QMOM vs. ONEO
Compare and contrast key facts about Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and SPDR Russell 1000 Momentum Focus ETF (ONEO).
QMOM and ONEO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015. ONEO is a passively managed fund by State Street that tracks the performance of the Russell 1000 Momentum Focused Factor Index. It was launched on Dec 2, 2015.
Performance
QMOM vs. ONEO - Performance Comparison
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QMOM vs. ONEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 6.82% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 15.92% |
ONEO SPDR Russell 1000 Momentum Focus ETF | 4.18% | 10.61% | 15.01% | 15.64% | -12.01% | 26.72% | 10.76% | 26.53% | -12.41% | 21.16% |
Returns By Period
In the year-to-date period, QMOM achieves a 6.82% return, which is significantly higher than ONEO's 4.18% return. Over the past 10 years, QMOM has outperformed ONEO with an annualized return of 12.39%, while ONEO has yielded a comparatively lower 11.01% annualized return.
QMOM
- 1D
- 2.11%
- 1M
- -5.53%
- YTD
- 6.82%
- 6M
- 9.12%
- 1Y
- 17.89%
- 3Y*
- 16.74%
- 5Y*
- 6.54%
- 10Y*
- 12.39%
ONEO
- 1D
- 0.92%
- 1M
- -4.34%
- YTD
- 4.18%
- 6M
- 5.25%
- 1Y
- 17.79%
- 3Y*
- 14.14%
- 5Y*
- 8.89%
- 10Y*
- 11.01%
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QMOM vs. ONEO - Expense Ratio Comparison
QMOM has a 0.28% expense ratio, which is higher than ONEO's 0.20% expense ratio.
Return for Risk
QMOM vs. ONEO — Risk / Return Rank
QMOM
ONEO
QMOM vs. ONEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and SPDR Russell 1000 Momentum Focus ETF (ONEO). 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.
| QMOM | ONEO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.00 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.52 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.45 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.59 | 6.85 | -2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QMOM | ONEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.00 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.52 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.59 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.56 | -0.10 |
Correlation
The correlation between QMOM and ONEO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QMOM vs. ONEO - Dividend Comparison
QMOM's dividend yield for the trailing twelve months is around 0.51%, less than ONEO's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.51% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 0.00% |
ONEO SPDR Russell 1000 Momentum Focus ETF | 1.31% | 1.29% | 1.30% | 1.56% | 1.73% | 1.19% | 1.28% | 1.64% | 1.72% | 7.69% | 1.82% | 0.17% |
Drawdowns
QMOM vs. ONEO - Drawdown Comparison
The maximum QMOM drawdown since its inception was -39.13%, roughly equal to the maximum ONEO drawdown of -40.86%. Use the drawdown chart below to compare losses from any high point for QMOM and ONEO.
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Drawdown Indicators
| QMOM | ONEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -40.86% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -12.56% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -22.39% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -40.86% | +1.73% |
Current DrawdownCurrent decline from peak | -5.53% | -4.37% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -5.07% | -8.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.65% | +1.28% |
Volatility
QMOM vs. ONEO - Volatility Comparison
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 11.62% compared to SPDR Russell 1000 Momentum Focus ETF (ONEO) at 5.19%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than ONEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QMOM | ONEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 5.19% | +6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 9.89% | +9.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 17.85% | +7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.73% | 17.20% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.28% | 18.61% | +7.67% |