AMOM vs. QMOM
Compare and contrast key facts about QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
AMOM and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMOM is an actively managed fund by Exchange Traded Concepts. It was launched on May 21, 2019. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.
Performance
AMOM vs. QMOM - Performance Comparison
Loading graphics...
AMOM vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | -0.91% | 7.69% | 35.79% | 27.06% | -26.29% | 13.08% | 53.81% | 9.33% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 6.82% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 7.27% |
Returns By Period
In the year-to-date period, AMOM achieves a -0.91% return, which is significantly lower than QMOM's 6.82% return.
AMOM
- 1D
- 2.17%
- 1M
- -5.43%
- YTD
- -0.91%
- 6M
- -1.05%
- 1Y
- 26.38%
- 3Y*
- 19.41%
- 5Y*
- 7.77%
- 10Y*
- —
QMOM
- 1D
- 2.11%
- 1M
- -5.53%
- YTD
- 6.82%
- 6M
- 9.12%
- 1Y
- 17.89%
- 3Y*
- 16.74%
- 5Y*
- 6.54%
- 10Y*
- 12.39%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AMOM vs. QMOM - Expense Ratio Comparison
AMOM has a 0.75% expense ratio, which is higher than QMOM's 0.28% expense ratio.
Return for Risk
AMOM vs. QMOM — Risk / Return Rank
AMOM
QMOM
AMOM vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) 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.
| AMOM | QMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.70 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.08 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.33 | +0.80 |
Martin ratioReturn relative to average drawdown | 7.20 | 4.59 | +2.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMOM | QMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.70 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.27 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.13 |
Correlation
The correlation between AMOM and QMOM is 0.79, 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
AMOM vs. QMOM - Dividend Comparison
AMOM's dividend yield for the trailing twelve months is around 0.09%, less than QMOM's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF | 0.09% | 0.09% | 0.00% | 0.47% | 0.72% | 0.74% | 24.31% | 5.51% | 0.00% | 0.00% | 0.00% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.51% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
Drawdowns
AMOM vs. QMOM - Drawdown Comparison
The maximum AMOM drawdown since its inception was -39.68%, roughly equal to the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for AMOM and QMOM.
Loading graphics...
Drawdown Indicators
| AMOM | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.68% | -39.13% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -13.55% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -27.00% | -12.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.13% | — |
Current DrawdownCurrent decline from peak | -7.58% | -5.53% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -13.11% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.93% | -0.06% |
Volatility
AMOM vs. QMOM - Volatility Comparison
The current volatility for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) is 8.91%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 11.62%. This indicates that AMOM 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
| AMOM | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 11.62% | -2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 17.66% | 19.19% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.27% | 25.76% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.52% | 24.73% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 26.28% | -1.30% |