IMOM vs. MOOD

Last updated Aug 2, 2026

IMOM (Alpha Architect International Quantitative Momentum ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both exchange-traded funds - IMOM is a Momentum fund actively managed by Alpha Architect, while MOOD is a Tactical Allocation fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, IMOM returned 19.43%/yr vs 19.14%/yr for MOOD. Their 0.73 correlation means they have sometimes moved together and sometimes differently. IMOM charges 0.38%/yr vs 0.73%/yr for MOOD.

Performance

IMOM vs. MOOD - Performance Comparison

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

Returns By Period

In the year-to-date period, IMOM achieves a 6.07% return, which is significantly lower than MOOD's 13.27% return.

IMOM

• 1D: 1.01%
• 1M: -5.82%
• 6M: -2.57%
• YTD: 6.07%
• 1Y: 24.42%
• 3Y*: 19.43%
• 5Y*: 5.76%
• 10Y*: 6.46%
• ALL TIME*: 6.86%

MOOD

• 1D: 0.04%
• 1M: -0.12%
• 6M: 5.83%
• YTD: 13.27%
• 1Y: 32.12%
• 3Y*: 19.14%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IMOM Alpha Architect International Quantitative Momentum ETF	$662.97K	$645.03K	$675.79K
MOOD Relative Sentiment Tactical Allocation ETF	$594.91K	$566.29K	$735.34K

IMOM vs. MOOD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IMOM Alpha Architect International Quantitative Momentum ETF	6.07%	47.20%	5.22%	9.15%	0.05%
MOOD Relative Sentiment Tactical Allocation ETF	13.27%	30.39%	12.53%	12.56%	-3.31%

Correlation

The correlation between IMOM and MOOD is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.73

The correlation between IMOM and MOOD has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

IMOM vs. MOOD - Sectors Allocation Comparison

Sectors	IMOM	MOOD
Industrials	34.5%	9.9%
Technology	23.6%	33.5%
Basic Materials	9.9%	5.9%
Energy	7.9%	3.0%
Utilities	7.9%	2.2%
Communication Services	6.0%	8.6%
Financial Services	6.0%	12.4%
Real Estate	2.1%	2.1%
Healthcare	2.0%	9.0%
Consumer Cyclical	1.7%	9.0%
Consumer Defensive	-	4.4%

Return for Risk

IMOM vs. MOOD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IMOM

IMOM Risk / Return Rank: 45
IMOM Sharpe Ratio Rank: 46
IMOM Sortino Ratio Rank: 46
IMOM Omega Ratio Rank: 47
IMOM Calmar Ratio Rank: 42
IMOM Martin Ratio Rank: 44

MOOD

MOOD Risk / Return Rank: 84
MOOD Sharpe Ratio Rank: 89
MOOD Sortino Ratio Rank: 80
MOOD Omega Ratio Rank: 90
MOOD Calmar Ratio Rank: 85
MOOD Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IMOM vs. MOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and Relative Sentiment Tactical Allocation ETF (MOOD). 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.

	IMOM	MOOD	Difference
Sharpe ratio: Return per unit of total volatility	1.14	2.14	-1.00
Sortino ratio: Return per unit of downside risk	1.66	2.57	-0.91
Omega ratio: Gain probability vs. loss probability	1.22	1.42	-0.20
Calmar ratio: Return relative to maximum drawdown	1.50	3.23	-1.74
Martin ratio: Return relative to average drawdown	4.93	9.79	-4.85

IMOM vs. MOOD - Sharpe Ratio Comparison

The current IMOM Sharpe Ratio is 1.14, which is lower than the MOOD Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IMOM and MOOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IMOM vs. MOOD - Drawdown Comparison

The maximum IMOM drawdown since its inception was -45.74%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for IMOM and MOOD.

Drawdown Indicators

	IMOM	MOOD	Difference
Max Drawdown Largest peak-to-trough decline	-45.74%	-14.34%	-31.40%
Max Drawdown (1Y) Largest decline over 1 year	-16.75%	-9.71%	-7.04%
Max Drawdown (3Y) Largest decline over 3 years	-17.51%	-9.71%	-7.80%
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	-12.35%	-2.08%	-10.27%
Average Drawdown Average peak-to-trough decline	-14.08%	-2.30%	-11.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.07%	3.20%	+1.87%

Volatility

IMOM vs. MOOD - Volatility Comparison

Alpha Architect International Quantitative Momentum ETF (IMOM) has a higher volatility of 8.90% compared to Relative Sentiment Tactical Allocation ETF (MOOD) at 2.45%. This indicates that IMOM's price experiences larger fluctuations and is considered to be riskier than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMOM	MOOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.90%	2.45%	+6.45%
Volatility (6M) Calculated over the trailing 6-month period	19.66%	12.23%	+7.43%
Volatility (1Y) Calculated over the trailing 1-year period	22.00%	14.69%	+7.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.31%	12.09%	+8.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.32%	12.09%	+8.23%

IMOM vs. MOOD - Expense Ratio Comparison

IMOM has a 0.38% expense ratio, which is lower than MOOD's 0.73% expense ratio.

Dividends

IMOM vs. MOOD - Dividend Comparison

IMOM's dividend yield for the trailing twelve months is around 2.38%, more than MOOD's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IMOM Alpha Architect International Quantitative Momentum ETF	2.38%	2.53%	4.52%	2.95%	6.06%	1.27%	0.59%	1.17%	0.78%	1.11%	0.54%
MOOD Relative Sentiment Tactical Allocation ETF	0.36%	0.40%	1.33%	1.34%	1.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IMOM and MOOD in my portfolio?

IMOM and MOOD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMOM or MOOD?

IMOM has higher volatility (8.90%) compared to MOOD (2.45%). In terms of maximum drawdown, IMOM dropped -45.74% vs MOOD's -14.34%.

Which ETF is better, IMOM or MOOD?

On 3-year performance, IMOM leads with 19.43% vs 19.14% for MOOD. On fees, IMOM is cheaper at 0.38% per year. On volatility, MOOD has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IMOM or MOOD?

Over the 3-year period, IMOM has performed better with a 19.43% return vs 19.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IMOM or MOOD?

IMOM is cheaper with a 0.38% expense ratio, compared with 0.73% for MOOD.

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

IMOM has the higher dividend yield at 2.38%, compared with 0.36% for MOOD.

What is the main difference between IMOM and MOOD?

IMOM is categorized as Momentum, while MOOD is Tactical Allocation. Their fees differ too: 0.38% for IMOM and 0.73% for MOOD.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.14 vs 1.14), 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.