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AAVM vs. QVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAVM vs. QVAL - 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 Value ETF (QVAL). The values are adjusted to include any dividend payments, if applicable.

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AAVM vs. QVAL - 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%
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-17.28%20.81%

Returns By Period

In the year-to-date period, AAVM achieves a 6.19% return, which is significantly lower than QVAL's 7.30% return.


AAVM

1D
3.68%
1M
-7.57%
YTD
6.19%
6M
11.24%
1Y
30.33%
3Y*
13.80%
5Y*
5.09%
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)

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AAVM vs. QVAL - Expense Ratio Comparison

AAVM has a 0.45% expense ratio, which is higher than QVAL's 0.28% expense ratio.


Return for Risk

AAVM vs. QVAL — 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

QVAL
QVAL Risk / Return Rank: 7272
Overall Rank
QVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVAL Omega Ratio Rank: 7272
Omega Ratio Rank
QVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
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. QVAL - 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 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.


AAVMQVALDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.21

+0.41

Sortino ratio

Return per unit of downside risk

2.21

1.85

+0.36

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

2.38

1.70

+0.67

Martin ratio

Return relative to average drawdown

10.49

7.34

+3.15

AAVM vs. QVAL - Sharpe Ratio Comparison

The current AAVM Sharpe Ratio is 1.62, which is higher than the QVAL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AAVM and QVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AAVMQVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.21

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.54

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.46

-0.18

Correlation

The correlation between AAVM and QVAL is 0.70, 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

AAVM vs. QVAL - Dividend Comparison

AAVM's dividend yield for the trailing twelve months is around 1.93%, more than QVAL's 1.56% 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%
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

AAVM vs. QVAL - Drawdown Comparison

The maximum AAVM drawdown since its inception was -34.71%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for AAVM and QVAL.


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Drawdown Indicators


AAVMQVALDifference

Max Drawdown

Largest peak-to-trough decline

-34.71%

-51.49%

+16.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-14.61%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-27.17%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

Current Drawdown

Current decline from peak

-7.57%

-2.87%

-4.70%

Average Drawdown

Average peak-to-trough decline

-13.55%

-7.91%

-5.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.39%

-0.43%

Volatility

AAVM vs. QVAL - Volatility Comparison

Alpha Architect Global Factor Equity ETF (AAVM) has a higher volatility of 8.08% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.37%. This indicates that AAVM's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAVMQVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

4.37%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

10.21%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

20.19%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

21.64%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

22.80%

-7.98%