- ISIN
- US02072L4095
- CUSIP
- 02072L409
- Issuer
- Alpha Architect
- Inception Date
- Dec 2, 2015
- Region
- North America (U.S.)
- Category
- Momentum, Mid Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $432M
Highlights
- Avg. Volume (1M)
- 20K
- Avg. Volume Value (1M)
- $1.49M
Share Price Chart
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Performance
QMOM Performance Chart
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) is up 12.9% since the beginning of the year. QMOM is currently trading at $74 per share. Investors who bought $1,000 worth of QMOM shares 5 years ago would now be looking at an investment worth $1,581.
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Returns By Period
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has returned 12.94% so far this year and 17.87% over the past 12 months. Over the last ten years, QMOM has returned 12.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Alpha Architect U.S. Quantitative Momentum ETF
- 1D
- -0.42%
- 1M
- -2.80%
- 6M
- 8.63%
- YTD
- 12.94%
- 1Y
- 17.87%
- 3Y*
- 17.31%
- 5Y*
- 9.60%
- 10Y*
- 12.30%
- ALL TIME*
- 12.12%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
QMOM Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2016, QMOM's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 54% of months were positive and 46% were negative. The best month was Apr 2020 with a return of +18.4%, while the worst month was Mar 2020 at -19.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QMOM closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -14.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.96% | 7.80% | -6.64% | 12.33% | 4.82% | -2.11% | -6.34% | 12.94% | |||||
| 2025 | 5.93% | -8.17% | -4.78% | -0.94% | 4.78% | 5.39% | -1.76% | -1.41% | 2.38% | 4.47% | -2.78% | 0.29% | 2.36% |
| 2024 | 3.30% | 10.83% | 3.56% | -5.26% | 5.56% | -1.44% | 3.11% | 2.93% | 3.82% | -0.65% | 12.16% | -9.09% | 30.43% |
| 2023 | 1.26% | -1.92% | -1.18% | -3.01% | -1.30% | 7.68% | 1.19% | -3.00% | -5.45% | -4.84% | 13.56% | 7.92% | 9.50% |
| 2022 | -6.44% | 1.09% | 4.11% | -5.78% | 3.72% | -11.97% | 9.51% | 2.96% | -7.83% | 15.72% | -0.83% | -7.95% | -6.99% |
| 2021 | 10.40% | -1.87% | -7.90% | 2.26% | -6.03% | 2.29% | -5.01% | 4.05% | -2.93% | 6.46% | -3.04% | -1.23% | -4.06% |
Benchmark Metrics
Alpha Architect U.S. Quantitative Momentum ETF has an annualized alpha of -0.22%, beta of 1.10, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 04, 2016.
- With beta of 1.10 and R2 of 0.56, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.22%
- Beta
- 1.10
- R²
- 0.56
- Upside Capture
- 95.90%
- Downside Capture
- 99.17%
Expense Ratio
QMOM has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QMOM ranks 31 for risk / return — above 31% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QMOM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.00 | -0.73 |
| Martin ratioReturn relative to average drawdown | 3.80 | 8.49 | -4.69 |
Dividends
Dividend History
Alpha Architect U.S. Quantitative Momentum ETF provided a 0.48% dividend yield over the last twelve months, with an annual payout of $0.35 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.35 | $0.35 | $0.90 | $0.44 | $0.73 | $0.06 | $0.04 | $0.00 | $0.01 | $0.04 | $0.08 |
Dividend yield | 0.48% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Architect U.S. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.90 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.73 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
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 U.S. 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 U.S. Quantitative Momentum ETF was 39.13%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Alpha Architect U.S. Quantitative Momentum ETF drawdown is 9.73%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-39.13%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 | COVID crash2020 |
-38.88%Oct 2023 | 2y 8mo | 11mo 21d | 3y 7moFeb 2021 - Oct 2024 | — |
-31.88%Dec 2018 | 3mo 11d | 1y 20d | 1y 4moSep 2018 - Jan 2020 | Rate-hike selloffLate 2018 |
-26.46%Apr 2025 | 4mo 12d | 9mo 12d | 1y 1moNov 2024 - Jan 2026 | 2025 selloff2025 |
-16.26%Feb 2016 | 1mo 5d | 2mo 10d | 3mo 15dJan 2016 - Apr 2016 | — |
Drawdown Indicators
| QMOM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -56.78% | +17.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -9.10% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -26.46% | -18.90% | -7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -25.43% | -1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -33.92% | -5.21% |
Current DrawdownCurrent decline from peak | -9.73% | -1.58% | -8.15% |
Average DrawdownAverage peak-to-trough decline | -12.83% | -10.70% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 2.14% | +2.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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