AAUB vs. QMOM
AAUB (Alpha Architect U.S. Equity 4 ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - AAUB 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. Their 0.00 correlation means their historical movements had little consistent relationship. AAUB charges 0.09%/yr vs 0.28%/yr for QMOM.
Performance
AAUB vs. QMOM - Performance Comparison
Loading charts...
Returns By Period
AAUB
- 1D
- -0.18%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QMOM
- 1D
- -2.28%
- 1M
- -5.56%
- 6M
- 1.31%
- YTD
- 11.30%
- 1Y
- 14.71%
- 3Y*
- 16.86%
- 5Y*
- 9.23%
- 10Y*
- 12.04%
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $149.14K | $149.14K | $149.14K | |
| $1.35M | $1.55M | $2.25M |
AAUB vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
AAUB Alpha Architect U.S. Equity 4 ETF | -0.65% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | -5.07% |
Correlation
The correlation between AAUB and QMOM is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2026 | 0.00 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AAUB vs. QMOM — Risk / Return Rank
AAUB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QMOM
AAUB vs. QMOM - 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 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.
| AAUB | QMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.12 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.17 | — |
| Martin ratioReturn relative to average drawdown | — | 3.60 | — |
Loading charts...
Drawdowns
AAUB vs. QMOM - Drawdown Comparison
The maximum AAUB drawdown since its inception was -0.67%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for AAUB and QMOM.
Loading charts...
Drawdown Indicators
| AAUB | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.67% | -39.13% | +38.46% |
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 DrawdownCurrent decline from peak | -0.67% | -11.04% | +10.37% |
Average DrawdownAverage peak-to-trough decline | -0.38% | -12.83% | +12.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.10% | — |
Volatility
AAUB vs. QMOM - Volatility Comparison
Loading charts...
Volatility by Period
| AAUB | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 21.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 25.38% | -21.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.04% | 24.40% | -20.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.04% | 26.69% | -22.65% |
AAUB vs. QMOM - Expense Ratio Comparison
AAUB has a 0.09% expense ratio, which is lower than QMOM's 0.28% expense ratio.
Dividends
AAUB vs. QMOM - Dividend Comparison
AAUB has not paid dividends to shareholders, while QMOM's dividend yield for the trailing twelve months is around 0.49%.
| 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% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.49% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
Frequently Asked Questions
AAUB and QMOM have a correlation of 0.00, 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 0.28% for QMOM.
QMOM has the higher dividend yield at 0.49%, compared with 0.00% for AAUB.
AAUB is categorized as Large Cap Blend Equities, while QMOM is Momentum. Their fees differ too: 0.09% for AAUB and 0.28% for QMOM.
Find the right allocation for AAUB and QMOM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer