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AAEQ vs. QMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AAEQ vs. QMOM

Last updated Jun 24, 2026

AAEQ (Alpha Architect US Equity 2 ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - AAEQ is a Large Cap Blend Equities fund actively managed by Alpha Architect, while QMOM is a Momentum fund actively managed by Alpha Architect. Both are actively managed. A 0.74 correlation means they provide meaningful diversification when combined. AAEQ charges 0.15%/yr vs 0.28%/yr for QMOM.

Performance

AAEQ vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect US Equity 2 ETF (AAEQ) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAEQ achieves a 5.97% return, which is significantly lower than QMOM's 19.77% return.

AAEQ

1D
-1.35%
1M
-1.80%
YTD
5.97%
6M
4.57%
1Y
—
3Y*
—
5Y*
—
10Y*
—

QMOM

1D
-2.68%
1M
0.91%
YTD
19.77%
6M
17.29%
1Y
23.83%
3Y*
21.42%
5Y*
10.17%
10Y*
13.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAEQ vs. QMOM - Yearly Performance Comparison

2026 (YTD)2025
AAEQ
Alpha Architect US Equity 2 ETF		5.97%-1.11%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF		19.77%-0.31%

Correlation

The correlation between AAEQ and QMOM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.74

AAEQ vs. QMOM - Sectors Allocation Comparison

Sectors
AAEQ
QMOM

Technology

40.5%
24.6%

Communication Services

12.2%
2.0%

Financial Services

11.6%
1.9%

Consumer Cyclical

9.1%
6.0%

Healthcare

9.0%
8.0%

Industrials

6.1%
25.6%

Consumer Defensive

4.5%
2.0%

Energy

2.9%
16.0%

Real Estate

1.6%

-

Utilities

1.5%
2.0%

Basic Materials

1.1%
15.9%

Technology

AAEQ
40.5%
QMOM
24.6%

Communication Services

AAEQ
12.2%
QMOM
2.0%

Financial Services

AAEQ
11.6%
QMOM
1.9%

Consumer Cyclical

AAEQ
9.1%
QMOM
6.0%

Healthcare

AAEQ
9.0%
QMOM
8.0%

Industrials

AAEQ
6.1%
QMOM
25.6%

Consumer Defensive

AAEQ
4.5%
QMOM
2.0%

Energy

AAEQ
2.9%
QMOM
16.0%

Real Estate

AAEQ
1.6%
QMOM

-

Utilities

AAEQ
1.5%
QMOM
2.0%

Basic Materials

AAEQ
1.1%
QMOM
15.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Alpha Architect US Equity 2 ETF

Alpha Architect U.S. Quantitative Momentum ETF

Often compared with AAEQ:
AAEQ vs. BUFXAAEQ vs. BDGSAAEQ vs. BLCRAAEQ vs. HIDEAAEQ vs. QVALAAEQ vs. CAOSAAEQ vs. BBLU
Often compared with QMOM:
QMOM vs. SPMOQMOM vs. MTUMQMOM vs. IWMO.LQMOM vs. VFMOQMOM vs. VOOQMOM vs. AVUVQMOM vs. XMMO

Return for Risk

AAEQ vs. QMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AAEQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QMOM
QMOM Risk / Return Rank: 3333
Overall Rank
QMOM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QMOM Sortino Ratio Rank: 2727
Sortino Ratio Rank
QMOM Omega Ratio Rank: 2828
Omega Ratio Rank
QMOM Calmar Ratio Rank: 3939
Calmar Ratio Rank
QMOM Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAEQ vs. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect US Equity 2 ETF (AAEQ) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

AAEQQMOMDifference
Sharpe ratioReturn per unit of total volatility

—

0.97

—

Sortino ratioReturn per unit of downside risk

—

1.43

—

Omega ratioGain probability vs. loss probability

—

1.19

—

Calmar ratioReturn relative to maximum drawdown

—

1.89

—

Martin ratioReturn relative to average drawdown

—

6.64

—

AAEQ vs. QMOM - Sharpe Ratio Comparison

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Drawdowns

AAEQ vs. QMOM - Drawdown Comparison

The maximum AAEQ drawdown since its inception was -10.26%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for AAEQ and QMOM.

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Drawdown Indicators

AAEQQMOMDifference

Max Drawdown

Largest peak-to-trough decline

-10.26%

-39.13%

+28.87%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.65%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-26.46%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.82%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.13%

—

Current Drawdown

Current decline from peak

-3.43%

-4.27%

+0.84%

Average Drawdown

Average peak-to-trough decline

-2.43%

-12.89%

+10.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.60%

—

Volatility

AAEQ vs. QMOM - Volatility Comparison

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Volatility by Period

AAEQQMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

9.55%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

21.17%

—

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

24.71%

-10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.32%

24.42%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.32%

26.62%

-12.30%

AAEQ vs. QMOM - Expense Ratio Comparison

AAEQ has a 0.15% expense ratio, which is lower than QMOM's 0.28% expense ratio.

Dividends

AAEQ vs. QMOM - Dividend Comparison

AAEQ's dividend yield for the trailing twelve months is around 0.09%, less than QMOM's 0.45% yield.

PositionTTM2025202420232022202120202019201820172016
AAEQ
Alpha Architect US Equity 2 ETF		0.09%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF		0.45%0.54%1.40%0.87%1.59%0.12%0.08%0.01%0.05%0.13%0.34%

Frequently Asked Questions

AAEQ and QMOM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AAEQ is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AAEQ is cheaper with a 0.15% expense ratio, compared with 0.28% for QMOM.

QMOM has the higher dividend yield at 0.45%, compared with 0.09% for AAEQ.

AAEQ is categorized as Large Cap Blend Equities, while QMOM is Momentum. Their fees differ too: 0.15% for AAEQ and 0.28% for QMOM.

Portfolio Optimizer

Find the right allocation for AAEQ and QMOM

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