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Alpha Architect International Quantitative Value E...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US02072L2016
CUSIP
02072L201
Inception Date
Dec 16, 2014
Region
Global ex-U.S. (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
U.S.
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Architect International Quantitative Value 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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S&P 500 Index

Returns By Period

Alpha Architect International Quantitative Value ETF (IVAL) has returned 8.42% so far this year and 37.22% over the past 12 months. Over the last ten years, IVAL has returned 7.75% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Alpha Architect International Quantitative Value ETF

1D
2.88%
1M
-7.11%
YTD
8.42%
6M
14.13%
1Y
37.22%
3Y*
17.52%
5Y*
8.19%
10Y*
7.75%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 17, 2014, IVAL's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 2019 with a return of +11.9%, while the worst month was Mar 2020 at -17.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IVAL closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 12, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.81%9.27%-7.11%8.42%
20251.62%1.94%2.91%3.25%5.08%2.06%-1.19%8.01%1.74%0.18%2.16%2.85%34.92%
20242.02%1.51%4.62%-4.74%3.70%-4.81%0.60%2.09%0.89%-4.22%-0.24%-1.54%-0.71%
20238.68%-2.24%1.58%-0.80%-4.33%7.48%4.98%-2.26%-0.74%-5.10%7.75%5.21%20.61%
2022-0.77%-0.03%1.61%-6.37%5.34%-14.01%4.71%-3.48%-10.82%8.04%11.64%-3.22%-10.06%
2021-0.05%0.48%4.90%0.69%2.98%-2.58%-0.79%-2.15%-3.28%1.15%-7.03%6.18%-0.22%

Benchmark Metrics

Alpha Architect International Quantitative Value ETF has an annualized alpha of -1.64%, beta of 0.78, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since December 18, 2014.

  • This ETF participated in 91.45% of S&P 500 Index downside but only 72.65% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-1.64%
Beta
0.78
0.54
Upside Capture
72.65%
Downside Capture
91.45%

Expense Ratio

IVAL has an expense ratio of 0.39%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IVAL ranks 92 for risk / return — in the top 92% 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.


IVAL Risk / Return Rank: 9292
Overall Rank
IVAL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IVAL Sortino Ratio Rank: 9393
Sortino Ratio Rank
IVAL Omega Ratio Rank: 9292
Omega Ratio Rank
IVAL Calmar Ratio Rank: 9191
Calmar Ratio Rank
IVAL Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) and compare them to a chosen benchmark (S&P 500 Index).


IVALBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.13

0.90

+1.23

Sortino ratio

Return per unit of downside risk

2.85

1.39

+1.46

Omega ratio

Gain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratio

Return relative to maximum drawdown

3.24

1.40

+1.85

Martin ratio

Return relative to average drawdown

12.61

6.61

+6.01

Explore IVAL risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Alpha Architect International Quantitative Value ETF provided a 2.77% dividend yield over the last twelve months, with an annual payout of $0.94 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.94$0.87$0.87$1.29$1.75$1.04$0.57$0.74$0.73$0.57$0.52$0.45

Dividend yield

2.77%2.75%3.60%5.15%8.00%3.95%2.07%2.51%2.93%1.73%2.02%1.86%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.14$0.14
2025$0.00$0.00$0.07$0.00$0.00$0.40$0.00$0.00$0.11$0.00$0.00$0.30$0.87
2024$0.00$0.00$0.15$0.00$0.00$0.44$0.00$0.00$0.04$0.00$0.00$0.24$0.87
2023$0.00$0.00$0.19$0.00$0.00$0.12$0.00$0.00$0.65$0.00$0.00$0.33$1.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.75$1.75
2021$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.27$0.00$0.00$0.67$1.04

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 International Quantitative Value 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 Value ETF was 46.09%, occurring on Mar 23, 2020. Recovery took 1281 trading sessions.

The current Alpha Architect International Quantitative Value ETF drawdown is 7.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.09%Jan 25, 2018543Mar 23, 20201281Apr 28, 20251824
-25.82%May 19, 2015186Feb 11, 2016258Feb 21, 2017444
-11.24%Mar 2, 202615Mar 20, 2026
-5.22%Oct 28, 202518Nov 20, 20259Dec 4, 202527
-4.62%Dec 29, 20146Jan 6, 201519Feb 3, 201525

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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