Alpha Architect International Quantitative Momentum ETF (IMOM)
IMOM is a passive ETF by EMPIRICAL FINANCE LLC tracking the investment results of the Alpha Architect Intern.Quan. Mome. (USD)(TR). IMOM launched on Dec 23, 2015 and has a 0.59% expense ratio.
ETF Info
| ISIN | US02072L3006 |
|---|---|
| CUSIP | 02072L300 |
| Issuer | EMPIRICAL FINANCE LLC |
| Inception Date | Dec 23, 2015 |
| Region | Developed Markets (Broad) |
| Category | Foreign Large Cap Equities |
| Leveraged | 1x |
| Index Tracked | Alpha Architect Intern.Quan. Mome. (USD)(TR) |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
IMOM features an expense ratio of 0.59%, falling within 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.
Popular comparisons: IMOM vs. IMTM, IMOM vs. IVAL, IMOM vs. SPY, IMOM vs. AVDV, IMOM vs. AVES, IMOM vs. AVDE, IMOM vs. DGS, IMOM vs. VOO, IMOM vs. FEZ, IMOM vs. FLJP
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect International Quantitative Momentum ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Alpha Architect International Quantitative Momentum ETF had a return of 5.95% year-to-date (YTD) and 12.16% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.95% | 25.48% |
| 1 month | -1.41% | 2.14% |
| 6 months | -1.04% | 12.76% |
| 1 year | 12.16% | 33.14% |
| 5 years (annualized) | 3.85% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of IMOM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.72% | 3.77% | 2.78% | -6.17% | 5.77% | -4.56% | 1.99% | 2.02% | 0.21% | -3.61% | 5.95% | ||
| 2023 | 5.12% | -0.81% | 1.91% | 0.06% | -5.63% | 3.36% | 2.17% | -2.67% | -4.46% | -3.43% | 10.68% | 3.64% | 9.15% |
| 2022 | -11.79% | -2.38% | 1.02% | -6.42% | 0.41% | -10.91% | 7.22% | -2.61% | -11.20% | 5.62% | 11.43% | -1.76% | -21.92% |
| 2021 | 0.87% | -1.89% | -1.35% | 4.03% | -0.90% | -0.04% | 4.42% | 2.31% | -7.89% | 3.17% | -3.72% | 0.94% | -0.75% |
| 2020 | -2.13% | -8.63% | -14.11% | 10.63% | 10.74% | 4.08% | 3.44% | 4.26% | 1.23% | -2.07% | 12.35% | 9.14% | 28.39% |
| 2019 | 7.20% | 1.07% | 2.64% | 0.67% | -3.22% | 5.00% | -1.02% | -0.83% | -0.09% | 1.13% | 1.85% | 2.92% | 18.26% |
| 2018 | 6.22% | -3.22% | -0.61% | -3.84% | 3.32% | -5.73% | 0.90% | -3.56% | 1.18% | -12.91% | 0.45% | -6.66% | -23.07% |
| 2017 | 5.26% | 0.54% | 3.76% | 2.17% | 3.01% | -0.82% | 4.51% | 2.06% | 2.72% | 4.37% | 0.86% | 2.00% | 34.83% |
| 2016 | -6.74% | -3.39% | 3.90% | 4.08% | 0.77% | 3.32% | 4.60% | -6.19% | 1.92% | -4.57% | -4.82% | -2.01% | -9.70% |
| 2015 | 0.01% | 0.01% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IMOM is 25, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Alpha Architect International Quantitative Momentum ETF provided a 2.78% dividend yield over the last twelve months, with an annual payout of $0.78 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.78 | $0.78 | $1.51 | $0.43 | $0.20 | $0.32 | $0.18 | $0.34 | $0.12 | $0.00 |
Dividend yield | 2.78% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Architect International Quantitative Momentum 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.78 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.51 | $1.51 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.36 | $0.43 |
| 2020 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.05 | $0.32 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.18 |
| 2017 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.34 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.12 |
| 2015 | $0.00 | $0.00 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Alpha Architect International Quantitative Momentum 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 International Quantitative Momentum ETF was 45.74%, occurring on Mar 18, 2020. Recovery took 179 trading sessions.
The current Alpha Architect International Quantitative Momentum ETF drawdown is 18.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.74% | Jan 30, 2018 | 529 | Mar 18, 2020 | 179 | Dec 1, 2020 | 708 |
| -39.27% | Sep 16, 2021 | 263 | Sep 30, 2022 | — | — | — |
| -16.48% | Aug 1, 2016 | 81 | Dec 23, 2016 | 96 | Jun 2, 2017 | 177 |
| -16.22% | Feb 17, 2021 | 14 | Mar 8, 2021 | 127 | Sep 7, 2021 | 141 |
| -15.87% | Dec 31, 2015 | 24 | Feb 12, 2016 | 30 | Jun 3, 2016 | 54 |
Volatility
Volatility Chart
The current Alpha Architect International Quantitative Momentum ETF volatility is 4.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.