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Alpha Architect U.S. Quantitative Value ETF (QVAL)

ETF · Currency in USD · Last updated Dec 2, 2023

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.

Summary

ETF Info

ISINUS02072L1026
CUSIP02072L102
IssuerEMPIRICAL FINANCE LLC
Inception DateOct 22, 2014
RegionNorth America (U.S.)
CategoryAll Cap Equities
Index TrackedQVAL-US - Alpha Architect Quantitative Value Index
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Alpha Architect U.S. Quantitative Value ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.


0.49%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
80.04%
140.09%
QVAL (Alpha Architect U.S. Quantitative Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with QVAL

Alpha Architect U.S. Quantitative Value ETF

Popular comparisons: QVAL vs. JEPQ, QVAL vs. AVUV, QVAL vs. VLUE, QVAL vs. SNPE, QVAL vs. VBR, QVAL vs. VTV, QVAL vs. QQQ, QVAL vs. QQQJ, QVAL vs. IVV, QVAL vs. SCHD

Return

Alpha Architect U.S. Quantitative Value ETF had a return of 21.65% year-to-date (YTD) and 11.84% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date21.65%19.67%
1 month7.77%8.42%
6 months19.44%7.29%
1 year11.84%12.71%
5 years (annualized)8.00%10.75%
10 years (annualized)N/A9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-6.77%12.38%6.30%0.95%0.32%-4.84%6.82%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QVAL
Alpha Architect U.S. Quantitative Value ETF
0.53
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Alpha Architect U.S. Quantitative Value ETF Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.53
0.91
QVAL (Alpha Architect U.S. Quantitative Value ETF)
Benchmark (^GSPC)

Dividend History

Alpha Architect U.S. Quantitative Value ETF granted a 2.09% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.


PeriodTTM202220212020201920182017201620152014
Dividend$0.81$0.64$0.46$0.52$0.61$0.41$0.33$0.32$0.30$0.04

Dividend yield

2.09%2.00%1.23%1.86%1.99%1.64%1.08%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.14$0.00$0.00
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
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
2020$0.00$0.00$0.07$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.27
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
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
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
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
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
2014$0.04

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-4.21%
QVAL (Alpha Architect U.S. Quantitative Value ETF)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.49%Jan 29, 2018541Mar 23, 2020245Mar 12, 2021786
-30.08%Apr 24, 2015203Feb 11, 2016410Oct 2, 2017613
-27.17%Nov 17, 2021215Sep 26, 2022235Sep 1, 2023450
-8.14%Sep 15, 202331Oct 27, 202324Dec 1, 202355
-7.57%May 10, 202129Jun 18, 202137Aug 11, 202166

Volatility Chart

The current Alpha Architect U.S. Quantitative Value ETF volatility is 6.18%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.18%
2.79%
QVAL (Alpha Architect U.S. Quantitative Value ETF)
Benchmark (^GSPC)