EZMO vs. IMOM

Last updated Jun 25, 2026

EZMO (AlphaDroid Broad Markets Momentum ETF) and IMOM (Alpha Architect International Quantitative Momentum ETF) are both Momentum funds. EZMO is actively managed, while IMOM is passively managed. A 0.60 correlation means they provide meaningful diversification when combined. EZMO charges 0.94%/yr vs 0.38%/yr for IMOM.

Performance

EZMO vs. IMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaDroid Broad Markets Momentum ETF (EZMO) and Alpha Architect International Quantitative Momentum ETF (IMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EZMO achieves a -2.07% return, which is significantly lower than IMOM's 13.16% return.

EZMO

• 1D: -0.55%
• 1M: -3.20%
• YTD: -2.07%
• 6M: -4.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IMOM

• 1D: -0.56%
• 1M: -3.84%
• YTD: 13.16%
• 6M: 12.20%
• 1Y: 34.06%
• 3Y*: 23.08%
• 5Y*: 7.91%
• 10Y*: 7.32%

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

EZMO vs. IMOM - Yearly Performance Comparison

	2026 (YTD)	2025
EZMO AlphaDroid Broad Markets Momentum ETF	-2.07%	4.05%
IMOM Alpha Architect International Quantitative Momentum ETF	13.16%	8.55%

Correlation

The correlation between EZMO and IMOM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 16, 2025	0.60

Return for Risk

EZMO vs. IMOM — Risk / Return Rank

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

EZMO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IMOM

IMOM Risk / Return Rank: 53
IMOM Sharpe Ratio Rank: 55
IMOM Sortino Ratio Rank: 52
IMOM Omega Ratio Rank: 55
IMOM Calmar Ratio Rank: 49
IMOM 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.

EZMO vs. IMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaDroid Broad Markets Momentum ETF (EZMO) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EZMO	IMOM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.65	—
Sortino ratio: Return per unit of downside risk	—	2.28	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.19	—
Martin ratio: Return relative to average drawdown	—	8.72	—

Drawdowns

EZMO vs. IMOM - Drawdown Comparison

The maximum EZMO drawdown since its inception was -12.82%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for EZMO and IMOM.

Drawdown Indicators

	EZMO	IMOM	Difference
Max Drawdown Largest peak-to-trough decline	-12.82%	-45.74%	+32.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.27%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.74%	—
Current Drawdown Current decline from peak	-11.26%	-6.49%	-4.77%
Average Drawdown Average peak-to-trough decline	-4.69%	-14.12%	+9.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.92%	—

Volatility

Volatility by Period

	EZMO	IMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.91%	20.71%	-3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	20.06%	-3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.91%	20.28%	-3.37%

EZMO vs. IMOM - Expense Ratio Comparison

EZMO has a 0.94% expense ratio, which is higher than IMOM's 0.38% expense ratio.

Dividends

EZMO vs. IMOM - Dividend Comparison

EZMO has not paid dividends to shareholders, while IMOM's dividend yield for the trailing twelve months is around 2.23%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EZMO AlphaDroid Broad Markets Momentum ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IMOM Alpha Architect International Quantitative Momentum ETF	2.23%	2.53%	4.52%	2.95%	6.06%	1.27%	0.59%	1.17%	0.78%	1.11%	0.54%

Frequently Asked Questions

Can I hold both EZMO and IMOM in my portfolio?

EZMO and IMOM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EZMO or IMOM?

On fees, IMOM is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EZMO or IMOM?

IMOM is cheaper with a 0.38% expense ratio, compared with 0.94% for EZMO.

Which ETF pays a higher dividend yield, EZMO or IMOM?

IMOM has the higher dividend yield at 2.23%, compared with 0.00% for EZMO.

What is the main difference between EZMO and IMOM?

They also come from different issuers: AlphaDroid and Alpha Architect. Their fees differ too: 0.94% for EZMO and 0.38% for IMOM.