AAVM vs. QMOM
Compare and contrast key facts about Alpha Architect Global Factor Equity ETF (AAVM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
AAVM and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AAVM is an actively managed fund by Alpha Architect. It was launched on May 2, 2017. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.
Performance
AAVM vs. QMOM - Performance Comparison
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AAVM vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAVM Alpha Architect Global Factor Equity ETF | 6.19% | 18.54% | 12.07% | -0.74% | -7.00% | 3.52% | 4.69% | 4.59% | -15.64% | 14.62% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 4.62% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 12.82% |
Returns By Period
In the year-to-date period, AAVM achieves a 6.19% return, which is significantly higher than QMOM's 4.62% return.
AAVM
- 1D
- 3.68%
- 1M
- -7.57%
- YTD
- 6.19%
- 6M
- 11.24%
- 1Y
- 30.33%
- 3Y*
- 13.80%
- 5Y*
- 5.09%
- 10Y*
- —
QMOM
- 1D
- 5.91%
- 1M
- -6.64%
- YTD
- 4.62%
- 6M
- 6.57%
- 1Y
- 15.61%
- 3Y*
- 15.94%
- 5Y*
- 6.10%
- 10Y*
- 12.16%
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AAVM vs. QMOM - Expense Ratio Comparison
AAVM has a 0.45% expense ratio, which is higher than QMOM's 0.28% expense ratio.
Return for Risk
AAVM vs. QMOM — Risk / Return Rank
AAVM
QMOM
AAVM vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Global Factor Equity ETF (AAVM) 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.
| AAVM | QMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.61 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.21 | 0.97 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.13 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.35 | +1.02 |
Martin ratioReturn relative to average drawdown | 10.49 | 4.68 | +5.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAVM | QMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.61 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.25 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.45 | -0.17 |
Correlation
The correlation between AAVM and QMOM is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AAVM vs. QMOM - Dividend Comparison
AAVM's dividend yield for the trailing twelve months is around 1.93%, more than QMOM's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AAVM Alpha Architect Global Factor Equity ETF | 1.93% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% | 0.00% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.52% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
Drawdowns
AAVM vs. QMOM - Drawdown Comparison
The maximum AAVM drawdown since its inception was -34.71%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for AAVM and QMOM.
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Drawdown Indicators
| AAVM | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -39.13% | +4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -13.55% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -27.00% | +3.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.13% | — |
Current DrawdownCurrent decline from peak | -7.57% | -7.48% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -13.11% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.92% | -0.96% |
Volatility
AAVM vs. QMOM - Volatility Comparison
The current volatility for Alpha Architect Global Factor Equity ETF (AAVM) is 8.08%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 12.00%. This indicates that AAVM experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAVM | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 12.00% | -3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 19.09% | -7.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 25.78% | -6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 24.72% | -9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 26.28% | -11.46% |