Alpha Architect Global Factor Equity ETF (AAVM)
EA Series Trust - Alpha Architect Global Factor Equity ETF seeks long-term capital appreciation by investing at least 80% of its net assets in equity securities through other ETFs that focus on value and momentum stocks across global markets and diversified market capitalizations, employing quantitative analysis and proprietary research.
ETF Info
May 2, 2017
1x
No Index (Active)
Distributing
Large-Cap
Blend
Expense Ratio
AAVM has an expense ratio of 0.45%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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.
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Returns By Period
Alpha Architect Global Factor Equity ETF (AAVM) has returned 4.99% so far this year and 8.86% over the past 12 months.
AAVM
- YTD
- 4.99%
- 1M
- 0.98%
- 6M
- 2.89%
- 1Y
- 8.86%
- 3Y*
- 6.79%
- 5Y*
- 5.13%
- 10Y*
- N/A
^GSPC (Benchmark)
- YTD
- 7.06%
- 1M
- 5.28%
- 6M
- 5.00%
- 1Y
- 14.38%
- 3Y*
- 16.95%
- 5Y*
- 14.32%
- 10Y*
- 11.51%
Monthly Returns
The table below presents the monthly returns of AAVM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Based on daily data since May 2017, the average daily return (also called the expected return) is 0.01%, while the average monthly return is 0.26%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.18% | -3.53% | -2.02% | 1.17% | 5.29% | 3.97% | -0.55% | 6.37% | |||||
| 2024 | 2.01% | 3.98% | 4.32% | -4.70% | 4.94% | -3.50% | 3.18% | 1.48% | 2.04% | -2.38% | 6.54% | -5.54% | 12.07% |
| 2023 | -0.68% | -0.67% | -3.70% | -2.70% | -4.67% | 5.58% | 3.43% | -2.09% | -2.16% | -4.80% | 6.64% | 6.05% | -0.73% |
| 2022 | -6.83% | 1.50% | 1.83% | -3.48% | 1.10% | -5.30% | 1.12% | 3.38% | -0.12% | 5.00% | -2.34% | -2.38% | -7.00% |
| 2021 | 3.52% | -0.71% | 0.94% | 2.38% | -0.22% | -0.44% | 0.38% | 1.70% | -5.06% | 3.78% | -3.70% | 1.26% | 3.51% |
| 2020 | -2.06% | -9.44% | -6.62% | 3.74% | 3.59% | 0.33% | 3.71% | 3.63% | -0.06% | -2.25% | 5.50% | 5.83% | 4.69% |
| 2019 | 3.53% | -0.53% | -0.50% | 1.46% | -6.82% | 1.95% | 0.94% | -2.49% | 0.06% | 2.35% | 3.10% | 1.91% | 4.59% |
| 2018 | 5.02% | -2.43% | -1.54% | -1.92% | 2.58% | -1.55% | 0.59% | 1.07% | -1.00% | -9.73% | -1.38% | -5.79% | -15.64% |
| 2017 | 0.60% | 0.52% | 3.45% | 0.75% | 3.60% | 2.89% | 3.05% | 1.27% | 17.24% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AAVM is 31, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Architect Global Factor Equity ETF (AAVM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Alpha Architect Global Factor Equity ETF provided a 2.39% dividend yield over the last twelve months, with an annual payout of $0.65 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.65 | $0.65 | $0.96 | $0.55 | $0.22 | $0.00 | $0.44 | $0.22 | $0.24 |
Dividend yield | 2.39% | 2.54% | 4.13% | 2.24% | 0.81% | 0.00% | 1.76% | 0.92% | 0.81% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.20 | $0.22 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.44 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.22 |
| 2017 | $0.10 | $0.00 | $0.00 | $0.14 | $0.24 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
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. The portfolio has not yet recovered.
The current Alpha Architect Global Factor Equity ETF drawdown is 3.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.71% | Jan 29, 2018 | 538 | Mar 18, 2020 | — | — | — |
| -2.65% | Aug 8, 2017 | 3 | Aug 10, 2017 | 15 | Aug 31, 2017 | 18 |
| -2.42% | Jun 5, 2017 | 9 | Jun 15, 2017 | 19 | Jul 13, 2017 | 28 |
| -1.99% | May 11, 2017 | 6 | May 18, 2017 | 9 | Jun 1, 2017 | 15 |
| -1.77% | Dec 1, 2017 | 4 | Dec 6, 2017 | 8 | Dec 18, 2017 | 12 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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