QMOM vs. AVUV
Compare and contrast key facts about Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Avantis U.S. Small Cap Value ETF (AVUV).
QMOM and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Quantity Momentum (USD)(TR). It was launched on Dec 2, 2015. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QMOM or AVUV.
Key characteristics
| QMOM | AVUV | |
|---|---|---|
| YTD Return | 18.94% | 4.42% |
| 1Y Return | 35.44% | 30.16% |
| 3Y Return (Ann) | 9.79% | 8.57% |
| Sharpe Ratio | 1.93 | 1.61 |
| Daily Std Dev | 19.02% | 19.56% |
| Max Drawdown | -39.13% | -49.42% |
| Current Drawdown | -9.29% | -0.34% |
Correlation
The correlation between QMOM and AVUV is 0.64, 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.
Performance
QMOM vs. AVUV - Performance Comparison
In the year-to-date period, QMOM achieves a 18.94% return, which is significantly higher than AVUV's 4.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QMOM vs. AVUV - Expense Ratio Comparison
QMOM has a 0.49% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
QMOM vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
QMOM vs. AVUV - Dividend Comparison
QMOM's dividend yield for the trailing twelve months is around 0.74%, less than AVUV's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.74% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.01% |
AVUV Avantis U.S. Small Cap Value ETF | 1.58% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QMOM vs. AVUV - Drawdown Comparison
The maximum QMOM drawdown since its inception was -39.13%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for QMOM and AVUV. For additional features, visit the drawdowns tool.
Volatility
QMOM vs. AVUV - Volatility Comparison
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 6.17% compared to Avantis U.S. Small Cap Value ETF (AVUV) at 4.38%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.