QMOM vs. BBHM

Last updated Jul 14, 2026

QMOM (Alpha Architect U.S. Quantitative Momentum ETF) and BBHM (BBH Select Mid Cap ETF) are both exchange-traded funds - QMOM is a Momentum fund actively managed by Alpha Architect, while BBHM is a Mid Cap Growth Equities fund tracking the Actively Managed. QMOM is actively managed, while BBHM is passively managed. A 0.64 correlation means they provide meaningful diversification when combined. QMOM charges 0.28%/yr vs 0.81%/yr for BBHM.

Performance

QMOM vs. BBHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and BBH Select Mid Cap ETF (BBHM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QMOM achieves a 14.85% return, which is significantly higher than BBHM's 5.15% return.

QMOM

• 1D: -1.35%
• 1M: -5.21%
• 6M: 8.94%
• YTD: 14.85%
• 1Y: 20.78%
• 3Y*: 17.72%
• 5Y*: 10.18%
• 10Y*: 12.53%

BBHM

• 1D: -0.67%
• 1M: 3.15%
• 6M: 1.54%
• YTD: 5.15%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QMOM vs. BBHM - Yearly Performance Comparison

	2026 (YTD)	2025
QMOM Alpha Architect U.S. Quantitative Momentum ETF	14.85%	3.40%
BBHM BBH Select Mid Cap ETF	5.15%	0.98%

Correlation

The correlation between QMOM and BBHM is 0.64, 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 Nov 17, 2025	0.64

Return for Risk

QMOM vs. BBHM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QMOM

QMOM Risk / Return Rank: 34
QMOM Sharpe Ratio Rank: 29
QMOM Sortino Ratio Rank: 28
QMOM Omega Ratio Rank: 28
QMOM Calmar Ratio Rank: 40
QMOM Martin Ratio Rank: 44

BBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QMOM vs. BBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and BBH Select Mid Cap ETF (BBHM). 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.

	QMOM	BBHM	Difference
Sharpe ratio: Return per unit of total volatility	0.84	—	—
Sortino ratio: Return per unit of downside risk	1.27	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	1.65	—	—
Martin ratio: Return relative to average drawdown	5.63	—	—

Drawdowns

QMOM vs. BBHM - Drawdown Comparison

The maximum QMOM drawdown since its inception was -39.13%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for QMOM and BBHM.

Drawdown Indicators

	QMOM	BBHM	Difference
Max Drawdown Largest peak-to-trough decline	-39.13%	-9.78%	-29.35%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	—	—
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 Drawdown Current decline from peak	-8.20%	-2.15%	-6.05%
Average Drawdown Average peak-to-trough decline	-12.85%	-2.87%	-9.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.70%	—	—

Volatility

Volatility by Period

	QMOM	BBHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.00%	17.93%	+7.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.44%	17.93%	+6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.65%	17.93%	+8.72%

QMOM vs. BBHM - Expense Ratio Comparison

QMOM has a 0.28% expense ratio, which is lower than BBHM's 0.81% expense ratio.

Dividends

QMOM vs. BBHM - Dividend Comparison

QMOM's dividend yield for the trailing twelve months is around 0.47%, while BBHM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BBHM BBH Select Mid Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.47%	0.54%	1.40%	0.87%	1.59%	0.12%	0.08%	0.01%	0.05%	0.13%	0.34%

Frequently Asked Questions

Can I hold both QMOM and BBHM in my portfolio?

QMOM and BBHM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QMOM or BBHM?

On fees, QMOM is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QMOM or BBHM?

QMOM is cheaper with a 0.28% expense ratio, compared with 0.81% for BBHM.

Which ETF pays a higher dividend yield, QMOM or BBHM?

QMOM has the higher dividend yield at 0.47%, compared with 0.00% for BBHM.

What is the main difference between QMOM and BBHM?

QMOM is categorized as Momentum, while BBHM is Mid Cap Growth Equities. They also come from different issuers: Alpha Architect and BBH. Their fees differ too: 0.28% for QMOM and 0.81% for BBHM.