Alpha Architect U.S. Quantitative Value ETF (QVAL)
QVAL is a passive ETF by EMPIRICAL FINANCE LLC tracking the investment results of the QVAL-US - Alpha Architect Quantitative Value Index. QVAL launched on Oct 22, 2014 and has a 0.49% expense ratio.
ETF Info
US02072L1026
02072L102
Oct 22, 2014
North America (U.S.)
1x
QVAL-US - Alpha Architect Quantitative Value Index
Multi-Cap
Blend
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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.
Returns By Period
Alpha Architect U.S. Quantitative Value ETF had a return of 15.45% year-to-date (YTD) and 25.13% in the last 12 months. Over the past 10 years, Alpha Architect U.S. Quantitative Value ETF had an annualized return of 7.43%, while the S&P 500 had an annualized return of 11.16%, indicating that Alpha Architect U.S. Quantitative Value ETF did not perform as well as the benchmark.
QVAL
15.45%
1.96%
6.61%
25.13%
11.12%
7.43%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of QVAL, 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 | 0.22% | 3.01% | 7.86% | -4.81% | 5.10% | -4.05% | 5.64% | -0.39% | 2.63% | -3.35% | 15.45% | ||
| 2023 | 9.68% | -0.82% | -2.78% | -1.80% | -6.77% | 12.38% | 6.30% | 0.95% | 0.32% | -4.85% | 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% |
| 2020 | -6.34% | -11.34% | -28.05% | 16.12% | 4.56% | 2.49% | 4.19% | 4.24% | 0.77% | -3.02% | 14.98% | 3.67% | -5.93% |
| 2019 | 14.55% | 1.89% | -1.51% | 4.34% | -13.99% | 9.49% | 1.37% | -7.52% | 6.45% | 5.20% | 3.23% | 1.35% | 24.06% |
| 2018 | 5.37% | -3.15% | -3.47% | -1.49% | 3.09% | 1.68% | 2.42% | 1.50% | -3.81% | -7.51% | 0.80% | -12.77% | -17.28% |
| 2017 | 0.44% | 1.57% | 0.82% | 1.38% | -2.88% | 2.44% | 1.02% | -0.70% | 6.30% | -0.26% | 10.20% | 3.27% | 25.59% |
| 2016 | -7.21% | 5.96% | 7.81% | -3.92% | -3.06% | -1.84% | 6.89% | 1.78% | 0.02% | -2.20% | 8.87% | 0.67% | 13.03% |
| 2015 | -2.00% | 8.46% | -0.24% | 0.36% | -0.33% | -3.36% | -4.66% | -3.90% | -4.97% | 4.74% | -1.99% | -5.56% | -13.49% |
| 2014 | 4.41% | 1.28% | -0.42% | 5.30% |
Expense Ratio
QVAL features an expense ratio of 0.49%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QVAL is 61, 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 Value ETF (QVAL) 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 Value ETF provided a 1.62% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.75 | $0.71 | $0.64 | $0.46 | $0.52 | $0.61 | $0.41 | $0.33 | $0.32 | $0.30 | $0.04 |
Dividend yield | 1.62% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.56 | |
| 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 |
| 2020 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.27 | $0.52 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.25 | $0.61 |
| 2018 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.18 | $0.41 |
| 2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.33 |
| 2016 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.32 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.30 |
| 2014 | $0.04 | $0.04 |
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.
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 1.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.49% | Jan 29, 2018 | 541 | Mar 23, 2020 | 245 | Mar 12, 2021 | 786 |
| -30.08% | Apr 24, 2015 | 203 | Feb 11, 2016 | 413 | Oct 2, 2017 | 616 |
| -27.17% | Nov 17, 2021 | 215 | Sep 26, 2022 | 235 | Sep 1, 2023 | 450 |
| -8.14% | Sep 15, 2023 | 31 | Oct 27, 2023 | 24 | Dec 1, 2023 | 55 |
| -7.57% | May 10, 2021 | 29 | Jun 18, 2021 | 37 | Aug 11, 2021 | 66 |
Volatility
Volatility Chart
The current Alpha Architect U.S. Quantitative Value ETF volatility is 3.86%, 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.