HIDE vs. QVAL
HIDE (Alpha Architect High Inflation And Deflation ETF) and QVAL (Alpha Architect U.S. Quantitative Value ETF) are both exchange-traded funds - HIDE is a Diversified Portfolio fund actively managed by Alpha Architect, while QVAL is a Mid Cap Value Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, HIDE returned 3.89%/yr vs 20.50%/yr for QVAL. At a 0.34 correlation, their price movements are largely independent. HIDE charges 0.29%/yr vs 0.28%/yr for QVAL.
Performance
HIDE vs. QVAL - Performance Comparison
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Returns By Period
In the year-to-date period, HIDE achieves a 5.36% return, which is significantly lower than QVAL's 14.09% return.
HIDE
- 1D
- 0.14%
- 1M
- -2.13%
- YTD
- 5.36%
- 6M
- 5.18%
- 1Y
- 8.58%
- 3Y*
- 3.89%
- 5Y*
- —
- 10Y*
- —
QVAL
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 14.09%
- 6M
- 12.60%
- 1Y
- 28.74%
- 3Y*
- 20.50%
- 5Y*
- 12.15%
- 10Y*
- 11.91%
HIDE vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HIDE Alpha Architect High Inflation And Deflation ETF | 5.36% | 5.32% | -0.85% | 2.46% | -0.17% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 14.09% | 10.98% | 12.21% | 28.40% | -7.75% |
Correlation
The correlation between HIDE and QVAL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022 | 0.34 |
The correlation between HIDE and QVAL shifts across timeframes, from 0.23 (1 year) to 0.36 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
HIDE vs. QVAL — Risk / Return Rank
HIDE
QVAL
HIDE vs. QVAL - 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 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.
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.
| HIDE | QVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 4.78 | -2.13 |
| Martin ratioReturn relative to average drawdown | 10.88 | 13.37 | -2.49 |
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Drawdowns
HIDE vs. QVAL - Drawdown Comparison
The maximum HIDE drawdown since its inception was -5.15%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for HIDE and QVAL.
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Drawdown Indicators
| HIDE | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.15% | -51.49% | +46.34% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -6.04% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -21.41% | +16.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.49% | — |
Current DrawdownCurrent decline from peak | -3.04% | -2.47% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -0.96% | -7.76% | +6.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 2.15% | -1.36% |
Volatility
HIDE vs. QVAL - Volatility Comparison
The current volatility for Alpha Architect High Inflation And Deflation ETF (HIDE) is 1.51%, while Alpha Architect U.S. Quantitative Value ETF (QVAL) has a volatility of 3.95%. This indicates that HIDE experiences smaller price fluctuations and is considered to be less risky 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
| HIDE | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 3.95% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 4.08% | 10.21% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.62% | 14.71% | -10.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.29% | 21.64% | -17.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.29% | 22.78% | -18.49% |
HIDE vs. QVAL - Expense Ratio Comparison
HIDE has a 0.29% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Dividends
HIDE vs. QVAL - Dividend Comparison
HIDE's dividend yield for the trailing twelve months is around 3.00%, more than QVAL's 1.16% yield.
| Position | 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% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.16% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
Frequently Asked Questions
HIDE and QVAL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QVAL has higher volatility (3.95%) compared to HIDE (1.51%). In terms of maximum drawdown, HIDE dropped -5.15% vs QVAL's -51.49%.
On 3-year performance, QVAL leads with 20.50% vs 3.89% for HIDE. On fees, QVAL is cheaper at 0.28% per year. On volatility, HIDE has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QVAL has performed better with a 20.50% return vs 3.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QVAL is cheaper with a 0.28% expense ratio, compared with 0.29% for HIDE.
HIDE has the higher dividend yield at 3.00%, compared with 1.16% for QVAL.
HIDE is categorized as Diversified Portfolio, while QVAL is Mid Cap Value Equities. Their fees differ too: 0.29% for HIDE and 0.28% for QVAL.
QVAL currently has the higher Sharpe Ratio (1.96 vs 1.87), 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.
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