Alpha Architect Global Factor Equity ETF (AAVM)

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The chart shows the growth of an initial investment of $10,000 in Alpha Architect Global Factor Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Alpha Architect Global Factor Equity ETF (AAVM) has returned 6.19% so far this year and 30.33% over the past 12 months.

Based on dividend-adjusted daily data since Jun 13, 2017, AAVM's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, your investment would double in approximately 14.5 years.

Historically, 58% of months were positive and 42% were negative. The best month was Feb 2026 with a return of +7.8%, while the worst month was Oct 2018 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, AAVM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.8%.

Alpha Architect Global Factor Equity ETF has an annualized alpha of -1.42%, beta of 0.51, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 14, 2017.

• This ETF participated in 70.65% of S&P 500 Index downside but only 48.33% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.51 may look defensive, but with R² of 0.42 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.42 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

AAVM has an expense ratio of 0.45%, placing it in the medium range.

AAVM ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for Alpha Architect Global Factor Equity ETF (AAVM) and compare them to a chosen benchmark (S&P 500 Index).

Alpha Architect Global Factor Equity ETF provided a 1.93% dividend yield over the last twelve months, with an annual payout of $0.61 per share.

The table displays the monthly dividend distributions for Alpha Architect Global Factor Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Alpha Architect Global Factor Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Alpha Architect Global Factor Equity ETF was 34.71%, occurring on Mar 18, 2020. Recovery took 1358 trading sessions.

The current Alpha Architect Global Factor Equity ETF drawdown is 7.57%.

The chart below shows the rolling one-month volatility.