Alpha Architect U.S. Quantitative Momentum ETF (QMOM)
QMOM is a passive ETF by EMPIRICAL FINANCE LLC tracking the investment results of the Alpha Architect Quantity Momentum (USD)(TR). QMOM launched on Dec 2, 2015 and has a 0.49% expense ratio.
ETF Info
| ISIN | US02072L4095 |
|---|---|
| CUSIP | 02072L409 |
| Issuer | EMPIRICAL FINANCE LLC |
| Inception Date | Dec 2, 2015 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Leveraged | 1x |
| Index Tracked | Alpha Architect Quantity Momentum (USD)(TR) |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Growth |
Expense Ratio
QMOM features an expense ratio of 0.49%, 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: QMOM vs. MTUM, QMOM vs. VFMO, QMOM vs. SPMO, QMOM vs. AVUV, QMOM vs. XMMO, QMOM vs. NUSI, QMOM vs. QQQ, QMOM vs. VOO, QMOM vs. VTI, QMOM vs. JMOM
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect U.S. 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 U.S. Quantitative Momentum ETF had a return of 28.89% year-to-date (YTD) and 47.27% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 28.89% | 20.10% |
| 1 month | -1.00% | -0.39% |
| 6 months | 11.99% | 11.72% |
| 1 year | 47.27% | 31.44% |
| 5 years (annualized) | 16.82% | 13.30% |
| 10 years (annualized) | N/A | 10.96% |
Monthly Returns
The table below presents the monthly returns of QMOM, 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 | 3.30% | 10.83% | 3.56% | -5.26% | 5.56% | -1.44% | 3.11% | 2.93% | 3.82% | -0.65% | 28.89% | ||
| 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% | 9.50% | 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% | -5.00% | 4.05% | -2.93% | 6.46% | -3.04% | -1.23% | -4.06% |
| 2020 | 6.06% | -6.32% | -19.16% | 18.44% | 12.34% | 2.96% | 12.85% | 3.93% | 0.59% | -4.21% | 18.22% | 10.15% | 61.94% |
| 2019 | 12.08% | 3.55% | 0.71% | 3.26% | -2.66% | 5.81% | 5.55% | -1.05% | -8.33% | 1.31% | 7.65% | -1.08% | 28.39% |
| 2018 | 7.12% | -2.25% | -0.10% | -2.27% | 7.17% | -2.07% | 1.08% | 9.21% | 0.36% | -16.24% | -3.34% | -8.31% | -11.75% |
| 2017 | 3.40% | 1.76% | -1.57% | -0.24% | -2.59% | -0.25% | 5.25% | -0.27% | 4.53% | 3.50% | 3.70% | -1.94% | 15.92% |
| 2016 | -7.99% | 0.30% | 3.70% | 0.53% | 2.99% | -1.13% | 6.11% | -1.70% | 2.10% | -3.29% | 5.13% | -1.12% | 4.89% |
| 2015 | -5.13% | -5.13% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QMOM is 74, 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 U.S. Quantitative Momentum ETF (QMOM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Alpha Architect U.S. Quantitative Momentum ETF provided a 0.68% dividend yield over the last twelve months, with an annual payout of $0.44 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.44 | $0.44 | $0.73 | $0.06 | $0.04 | $0.00 | $0.01 | $0.04 | $0.08 | $0.00 |
Dividend yield | 0.68% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.01% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.44 | $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 |
| 2020 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 |
| 2019 | $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 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2017 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.08 |
| 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 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 3.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -38.88% | Feb 16, 2021 | 680 | Oct 26, 2023 | 241 | Oct 11, 2024 | 921 |
| -31.88% | Sep 14, 2018 | 70 | Dec 24, 2018 | 264 | Jan 13, 2020 | 334 |
| -22.1% | Dec 7, 2015 | 43 | Feb 8, 2016 | 158 | Sep 22, 2016 | 201 |
| -11.75% | Oct 14, 2020 | 13 | Oct 30, 2020 | 5 | Nov 6, 2020 | 18 |
Volatility
Volatility Chart
The current Alpha Architect U.S. Quantitative Momentum ETF volatility is 4.53%, 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.