MEMX vs. IMOM
Compare and contrast key facts about Matthews Emerging Markets Ex China Active ETF (MEMX) and Alpha Architect International Quantitative Momentum ETF (IMOM).
MEMX and IMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MEMX is an actively managed fund by Matthews. It was launched on Jan 10, 2023. IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015.
Performance
MEMX vs. IMOM - Performance Comparison
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MEMX vs. IMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MEMX Matthews Emerging Markets Ex China Active ETF | 6.51% | 35.88% | 5.50% | 10.52% |
IMOM Alpha Architect International Quantitative Momentum ETF | 4.48% | 47.20% | 5.22% | 8.05% |
Returns By Period
In the year-to-date period, MEMX achieves a 6.51% return, which is significantly higher than IMOM's 4.48% return.
MEMX
- 1D
- 4.04%
- 1M
- -11.05%
- YTD
- 6.51%
- 6M
- 20.33%
- 1Y
- 49.85%
- 3Y*
- 19.55%
- 5Y*
- —
- 10Y*
- —
IMOM
- 1D
- 4.18%
- 1M
- -11.47%
- YTD
- 4.48%
- 6M
- 11.45%
- 1Y
- 44.44%
- 3Y*
- 18.46%
- 5Y*
- 6.53%
- 10Y*
- 7.19%
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MEMX vs. IMOM - Expense Ratio Comparison
MEMX has a 0.79% expense ratio, which is higher than IMOM's 0.59% expense ratio.
Return for Risk
MEMX vs. IMOM — Risk / Return Rank
MEMX
IMOM
MEMX vs. IMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Ex China Active ETF (MEMX) 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.
| MEMX | IMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.46 | 2.01 | +0.45 |
Sortino ratioReturn per unit of downside risk | 3.12 | 2.57 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.72 | +0.65 |
Martin ratioReturn relative to average drawdown | 14.15 | 11.73 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEMX | IMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.01 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.33 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.34 | +0.77 |
Correlation
The correlation between MEMX and IMOM is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MEMX vs. IMOM - Dividend Comparison
MEMX's dividend yield for the trailing twelve months is around 4.58%, more than IMOM's 2.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MEMX Matthews Emerging Markets Ex China Active ETF | 4.58% | 4.88% | 0.99% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMOM Alpha Architect International Quantitative Momentum ETF | 2.42% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% |
Drawdowns
MEMX vs. IMOM - Drawdown Comparison
The maximum MEMX drawdown since its inception was -19.27%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for MEMX and IMOM.
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Drawdown Indicators
| MEMX | IMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.27% | -45.74% | +26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.70% | -15.61% | +0.91% |
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 | -11.25% | -12.08% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -3.53% | -14.37% | +10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 3.61% | -0.11% |
Volatility
MEMX vs. IMOM - Volatility Comparison
Matthews Emerging Markets Ex China Active ETF (MEMX) has a higher volatility of 11.60% compared to Alpha Architect International Quantitative Momentum ETF (IMOM) at 10.61%. This indicates that MEMX's price experiences larger fluctuations and is considered to be riskier than IMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEMX | IMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 10.61% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 15.14% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.39% | 22.43% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 19.93% | -3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 20.09% | -4.02% |