IMOM vs. SMOM
IMOM (Alpha Architect International Quantitative Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - IMOM is a Momentum fund tracking the Alpha Architect Intern.Quan. Mome. (USD)(TR), while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. IMOM is passively managed, while SMOM is actively managed. A 0.63 correlation means they provide meaningful diversification when combined. IMOM charges 0.38%/yr vs 0.63%/yr for SMOM.
Performance
IMOM vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, IMOM achieves a 13.79% return, which is significantly higher than SMOM's 7.03% return.
IMOM
- 1D
- -2.92%
- 1M
- -3.30%
- YTD
- 13.79%
- 6M
- 13.08%
- 1Y
- 36.25%
- 3Y*
- 23.30%
- 5Y*
- 8.09%
- 10Y*
- 7.38%
SMOM
- 1D
- -1.16%
- 1M
- -0.47%
- YTD
- 7.03%
- 6M
- 6.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMOM vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 13.79% | 11.25% |
SMOM Symmetry Panoramic Sector Momentum ETF | 7.03% | 2.78% |
Correlation
The correlation between IMOM and SMOM is 0.63, 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 Sep 10, 2025 | 0.63 |
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Return for Risk
IMOM vs. SMOM — Risk / Return Rank
IMOM
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IMOM vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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 | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | — | — |
| Martin ratioReturn relative to average drawdown | 9.33 | — | — |
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Drawdowns
IMOM vs. SMOM - Drawdown Comparison
The maximum IMOM drawdown since its inception was -45.74%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for IMOM and SMOM.
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Drawdown Indicators
| IMOM | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.74% | -7.45% | -38.29% |
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 DrawdownCurrent decline from peak | -5.97% | -2.54% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -14.13% | -1.49% | -12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | — | — |
Volatility
IMOM vs. SMOM - Volatility Comparison
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Volatility by Period
| IMOM | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 12.80% | +7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.07% | 12.80% | +7.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 12.80% | +7.48% |
IMOM vs. SMOM - Expense Ratio Comparison
IMOM has a 0.38% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
IMOM vs. SMOM - Dividend Comparison
IMOM's dividend yield for the trailing twelve months is around 2.22%, more than SMOM's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 2.22% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IMOM and SMOM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
IMOM is cheaper with a 0.38% expense ratio, compared with 0.63% for SMOM.
IMOM has the higher dividend yield at 2.22%, compared with 0.15% for SMOM.
IMOM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Alpha Architect and Symmetry Partners. Their fees differ too: 0.38% for IMOM and 0.63% for SMOM.
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