DFVX vs. QMOM

Last updated Jun 3, 2026

DFVX (Dimensional US Large Cap Vector ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - DFVX is a Large Cap Value Equities fund actively managed by Dimensional, while QMOM is a Momentum fund actively managed by Alpha Architect. Both are actively managed. Over the past year, DFVX returned 26.10% vs 32.33% for QMOM. A 0.74 correlation means they provide meaningful diversification when combined. DFVX charges 0.22%/yr vs 0.28%/yr for QMOM.

Performance

DFVX vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Vector ETF (DFVX) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFVX achieves a 11.47% return, which is significantly lower than QMOM's 25.11% return.

DFVX

• 1D: 0.21%
• 1M: 3.03%
• YTD: 11.47%
• 6M: 12.46%
• 1Y: 26.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QMOM

• 1D: 1.78%
• 1M: 6.76%
• YTD: 25.11%
• 6M: 27.55%
• 1Y: 32.33%
• 3Y*: 23.37%
• 5Y*: 11.72%
• 10Y*: 13.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVX vs. QMOM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFVX Dimensional US Large Cap Vector ETF	11.47%	15.35%	17.72%	9.85%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	25.11%	2.36%	30.43%	16.63%

Correlation

The correlation between DFVX and QMOM is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (All Time) Calculated using the full available price history since Nov 3, 2023	0.74

The correlation between DFVX and QMOM has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

DFVX vs. QMOM - Sectors Allocation Comparison

Sectors	DFVX	QMOM
Technology	19.8%	23.9%
Communication Services	14.3%	4.2%
Industrials	14.2%	37.5%
Financial Services	11.9%	1.9%
Consumer Cyclical	11.4%	7.4%
Healthcare	10.0%	8.9%
Energy	7.4%	5.5%
Consumer Defensive	7.1%	1.6%
Basic Materials	3.2%	9.0%
Utilities	0.4%	2.0%
Real Estate	0.1%	-

Return for Risk

DFVX vs. QMOM — Risk / Return Rank

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

DFVX

DFVX Risk / Return Rank: 75
DFVX Sharpe Ratio Rank: 74
DFVX Sortino Ratio Rank: 75
DFVX Omega Ratio Rank: 72
DFVX Calmar Ratio Rank: 72
DFVX Martin Ratio Rank: 80

QMOM

QMOM Risk / Return Rank: 44
QMOM Sharpe Ratio Rank: 39
QMOM Sortino Ratio Rank: 37
QMOM Omega Ratio Rank: 38
QMOM Calmar Ratio Rank: 52
QMOM Martin Ratio Rank: 56

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.

DFVX vs. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) 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.

	DFVX	QMOM	Difference
Sharpe ratio Return per unit of total volatility	2.43	1.39	+1.04
Sortino ratio Return per unit of downside risk	3.41	1.95	+1.47
Omega ratio Gain probability vs. loss probability	1.44	1.25	+0.19
Calmar ratio Return relative to maximum drawdown	3.70	2.63	+1.07
Martin ratio Return relative to average drawdown	16.19	9.61	+6.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFVX vs. QMOM - Sharpe Ratio Comparison

The current DFVX Sharpe Ratio is 2.43, which is higher than the QMOM Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DFVX and QMOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFVX	QMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	1.39	+1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.49	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.61	0.52	+1.09

Drawdowns

DFVX vs. QMOM - Drawdown Comparison

The maximum DFVX drawdown since its inception was -16.71%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for DFVX and QMOM.

Drawdown Indicators

	DFVX	QMOM	Difference
Max Drawdown Largest peak-to-trough decline	-16.71%	-39.13%	+22.42%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-12.65%	+5.48%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.13%	—
Current Drawdown Current decline from peak	-0.08%	0.00%	-0.08%
Average Drawdown Average peak-to-trough decline	-1.79%	-12.92%	+11.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	3.45%	-1.81%

Volatility

DFVX vs. QMOM - Volatility Comparison

The current volatility for Dimensional US Large Cap Vector ETF (DFVX) is 2.49%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 8.29%. This indicates that DFVX 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.

Volatility by Period

	DFVX	QMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.49%	8.29%	-5.80%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	19.87%	-11.83%
Volatility (1Y) Calculated over the trailing 1-year period	10.77%	23.30%	-12.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	24.20%	-10.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.67%	26.49%	-12.82%

DFVX vs. QMOM - Expense Ratio Comparison

DFVX has a 0.22% expense ratio, which is lower than QMOM's 0.28% expense ratio.

Dividends

DFVX vs. QMOM - Dividend Comparison

DFVX's dividend yield for the trailing twelve months is around 1.17%, more than QMOM's 0.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DFVX Dimensional US Large Cap Vector ETF	1.17%	1.21%	1.22%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.43%	0.54%	1.40%	0.87%	1.59%	0.12%	0.08%	0.01%	0.05%	0.13%	0.34%

Frequently Asked Questions

Can I hold both DFVX and QMOM in my portfolio?

DFVX and QMOM have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFVX or QMOM?

QMOM has higher volatility (8.29%) compared to DFVX (2.49%). In terms of maximum drawdown, DFVX dropped -16.71% vs QMOM's -39.13%.

Which ETF is better, DFVX or QMOM?

On 1-year performance, QMOM leads with 32.33% vs 26.10% for DFVX. On fees, DFVX is cheaper at 0.22% per year. On volatility, DFVX has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFVX or QMOM?

Over the 1-year period, QMOM has performed better with a 32.33% return vs 26.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFVX or QMOM?

DFVX is cheaper with a 0.22% expense ratio, compared with 0.28% for QMOM.

Which ETF pays a higher dividend yield, DFVX or QMOM?

DFVX has the higher dividend yield at 1.17%, compared with 0.43% for QMOM.

What is the main difference between DFVX and QMOM?

DFVX is categorized as Large Cap Value Equities, while QMOM is Momentum. They also come from different issuers: Dimensional and Alpha Architect. Their fees differ too: 0.22% for DFVX and 0.28% for QMOM.

Which has better risk-adjusted returns?

DFVX currently has the higher Sharpe Ratio (2.43 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.