USA vs JMOM

Comparison between Liberty All-Star Equity Fund (USA, ETF) and JPMORGAN U.S. MOMENTUM FACTOR ETF (JMOM, ETF).

5-Year PerformanceJMOM has outperformed USA, delivering a return of +15.1% compared to +3.0%

USA vs JMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	USA(ETF)	JMOM(ETF)
Net Assets	$1.90B	$1.90B
Expense Ratio	N/A	0.12%
Max Drawdown	82.89%	34.31%
Sharpe Ratio	-0.14	2.01
5Y Beta	0.80	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	5.01%	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

USA

$1.90B

JMOM

$1.90B

Expense Ratio

USA

N/A

JMOM

0.12%

Max Drawdown

USA

82.89%

Winner

JMOM

34.31%

Sharpe Ratio

USA

-0.14

Winner

JMOM

2.01

5Y Beta

Winner

USA

0.80

JMOM

1.04

P/E Ratio

USA

N/A

JMOM

33.21

Forward P/E

USA

N/A

JMOM

22.36

PEG Ratio

USA

N/A

JMOM

0.80

5Y Dividends CAGR

USA

5.01%

Winner

JMOM

12.88%

5Y EPS CAGR

USA

N/A

JMOM

23.62%

Debt to Equity

USA

N/A

JMOM

29.25%

P/S Ratio

USA

N/A

JMOM

2.39

P/B Ratio

USA

N/A

JMOM

5.11

USA vs JMOM - Historical Returns

Returns include dividend reinvestment.

Period	USA	JMOM
1 month	+3.85%	+10.37%
3 months	-1.30%	+11.40%
6 months	+2.90%	+17.05%
1 year	-0.48%	+36.39%
5 years(CAGR)	+3.04%	+15.08%
10 years(CAGR)	+12.57%	+15.81%
Max(CAGR)	+6.68%	+15.81%

USA

+3.85%

Winner

JMOM

+10.37%

USA

-1.30%

Winner

JMOM

+11.40%

USA

+2.90%

Winner

JMOM

+17.05%

USA

-0.48%

Winner

JMOM

+36.39%

5Y(CAGR)

USA

+3.04%

Winner

JMOM

+15.08%

10Y(CAGR)

USA

+12.57%

Winner

JMOM

+15.81%

Max(CAGR)

USA

+6.68%

Winner

JMOM

+15.81%

USA vs JMOM - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	USA	JMOM
2026	-2.13%	+15.25%
2025	-0.65%	+17.75%
2024	+22.04%	+29.74%
2023	+21.13%	+23.74%
2022	-25.15%	-20.41%
2021	+37.60%	+26.82%
2020	+11.48%	+28.12%
2019	+39.77%	+28.88%
2018	-4.91%	-5.24%
2017	+32.32%	+3.32%
2016	+8.93%	N/A
2015	-2.04%	N/A
2014	+9.24%	N/A
2013	+28.69%	N/A
2012	+18.32%	N/A
2011	-8.62%	N/A
2010	+19.75%	N/A
2009	+30.27%	N/A
2008	-43.42%	N/A
2007	-5.19%	N/A
2006	+10.28%	N/A
2005	-5.71%	N/A
2004	+10.37%	N/A
2003	+50.09%	N/A
2002	-35.15%	N/A
2001	-2.94%	N/A
2000	+17.03%	N/A
1999	-7.83%	N/A

USA vs JMOM Drawdown Comparison

The maximum drawdown for USA was -69.18%, occurring on Mar 9, 2009. Recovery took 1522 trading sessions.

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

The current USA drawdown is -7.40%.

Rank	USA	JMOM
#1	-69.18% Jul 13, 2007 - Jul 30, 2013	-34.31% Feb 19, 2020 - Jul 20, 2020
#2	-50.47% May 21, 2001 - Mar 5, 2004	-28.27% Nov 16, 2021 - Jan 30, 2024
#3	-47.07% Feb 12, 2020 - Nov 17, 2020	-21.59% Oct 3, 2018 - Jun 10, 2019
#4	-33.98% Oct 11, 2021 - Jul 12, 2024	-19.51% Feb 18, 2025 - Jun 24, 2025
#5	-25.78% Sep 27, 2018 - Jun 18, 2019	-10.94% Feb 12, 2021 - Apr 15, 2021
#6	-21.83% May 14, 2015 - Dec 7, 2016	-9.09% Jan 26, 2018 - Jun 5, 2018
#7	-20.11% Nov 5, 1999 - Jun 16, 2000	-8.49% Jul 16, 2024 - Aug 23, 2024
#8	-18.49% Apr 5, 2004 - Feb 14, 2005	-8.34% Oct 13, 2020 - Nov 24, 2020
#9	-17.97% Aug 2, 2005 - Dec 20, 2006	-8.27% Sep 2, 2020 - Oct 9, 2020
#10	-17.69% Jan 28, 2025 - Apr 7, 2025	-7.87% Mar 2, 2026 - Apr 8, 2026
#11	-10.82% Jan 31, 2001 - May 1, 2001	-6.88% Apr 26, 2021 - Jun 14, 2021
#12	-10.47% Aug 27, 2014 - Nov 18, 2014	-6.63% Sep 3, 2021 - Oct 21, 2021
#13	-10.41% Apr 21, 2021 - Jun 1, 2021	-6.24% Mar 21, 2024 - May 15, 2024
#14	-10.03% Jan 26, 2018 - Jun 6, 2018	-6.18% Dec 4, 2024 - Jan 23, 2025
#15	-9.02% Feb 16, 2005 - Jul 26, 2005	-6.07% Oct 27, 2025 - Dec 10, 2025

Correlation

Correlation between USA and JMOM is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2000 - 2026)

USA vs JMOM dividend yield comparison.

Year	USA	JMOM
2026	5.67%	0.16%
2025	10.67%	0.86%
2024	10.22%	0.75%
2023	9.56%	1.21%
2022	12.11%	1.39%
2021	9.67%	0.64%
2020	9.13%	0.85%
2019	9.75%	1.11%
2018	12.64%	1.38%
2017	8.89%	0.29%
2016	9.30%	0.00%
2015	9.53%	0.00%
2014	6.52%	0.00%
2013	5.86%	0.00%
2012	6.71%	0.00%
2011	8.06%	0.00%
2010	6.29%	0.00%
2009	7.16%	0.00%
2008	18.57%	0.00%
2007	12.77%	0.00%
2006	10.62%	0.00%
2005	9.54%	0.00%
2004	9.31%	0.00%
2003	8.25%	0.00%
2002	13.25%	0.00%
2001	10.82%	0.00%
2000	5.90%	0.00%