TILT's top 25 holdings weight is 34.09%. JMOM's top 25 holdings weight is 32.55%.

Rank	TILT	JMOM
#1	NVIDIA CORP (NVDA) - 4.94%	BROADCOM INC (AVGO) - 2.23%
#2	APPLE INC (AAPL) - 4.55%	NVIDIA CORP (NVDA) - 2.21%
#3	MICROSOFT CORP (MSFT) - 4.06%	ALPHABET INC CLASS A (GOOGL) - 2.16%
#4	AMAZON.COM INC (AMZN) - 2.54%	META PLATFORMS INC CLASS A (META) - 1.80%
#5	ALPHABET INC CLASS A (GOOGL) - 2.05%	APPLE INC (AAPL) - 1.79%
#6	BROADCOM INC (AVGO) - 1.81%	MICRON TECHNOLOGY INC (MU) - 1.78%
#7	ALPHABET INC CLASS C (GOOG) - 1.79%	ADVANCED MICRO DEVICES INC (AMD) - 1.72%
#8	META PLATFORMS INC CLASS A (META) - 1.62%	MICROSOFT CORP (MSFT) - 1.70%
#9	TESLA INC (TSLA) - 1.43%	JOHNSON & JOHNSON (JNJ) - 1.66%
#10	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.29%	WALMART INC (WMT) - 1.62%
#11	JPMORGAN CHASE & CO (JPM) - 1.23%	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.59%
#12	ELI LILLY AND CO (LLY) - 0.97%	INTEL CORP (INTC) - 1.37%
#13	EXXON MOBIL CORP (XOM) - 0.71%	COSTCO WHOLESALE CORP (COST) - 1.35%
#14	JOHNSON & JOHNSON (JNJ) - 0.69%	CATERPILLAR INC (CAT) - 1.25%
#15	VISA INC CLASS A (V) - 0.68%	NETFLIX INC (NFLX) - 1.14%
#16	ABBVIE INC (ABBV) - 0.57%	LAM RESEARCH CORP (LRCX) - 1.09%
#17	WALMART INC (WMT) - 0.54%	GE VERNOVA INC (GEV) - 1.05%
#18	MASTERCARD INC CLASS A (MA) - 0.53%	APPLIED MATERIALS INC (AMAT) - 1.03%
#19	BANK OF AMERICA CORP (BAC) - 0.52%	n/a (PLTR) - 1.00%
#20	THE HOME DEPOT INC (HD) - 0.47%	GE AEROSPACE (GE) - 0.98%
#21	ACCENTURE PLC CLASS A (ACN) - 0.23%	WILLIAMS COMPANIES INC (WMB) - 0.42%
#22	INTUITIVE SURGICAL INC (ISRG) - 0.22%	COMFORT SYSTEMS USA INC (FIX) - 0.41%
#23	GILEAD SCIENCES INC (GILD) - 0.22%	LUMENTUM HOLDINGS INC (LITE) - 0.41%
#24	CAPITAL ONE FINANCIAL CORP (COF) - 0.22%	HILTON WORLDWIDE HOLDINGS INC (HLT) - 0.40%
#25	BLACKROCK INC (BLK) - 0.21%	PALO ALTO NETWORKS INC (PANW) - 0.39%
Total Holdings	1819	239

TILT vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	TILT	JMOM
1 month	+7.44%	+10.37%
3 months	+4.74%	+11.40%
6 months	+11.38%	+17.05%
1 year	+31.82%	+36.39%
5 years(CAGR)	+11.20%	+15.08%
10 years(CAGR)	+14.04%	+15.81%
Max(CAGR)	+14.53%	+15.81%

TILT

+7.44%

Winner

JMOM

+10.37%

TILT

+4.74%

Winner

JMOM

+11.40%

TILT

+11.38%

Winner

JMOM

+17.05%

TILT

+31.82%

Winner

JMOM

+36.39%

5Y(CAGR)

TILT

+11.20%

Winner

JMOM

+15.08%

10Y(CAGR)

TILT

+14.04%

Winner

JMOM

+15.81%

Max(CAGR)

TILT

+14.53%

Winner

JMOM

+15.81%

TILT vs JMOM - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	TILT	JMOM
2026	+8.08%	+15.25%
2025	+16.78%	+17.75%
2024	+20.52%	+29.74%
2023	+25.13%	+23.74%
2022	-17.73%	-20.41%
2021	+29.40%	+26.82%
2020	+15.43%	+28.12%
2019	+28.62%	+28.88%
2018	-9.38%	-5.24%
2017	+17.29%	+3.32%
2016	+18.75%	N/A
2015	-1.72%	N/A
2014	+11.48%	N/A
2013	+32.34%	N/A
2012	+14.64%	N/A
2011	+14.01%	N/A

TILT vs JMOM Drawdown Comparison

The maximum drawdown for TILT was -38.44%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

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

Rank	TILT	JMOM
#1	-38.44% Feb 19, 2020 - Sep 2, 2020	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-24.12% Jan 4, 2022 - Dec 14, 2023	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-21.48% Sep 20, 2018 - Jul 12, 2019	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-19.85% Dec 4, 2024 - Jul 2, 2025	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-17.59% Jun 23, 2015 - Jul 14, 2016	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-11.02% Mar 27, 2012 - Sep 6, 2012	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-10.02% Jan 26, 2018 - Aug 6, 2018	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-9.51% Oct 28, 2011 - Jan 6, 2012	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-9.05% Sep 2, 2020 - Oct 12, 2020	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-8.50% Feb 9, 2026 - Apr 15, 2026	-7.87% Mar 2, 2026 - Apr 8, 2026
#11	-8.38% Sep 2, 2014 - Nov 6, 2014	-6.88% Apr 26, 2021 - Jun 14, 2021
#12	-8.33% Sep 14, 2012 - Jan 2, 2013	-6.63% Sep 3, 2021 - Oct 21, 2021
#13	-8.31% Jul 16, 2024 - Sep 19, 2024	-6.24% Mar 21, 2024 - May 15, 2024
#14	-6.95% Jul 26, 2019 - Oct 28, 2019	-6.18% Dec 4, 2024 - Jan 23, 2025
#15	-6.89% Oct 12, 2020 - Nov 5, 2020	-6.07% Oct 27, 2025 - Dec 10, 2025

Correlation

Correlation between TILT and JMOM is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2011 - 2026)

TILT vs JMOM dividend yield comparison.

Year	TILT	JMOM
2026	0.19%	0.16%
2025	1.15%	0.86%
2024	1.23%	0.75%
2023	1.44%	1.21%
2022	1.60%	1.39%
2021	1.16%	0.64%
2020	1.49%	0.85%
2019	1.54%	1.11%
2018	1.97%	1.38%
2017	1.55%	0.29%
2016	1.60%	0.00%
2015	1.98%	0.00%
2014	1.33%	0.00%
2013	0.98%	0.00%
2012	1.11%	0.00%
2011	0.46%	0.00%