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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect U.S. 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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Returns By Period
Alpha Architect U.S. Quantitative Value ETF (QVAL) has returned 7.30% so far this year and 24.34% over the past 12 months. Over the last ten years, QVAL has returned 10.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Alpha Architect U.S. Quantitative Value ETF
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
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%
Monthly Returns
Based on dividend-adjusted daily data since Jan 4, 2016, QVAL's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +16.1%, while the worst month was Mar 2020 at -28.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QVAL closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.54% | 3.98% | -2.23% | 7.30% | |||||||||
| 2025 | 2.17% | -3.07% | -3.30% | -3.77% | 5.90% | 1.66% | -1.52% | 4.43% | 3.49% | -1.07% | 5.30% | 0.90% | 10.98% |
| 2024 | 0.22% | 3.01% | 7.86% | -4.81% | 5.10% | -4.05% | 5.64% | -0.39% | 2.63% | -3.35% | 6.73% | -5.76% | 12.21% |
| 2023 | 9.68% | -0.82% | -2.78% | -1.80% | -6.77% | 12.38% | 6.30% | 0.95% | 0.32% | -4.84% | 6.82% | 7.84% | 28.40% |
| 2022 | -5.68% | 2.40% | 2.03% | -4.24% | 2.97% | -16.67% | 12.14% | -3.37% | -9.56% | 15.41% | 5.37% | -8.61% | -11.80% |
| 2021 | 6.42% | -0.39% | 9.79% | 3.74% | 2.13% | -0.22% | 1.27% | 3.58% | -4.89% | 5.09% | -0.01% | 4.22% | 34.40% |
Benchmark Metrics
Alpha Architect U.S. Quantitative Value ETF has an annualized alpha of -0.70%, beta of 1.02, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This ETF participated in 112.27% of S&P 500 Index downside but only 104.49% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.02 and R² of 0.65, 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
- -0.70%
- Beta
- 1.02
- R²
- 0.65
- Upside Capture
- 104.49%
- Downside Capture
- 112.27%
Expense Ratio
QVAL has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QVAL ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) and compare them to a chosen benchmark (S&P 500 Index).
| QVAL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.90 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.39 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.40 | +0.30 |
Martin ratioReturn relative to average drawdown | 7.34 | 6.61 | +0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QVAL 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 U.S. Quantitative Value ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.81 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.81 | $0.70 | $0.77 | $0.71 | $0.64 | $0.46 | $0.52 | $0.61 | $0.41 | $0.33 | $0.32 |
Dividend yield | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Architect U.S. Quantitative Value 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 | $0.21 | $0.21 | |||||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.24 | $0.70 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.21 | $0.77 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.19 | $0.71 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.29 | $0.64 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.28 | $0.46 |
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 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 U.S. Quantitative Value ETF was 51.49%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.
The current Alpha Architect U.S. Quantitative Value ETF drawdown is 2.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.49% | Jan 29, 2018 | 541 | Mar 23, 2020 | 245 | Mar 12, 2021 | 786 |
| -27.17% | Nov 17, 2021 | 215 | Sep 26, 2022 | 235 | Sep 1, 2023 | 450 |
| -21.41% | Dec 3, 2024 | 86 | Apr 8, 2025 | 121 | Oct 1, 2025 | 207 |
| -13.23% | Mar 22, 2016 | 68 | Jun 27, 2016 | 34 | Aug 15, 2016 | 102 |
| -12.04% | Jan 5, 2016 | 27 | Feb 11, 2016 | 13 | Mar 2, 2016 | 40 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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