HIDE vs. QMOM
Compare and contrast key facts about Alpha Architect High Inflation And Deflation ETF (HIDE) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).
HIDE and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HIDE is an actively managed fund by Alpha Architect. It was launched on Nov 16, 2022. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.
Performance
HIDE vs. QMOM - Performance Comparison
Loading graphics...
HIDE vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HIDE Alpha Architect High Inflation And Deflation ETF | 5.63% | 5.32% | -0.85% | 2.46% | -0.03% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 4.62% | 2.36% | 30.43% | 9.50% | -5.90% |
Returns By Period
In the year-to-date period, HIDE achieves a 5.63% return, which is significantly higher than QMOM's 4.62% return.
HIDE
- 1D
- 0.25%
- 1M
- 0.33%
- YTD
- 5.63%
- 6M
- 6.93%
- 1Y
- 8.64%
- 3Y*
- 4.06%
- 5Y*
- —
- 10Y*
- —
QMOM
- 1D
- 5.91%
- 1M
- -6.64%
- YTD
- 4.62%
- 6M
- 6.57%
- 1Y
- 15.61%
- 3Y*
- 15.94%
- 5Y*
- 6.10%
- 10Y*
- 12.16%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HIDE vs. QMOM - Expense Ratio Comparison
HIDE has a 0.29% expense ratio, which is higher than QMOM's 0.28% expense ratio.
Return for Risk
HIDE vs. QMOM — Risk / Return Rank
HIDE
QMOM
HIDE vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect High Inflation And Deflation ETF (HIDE) 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.
| HIDE | QMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.61 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.27 | 0.97 | +1.30 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.13 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.35 | +0.99 |
Martin ratioReturn relative to average drawdown | 10.57 | 4.68 | +5.88 |
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
| HIDE | QMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.61 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.25 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.45 | +0.43 |
Correlation
The correlation between HIDE and QMOM is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HIDE vs. QMOM - Dividend Comparison
HIDE's dividend yield for the trailing twelve months is around 3.00%, more than QMOM's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HIDE Alpha Architect High Inflation And Deflation ETF | 3.00% | 3.16% | 2.86% | 3.90% | 6.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.52% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
Drawdowns
HIDE vs. QMOM - Drawdown Comparison
The maximum HIDE drawdown since its inception was -5.15%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for HIDE and QMOM.
Loading graphics...
Drawdown Indicators
| HIDE | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.15% | -39.13% | +33.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.94% | -13.55% | +9.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.13% | — |
Current DrawdownCurrent decline from peak | -0.93% | -7.48% | +6.55% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -13.11% | +12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 3.92% | -3.05% |
Volatility
HIDE vs. QMOM - Volatility Comparison
The current volatility for Alpha Architect High Inflation And Deflation ETF (HIDE) is 1.91%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 12.00%. This indicates that HIDE 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
| HIDE | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 12.00% | -10.09% |
Volatility (6M)Calculated over the trailing 6-month period | 3.71% | 19.09% | -15.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.29% | 25.78% | -20.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.24% | 24.72% | -20.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.24% | 26.28% | -22.04% |