NIXT vs. QMOM
NIXT (Research Affiliates Deletions ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - NIXT is a Mid Cap Value Equities fund tracking the Research Affiliates Deletions Index, while QMOM is a Momentum fund actively managed by Alpha Architect. NIXT is passively managed, while QMOM is actively managed. Over the past year, NIXT returned 38.98% vs 17.87% for QMOM. Their 0.52 correlation means they have sometimes moved together and sometimes differently. NIXT charges 0.09%/yr vs 0.28%/yr for QMOM.
Performance
NIXT vs. QMOM - Performance Comparison
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Returns By Period
In the year-to-date period, NIXT achieves a 26.32% return, which is significantly higher than QMOM's 12.94% return.
NIXT
- 1D
- -1.21%
- 1M
- 0.57%
- 6M
- 22.44%
- YTD
- 26.32%
- 1Y
- 38.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.91%
QMOM
- 1D
- -0.42%
- 1M
- -2.80%
- 6M
- 8.63%
- YTD
- 12.94%
- 1Y
- 17.87%
- 3Y*
- 17.31%
- 5Y*
- 9.60%
- 10Y*
- 12.30%
- ALL TIME*
- 12.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.15K | $60.52K | $64.01K | |
| $1.43M | $1.49M | $2.25M |
NIXT vs. QMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NIXT Research Affiliates Deletions ETF | 26.32% | 4.94% | 4.60% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 12.94% | 2.36% | 10.99% |
Correlation
The correlation between NIXT and QMOM is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024 | 0.52 |
The correlation between NIXT and QMOM has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
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Return for Risk
NIXT vs. QMOM — Risk / Return Rank
NIXT
QMOM
NIXT vs. QMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Research Affiliates Deletions ETF (NIXT) 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.
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.
| NIXT | QMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.13 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.27 | +1.81 |
| Martin ratioReturn relative to average drawdown | 12.03 | 3.80 | +8.23 |
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Drawdowns
NIXT vs. QMOM - Drawdown Comparison
The maximum NIXT drawdown since its inception was -27.75%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for NIXT and QMOM.
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Drawdown Indicators
| NIXT | QMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.75% | -39.13% | +11.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -12.76% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.13% | — |
Current DrawdownCurrent decline from peak | -2.04% | -9.73% | +7.69% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -12.83% | +7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 4.26% | -1.26% |
Volatility
NIXT vs. QMOM - Volatility Comparison
The current volatility for Research Affiliates Deletions ETF (NIXT) is 5.29%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 7.59%. This indicates that NIXT 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.
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Volatility by Period
| NIXT | QMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.59% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 22.16% | -7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 25.74% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 24.46% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 26.72% | -3.75% |
NIXT vs. QMOM - Expense Ratio Comparison
NIXT has a 0.09% expense ratio, which is lower than QMOM's 0.28% expense ratio.
Dividends
NIXT vs. QMOM - Dividend Comparison
NIXT's dividend yield for the trailing twelve months is around 1.30%, more than QMOM's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NIXT Research Affiliates Deletions ETF | 1.30% | 1.64% | 1.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.48% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
Frequently Asked Questions
NIXT and QMOM have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QMOM has higher volatility (7.59%) compared to NIXT (5.29%). In terms of maximum drawdown, NIXT dropped -27.75% vs QMOM's -39.13%.
On 1-year performance, NIXT leads with 38.98% vs 17.87% for QMOM. On fees, NIXT is cheaper at 0.09% per year. On volatility, NIXT has been the lower-risk option at 5.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NIXT has performed better with a 38.98% return vs 17.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NIXT is cheaper with a 0.09% expense ratio, compared with 0.28% for QMOM.
NIXT has the higher dividend yield at 1.30%, compared with 0.48% for QMOM.
NIXT is categorized as Mid Cap Value Equities, while QMOM is Momentum. Their fees differ too: 0.09% for NIXT and 0.28% for QMOM.
NIXT currently has the higher Sharpe Ratio (1.73 vs 0.63), 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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