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Alpha Architect Global Factor Equity ETF (AAVM) Sharpe Ratio: 2.26

ETF · Currency in USD · Last updated Jun 3, 2026

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.

AAVM's Sharpe Ratio of 2.26 indicates that for each unit of volatility, it generates 2.26 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AAVM Sharpe Ratio Rank

AAVM Sharpe Ratio Rank: 66.867
Above Average

AAVM ranks above 66.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

AAVM Sharpe Ratio Market Positioning

The chart shows AAVM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.77+
  • Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares Alpha Architect Global Factor Equity ETF's Sharpe Ratio with other ETFs in the Multi-factor category across multiple time periods, showing how AAVM's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MFEMPIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF3.03
VSMVVictoryShares US Multi-Factor Minimum Volatility ETF2.73
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.70
VFMFVanguard U.S. Multifactor ETF2.70
QVMLInvesco S&P 500 QVM Multi-factor ETF2.51
AAVMAlpha Architect Global Factor Equity ETF2.26
QVMSInvesco S&P SmallCap 600 QVM Multi-factor ETF1.99
PALCPacer Lunt Large Cap Multi-Factor Alternator ETF1.93
QVMMInvesco S&P MidCap 400 QVM Multi-factor ETF1.84
DEUSXtrackers Russell US Multifactor ETF1.75

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AAVM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AAVM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AAVM fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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