QMOM vs. MOOD

Last updated Aug 2, 2026

QMOM (Alpha Architect U.S. Quantitative Momentum ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both exchange-traded funds - QMOM is a Momentum fund actively managed by Alpha Architect, while MOOD is a Tactical Allocation fund actively managed by Alpha Architect. Both are actively managed. Over the past 3 years, QMOM returned 17.31%/yr vs 19.14%/yr for MOOD. Their 0.66 correlation means they have sometimes moved together and sometimes differently. QMOM charges 0.28%/yr vs 0.73%/yr for MOOD.

Performance

QMOM vs. MOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Relative Sentiment Tactical Allocation ETF (MOOD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with QMOM having a 12.94% return and MOOD slightly higher at 13.27%.

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%

MOOD

• 1D: 0.04%
• 1M: -0.12%
• 6M: 5.83%
• YTD: 13.27%
• 1Y: 32.12%
• 3Y*: 19.14%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MOOD Relative Sentiment Tactical Allocation ETF	$594.91K	$566.29K	$735.34K
QMOM Alpha Architect U.S. Quantitative Momentum ETF	$1.43M	$1.49M	$2.25M

QMOM vs. MOOD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QMOM Alpha Architect U.S. Quantitative Momentum ETF	12.94%	2.36%	30.43%	9.50%	2.92%
MOOD Relative Sentiment Tactical Allocation ETF	13.27%	30.39%	12.53%	12.56%	-3.31%

Correlation

The correlation between QMOM and MOOD is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.69
Correlation (3Y) Balances recent behavior with more history.	0.67
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.66

The correlation between QMOM and MOOD has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

QMOM vs. MOOD - Sectors Allocation Comparison

Sectors	QMOM	MOOD
Industrials	24.6%	9.9%
Technology	20.4%	33.5%
Healthcare	17.9%	9.0%
Energy	15.8%	3.0%
Basic Materials	13.5%	5.9%
Consumer Cyclical	5.8%	9.0%
Communication Services	2.0%	8.6%
Consumer Defensive	2.0%	4.4%
Utilities	2.0%	2.2%
Financial Services	1.9%	12.4%
Real Estate	-	2.1%

Return for Risk

QMOM vs. MOOD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QMOM

QMOM Risk / Return Rank: 31
QMOM Sharpe Ratio Rank: 27
QMOM Sortino Ratio Rank: 27
QMOM Omega Ratio Rank: 27
QMOM Calmar Ratio Rank: 37
QMOM Martin Ratio Rank: 37

MOOD

MOOD Risk / Return Rank: 84
MOOD Sharpe Ratio Rank: 89
MOOD Sortino Ratio Rank: 80
MOOD Omega Ratio Rank: 90
MOOD Calmar Ratio Rank: 85
MOOD Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QMOM vs. MOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Relative Sentiment Tactical Allocation ETF (MOOD). 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	MOOD	Difference
Sharpe ratio: Return per unit of total volatility	0.63	2.14	-1.51
Sortino ratio: Return per unit of downside risk	1.03	2.57	-1.54
Omega ratio: Gain probability vs. loss probability	1.13	1.42	-0.29
Calmar ratio: Return relative to maximum drawdown	1.27	3.23	-1.97
Martin ratio: Return relative to average drawdown	3.80	9.79	-5.99

QMOM vs. MOOD - Sharpe Ratio Comparison

The current QMOM Sharpe Ratio is 0.63, which is lower than the MOOD Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of QMOM and MOOD, 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. MOOD - Drawdown Comparison

The maximum QMOM drawdown since its inception was -39.13%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for QMOM and MOOD.

Drawdown Indicators

	QMOM	MOOD	Difference
Max Drawdown Largest peak-to-trough decline	-39.13%	-14.34%	-24.79%
Max Drawdown (1Y) Largest decline over 1 year	-12.76%	-9.71%	-3.05%
Max Drawdown (3Y) Largest decline over 3 years	-26.46%	-9.71%	-16.75%
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	-9.73%	-2.08%	-7.65%
Average Drawdown Average peak-to-trough decline	-12.83%	-2.30%	-10.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.26%	3.20%	+1.06%

Volatility

QMOM vs. MOOD - Volatility Comparison

Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 7.59% compared to Relative Sentiment Tactical Allocation ETF (MOOD) at 2.45%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QMOM	MOOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.59%	2.45%	+5.14%
Volatility (6M) Calculated over the trailing 6-month period	22.16%	12.23%	+9.93%
Volatility (1Y) Calculated over the trailing 1-year period	25.74%	14.69%	+11.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.46%	12.09%	+12.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.72%	12.09%	+14.63%

QMOM vs. MOOD - Expense Ratio Comparison

QMOM has a 0.28% expense ratio, which is lower than MOOD's 0.73% expense ratio.

Dividends

QMOM vs. MOOD - Dividend Comparison

QMOM's dividend yield for the trailing twelve months is around 0.48%, more than MOOD's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MOOD Relative Sentiment Tactical Allocation ETF	0.36%	0.40%	1.33%	1.34%	1.43%	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

Can I hold both QMOM and MOOD in my portfolio?

QMOM and MOOD have a correlation of 0.69, 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 MOOD?

QMOM has higher volatility (7.59%) compared to MOOD (2.45%). In terms of maximum drawdown, QMOM dropped -39.13% vs MOOD's -14.34%.

Which ETF is better, QMOM or MOOD?

On 3-year performance, MOOD leads with 19.14% vs 17.31% for QMOM. On fees, QMOM is cheaper at 0.28% per year. On volatility, MOOD has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QMOM or MOOD?

Over the 3-year period, MOOD has performed better with a 19.14% return vs 17.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QMOM or MOOD?

QMOM is cheaper with a 0.28% expense ratio, compared with 0.73% for MOOD.

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

QMOM has the higher dividend yield at 0.48%, compared with 0.36% for MOOD.

What is the main difference between QMOM and MOOD?

QMOM is categorized as Momentum, while MOOD is Tactical Allocation. Their fees differ too: 0.28% for QMOM and 0.73% for MOOD.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.14 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.