QMOM vs. BBLU

Last updated Jun 24, 2026

QMOM (Alpha Architect U.S. Quantitative Momentum ETF) and BBLU (Ea Bridgeway Blue Chip ETF) are both exchange-traded funds - QMOM is a Momentum fund actively managed by Alpha Architect, while BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, QMOM returned 21.42%/yr vs 21.08%/yr for BBLU. A 0.65 correlation means they provide meaningful diversification when combined. QMOM charges 0.28%/yr vs 0.15%/yr for BBLU.

Performance

QMOM vs. BBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Ea Bridgeway Blue Chip ETF (BBLU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QMOM achieves a 19.77% return, which is significantly higher than BBLU's 7.07% return.

QMOM

• 1D: -2.68%
• 1M: 0.91%
• YTD: 19.77%
• 6M: 17.29%
• 1Y: 23.83%
• 3Y*: 21.42%
• 5Y*: 10.17%
• 10Y*: 13.57%

BBLU

• 1D: -0.25%
• 1M: -1.67%
• YTD: 7.07%
• 6M: 6.24%
• 1Y: 23.38%
• 3Y*: 21.08%
• 5Y*: —
• 10Y*: —

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

QMOM vs. BBLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QMOM Alpha Architect U.S. Quantitative Momentum ETF	19.77%	2.36%	30.43%	9.50%	-0.17%
BBLU Ea Bridgeway Blue Chip ETF	7.07%	18.40%	27.47%	31.11%	6.39%

Correlation

The correlation between QMOM and BBLU is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.65

The correlation between QMOM and BBLU has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.

QMOM vs. BBLU - Sectors Allocation Comparison

Sectors	QMOM	BBLU
Industrials	25.6%	2.1%
Technology	24.6%	33.7%
Energy	16.0%	5.5%
Basic Materials	15.9%	-
Healthcare	8.0%	12.6%
Consumer Cyclical	6.0%	9.6%
Consumer Defensive	2.0%	8.6%
Communication Services	2.0%	13.6%
Utilities	2.0%	-
Financial Services	1.9%	14.5%
Real Estate	-	-

Return for Risk

QMOM vs. BBLU — Risk / Return Rank

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

QMOM

QMOM Risk / Return Rank: 33
QMOM Sharpe Ratio Rank: 28
QMOM Sortino Ratio Rank: 27
QMOM Omega Ratio Rank: 28
QMOM Calmar Ratio Rank: 39
QMOM Martin Ratio Rank: 42

BBLU

BBLU Risk / Return Rank: 67
BBLU Sharpe Ratio Rank: 67
BBLU Sortino Ratio Rank: 68
BBLU Omega Ratio Rank: 64
BBLU Calmar Ratio Rank: 68
BBLU Martin Ratio Rank: 70

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. BBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Ea Bridgeway Blue Chip ETF (BBLU). 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	BBLU	Difference
Sharpe ratio: Return per unit of total volatility	0.97	2.07	-1.10
Sortino ratio: Return per unit of downside risk	1.43	2.93	-1.50
Omega ratio: Gain probability vs. loss probability	1.19	1.37	-0.18
Calmar ratio: Return relative to maximum drawdown	1.89	3.25	-1.36
Martin ratio: Return relative to average drawdown	6.64	12.31	-5.67

QMOM vs. BBLU - Sharpe Ratio Comparison

The current QMOM Sharpe Ratio is 0.97, which is lower than the BBLU Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of QMOM and BBLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QMOM vs. BBLU - Drawdown Comparison

The maximum QMOM drawdown since its inception was -39.13%, which is greater than BBLU's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for QMOM and BBLU.

Drawdown Indicators

	QMOM	BBLU	Difference
Max Drawdown Largest peak-to-trough decline	-39.13%	-17.20%	-21.93%
Max Drawdown (1Y) Largest decline over 1 year	-12.65%	-7.22%	-5.43%
Max Drawdown (3Y) Largest decline over 3 years	-26.46%	-17.20%	-9.26%
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	-4.27%	-3.66%	-0.61%
Average Drawdown Average peak-to-trough decline	-12.89%	-1.99%	-10.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	1.90%	+1.70%

Volatility

QMOM vs. BBLU - Volatility Comparison

Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 9.55% compared to Ea Bridgeway Blue Chip ETF (BBLU) at 3.64%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QMOM	BBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.55%	3.64%	+5.91%
Volatility (6M) Calculated over the trailing 6-month period	21.17%	8.36%	+12.81%
Volatility (1Y) Calculated over the trailing 1-year period	24.71%	11.40%	+13.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.42%	14.53%	+9.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.62%	14.53%	+12.09%

QMOM vs. BBLU - Expense Ratio Comparison

QMOM has a 0.28% expense ratio, which is higher than BBLU's 0.15% expense ratio.

Dividends

QMOM vs. BBLU - Dividend Comparison

QMOM's dividend yield for the trailing twelve months is around 0.45%, less than BBLU's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BBLU Ea Bridgeway Blue Chip ETF	1.17%	1.25%	1.39%	1.68%	32.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.45%	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 BBLU in my portfolio?

QMOM and BBLU have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QMOM or BBLU?

QMOM has higher volatility (9.55%) compared to BBLU (3.64%). In terms of maximum drawdown, QMOM dropped -39.13% vs BBLU's -17.20%.

Which ETF is better, QMOM or BBLU?

On 3-year performance, QMOM leads with 21.42% vs 21.08% for BBLU. On fees, BBLU is cheaper at 0.15% per year. On volatility, BBLU has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QMOM or BBLU?

Over the 3-year period, QMOM has performed better with a 21.42% return vs 21.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QMOM or BBLU?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.28% for QMOM.

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

BBLU has the higher dividend yield at 1.17%, compared with 0.45% for QMOM.

What is the main difference between QMOM and BBLU?

QMOM is categorized as Momentum, while BBLU is Large Cap Growth Equities. Their fees differ too: 0.28% for QMOM and 0.15% for BBLU.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (2.07 vs 0.97), 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.