AAUS vs. QVAL

Last updated Apr 1, 2026

Compare and contrast key facts about Alpha Architect US Equity ETF (AAUS) and Alpha Architect U.S. Quantitative Value ETF (QVAL).

AAUS and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AAUS is an actively managed fund by Alpha Architect. It was launched on Jul 22, 2025. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.

Performance

AAUS vs. QVAL - Performance Comparison

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

AAUS vs. QVAL - Yearly Performance Comparison

	2026 (YTD)	2025
AAUS Alpha Architect US Equity ETF	-4.94%	9.66%
QVAL Alpha Architect U.S. Quantitative Value ETF	7.30%	9.50%

Returns By Period

In the year-to-date period, AAUS achieves a -4.94% return, which is significantly lower than QVAL's 7.30% return.

AAUS

• 1D: 2.86%
• 1M: -4.75%
• YTD: -4.94%
• 6M: -2.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QVAL

• 1D: 2.26%
• 1M: -2.23%
• YTD: 7.30%
• 6M: 12.78%
• 1Y: 24.34%
• 3Y*: 17.50%
• 5Y*: 11.66%
• 10Y*: 10.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAUS vs. QVAL - Expense Ratio Comparison

AAUS has a 0.15% expense ratio, which is lower than QVAL's 0.28% expense ratio.

QVAL

Alpha Architect U.S. Quantitative Value ETF

AAUS

Alpha Architect US Equity ETF

Return for Risk

AAUS vs. QVAL — Risk / Return Rank

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

QVAL

QVAL Risk / Return Rank: 72
QVAL Sharpe Ratio Rank: 71
QVAL Sortino Ratio Rank: 76
QVAL Omega Ratio Rank: 72
QVAL Calmar Ratio Rank: 70
QVAL Martin Ratio Rank: 74

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.

AAUS vs. QVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect US Equity ETF (AAUS) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.

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

Sharpe Ratios by Period

	AAUS	QVAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.21	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.46	+0.03

Correlation

The correlation between AAUS and QVAL is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AAUS vs. QVAL - Dividend Comparison

AAUS's dividend yield for the trailing twelve months is around 0.39%, less than QVAL's 1.56% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AAUS Alpha Architect US Equity ETF	0.39%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QVAL Alpha Architect U.S. Quantitative Value ETF	1.56%	1.44%	1.72%	1.76%	2.00%	1.23%	1.86%	1.99%	1.64%	1.08%	1.30%

Drawdowns

AAUS vs. QVAL - Drawdown Comparison

The maximum AAUS drawdown since its inception was -9.13%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for AAUS and QVAL.

Drawdown Indicators

	AAUS	QVAL	Difference
Max Drawdown Largest peak-to-trough decline	-9.13%	-51.49%	+42.36%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.49%	—
Current Drawdown Current decline from peak	-6.53%	-2.87%	-3.66%
Average Drawdown Average peak-to-trough decline	-1.40%	-7.91%	+6.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.39%	—

Volatility

Volatility by Period

	AAUS	QVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	20.19%	-7.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.79%	21.64%	-8.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.79%	22.80%	-10.01%