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
| ISIN | US02072L1026 |
|---|---|
| CUSIP | 02072L102 |
| Issuer | EMPIRICAL FINANCE LLC |
| Inception Date | Oct 22, 2014 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Index Tracked | QVAL-US - Alpha Architect Quantitative Value Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
QVAL has a high expense ratio of 0.49%, indicating higher-than-average management fees.
Share Price Chart
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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 6.00% year-to-date (YTD) and 31.14% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.00% | 5.57% |
| 1 month | -4.81% | -4.16% |
| 6 months | 22.11% | 20.07% |
| 1 year | 31.14% | 20.82% |
| 5 years (annualized) | 9.70% | 11.56% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.22% | 3.01% | 7.86% | |||||||||
| 2023 | -4.84% | 6.82% | 7.84% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of QVAL is 82, placing it in the top 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Alpha Architect U.S. Quantitative Value ETF(QVAL)
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 granted a 1.56% dividend yield in the last twelve months. The annual payout for that period amounted to $0.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.67 | $0.71 | $0.64 | $0.46 | $0.52 | $0.61 | $0.41 | $0.33 | $0.32 | $0.30 | $0.04 |
Dividend yield | 1.56% | 1.76% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | |||||||||
| 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 |
| 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
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 4.81%.
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 4.06%, 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.