AAVM vs. QVAL
Compare and contrast key facts about Alpha Architect Global Factor Equity ETF (AAVM) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
AAVM and QVAL 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. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
AAVM vs. QVAL - Performance Comparison
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AAVM vs. QVAL - 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% |
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%
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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
AAVM
QVAL
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.
| AAVM | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 1.21 | +0.41 |
Sortino ratioReturn per unit of downside risk | 2.21 | 1.85 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.70 | +0.67 |
Martin ratioReturn relative to average drawdown | 10.49 | 7.34 | +3.15 |
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 | QVAL | Difference | |
|---|---|---|---|
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.
| 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% |
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
| AAVM | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.57% | -2.87% | -4.70% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -7.91% | -5.64% |
Ulcer IndexDepth 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
| AAVM | QVAL | Difference | |
|---|---|---|---|
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% |