AAUB vs. IMOM
AAUB (Alpha Architect U.S. Equity 4 ETF) and IMOM (Alpha Architect International Quantitative Momentum ETF) are both exchange-traded funds - AAUB is a Large Cap Blend Equities fund actively managed by Alpha Architect, while IMOM is a Momentum fund tracking the Alpha Architect Intern.Quan. Mome. (USD)(TR). AAUB is actively managed, while IMOM is passively managed. Their -0.80 correlation means they have often moved in opposite directions in the past. AAUB charges 0.09%/yr vs 0.38%/yr for IMOM.
Performance
AAUB vs. IMOM - Performance Comparison
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Returns By Period
AAUB
- 1D
- -0.18%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IMOM
- 1D
- -3.12%
- 1M
- -7.61%
- 6M
- -9.09%
- YTD
- 3.17%
- 1Y
- 23.11%
- 3Y*
- 18.37%
- 5Y*
- 5.00%
- 10Y*
- 6.12%
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.14K | $149.14K | $149.14K | |
| $654.35K | $674.39K | $700.95K |
AAUB vs. IMOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
AAUB Alpha Architect U.S. Equity 4 ETF | -0.65% |
IMOM Alpha Architect International Quantitative Momentum ETF | -4.92% |
Correlation
The correlation between AAUB and IMOM is -0.80, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2026 | -0.80 |
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Return for Risk
AAUB vs. IMOM — Risk / Return Rank
AAUB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IMOM
AAUB vs. IMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Equity 4 ETF (AAUB) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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.
| AAUB | IMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.49 | — |
| Martin ratioReturn relative to average drawdown | — | 4.80 | — |
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Drawdowns
AAUB vs. IMOM - Drawdown Comparison
The maximum AAUB drawdown since its inception was -0.67%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for AAUB and IMOM.
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Drawdown Indicators
| AAUB | IMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.67% | -45.74% | +45.07% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.61% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.74% | — |
Current DrawdownCurrent decline from peak | -0.67% | -14.75% | +14.08% |
Average DrawdownAverage peak-to-trough decline | -0.38% | -14.08% | +13.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.83% | — |
Volatility
AAUB vs. IMOM - Volatility Comparison
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Volatility by Period
| AAUB | IMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.42% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 21.64% | -17.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.04% | 20.21% | -16.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.04% | 20.27% | -16.23% |
AAUB vs. IMOM - Expense Ratio Comparison
AAUB has a 0.09% expense ratio, which is lower than IMOM's 0.38% expense ratio.
Dividends
AAUB vs. IMOM - Dividend Comparison
AAUB has not paid dividends to shareholders, while IMOM's dividend yield for the trailing twelve months is around 2.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AAUB Alpha Architect U.S. Equity 4 ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMOM Alpha Architect International Quantitative Momentum ETF | 2.45% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% |
Frequently Asked Questions
AAUB and IMOM have a correlation of -0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AAUB is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AAUB is cheaper with a 0.09% expense ratio, compared with 0.38% for IMOM.
IMOM has the higher dividend yield at 2.45%, compared with 0.00% for AAUB.
AAUB is categorized as Large Cap Blend Equities, while IMOM is Momentum. Their fees differ too: 0.09% for AAUB and 0.38% for IMOM.
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