PortfoliosLab logoPortfoliosLab logo
AAVM vs. QMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAVM vs. QMOM - Performance Comparison

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

Loading graphics...

AAVM vs. QMOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

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

AAVM
AAVM Risk / Return Rank: 8484
Overall Rank
AAVM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AAVM Sortino Ratio Rank: 8484
Sortino Ratio Rank
AAVM Omega Ratio Rank: 8585
Omega Ratio Rank
AAVM Calmar Ratio Rank: 8282
Calmar Ratio Rank
AAVM Martin Ratio Rank: 8787
Martin Ratio Rank

QMOM
QMOM Risk / Return Rank: 4343
Overall Rank
QMOM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QMOM Sortino Ratio Rank: 3636
Sortino Ratio Rank
QMOM Omega Ratio Rank: 3535
Omega Ratio Rank
QMOM Calmar Ratio Rank: 5858
Calmar Ratio Rank
QMOM Martin Ratio Rank: 5252
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.

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.


AAVMQMOMDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.61

+1.01

Sortino ratio

Return per unit of downside risk

2.21

0.97

+1.24

Omega ratio

Gain probability vs. loss probability

1.34

1.13

+0.21

Calmar ratio

Return relative to maximum drawdown

2.38

1.35

+1.02

Martin ratio

Return relative to average drawdown

10.49

4.68

+5.81

AAVM vs. QMOM - Sharpe Ratio Comparison

The current AAVM Sharpe Ratio is 1.62, which is higher than the QMOM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AAVM and QMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AAVMQMOMDifference

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.


TTM2025202420232022202120202019201820172016
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.


Loading graphics...

Drawdown Indicators


AAVMQMOMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.57%

-7.48%

-0.09%

Average Drawdown

Average peak-to-trough decline

-13.55%

-13.11%

-0.44%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


AAVMQMOMDifference

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%