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Basic Info

The S&P 500 Momentum is designed to measure the performance of 100 securities in the S&P 500 (^SPX) universe that exhibit persistence in their relative performance. The index solely comprises constituents with high risk-adjusted price return momentum, the tendency of investments to exhibit persistence in their relative performance. This index complements the S&P single factor indices and can be used by investors within a strategic allocation portfolio of alternative beta strategies, as well as a tactical strategy when market conditions are favorable. Constituents are weighted by the product of market cap and momentum score. Rebalancing takes place semiannually in March and September.
Core Index Name S&P 500 Momentum Index
Return Type Net Total Return
Currency Code USD
Category Hedge Type Not Hedged

Index Varieties

Return Types
Price Return S&P 500 Momentum Index
Total Return S&P 500 Momentum Index Total Return

Total Return Performance

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Name
1M
3M
6M
1Y
3Y
5Y
10Y
15Y
-1.40%
-1.82%
-0.05%
30.15%
32.14%
19.39%
18.04%
--
As of March 10, 2026. Returns for periods of 1 year and above are annualized.
View Periodic Total Returns Versus Peers
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Annual Performance

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Name
2019
2020
2021
2022
2023
2024
2025
YTD
25.63%
27.78%
22.50%
-11.03%
17.06%
45.68%
26.47%
-0.25%
As of March 11, 2026.

Basic Info

The S&P 500 Momentum is designed to measure the performance of 100 securities in the S&P 500 (^SPX) universe that exhibit persistence in their relative performance. The index solely comprises constituents with high risk-adjusted price return momentum, the tendency of investments to exhibit persistence in their relative performance. This index complements the S&P single factor indices and can be used by investors within a strategic allocation portfolio of alternative beta strategies, as well as a tactical strategy when market conditions are favorable. Constituents are weighted by the product of market cap and momentum score. Rebalancing takes place semiannually in March and September.
Core Index Name S&P 500 Momentum Index
Return Type Net Total Return
Currency Code USD
Category Hedge Type Not Hedged

Index Varieties

Return Types
Price Return S&P 500 Momentum Index
Total Return S&P 500 Momentum Index Total Return