QMOM vs. SMOM
QMOM (Alpha Architect U.S. Quantitative Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - QMOM is a Momentum fund actively managed by Alpha Architect, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. QMOM charges 0.28%/yr vs 0.63%/yr for SMOM.
Performance
QMOM vs. SMOM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QMOM achieves a 24.65% return, which is significantly higher than SMOM's 9.82% return.
QMOM
- 1D
- -0.37%
- 1M
- 6.10%
- YTD
- 24.65%
- 6M
- 26.71%
- 1Y
- 31.51%
- 3Y*
- 23.22%
- 5Y*
- 11.55%
- 10Y*
- 13.82%
SMOM
- 1D
- 0.27%
- 1M
- 5.93%
- YTD
- 9.82%
- 6M
- 10.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QMOM vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 24.65% | 2.24% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.82% | 2.81% |
Correlation
The correlation between QMOM and SMOM is 0.76, 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 Sep 11, 2025 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QMOM vs. SMOM — Risk / Return Rank
QMOM
SMOM
QMOM vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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 | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | — | — |
| Martin ratioReturn relative to average drawdown | 9.15 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| QMOM | SMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.45 | -0.93 |
Drawdowns
QMOM vs. SMOM - Drawdown Comparison
The maximum QMOM drawdown since its inception was -39.13%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for QMOM and SMOM.
Loading charts...
Drawdown Indicators
| QMOM | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -7.45% | -31.68% |
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 DrawdownCurrent decline from peak | -0.37% | 0.00% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -12.92% | -1.48% | -11.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | — | — |
Volatility
QMOM vs. SMOM - Volatility Comparison
Loading charts...
Volatility by Period
| QMOM | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.78% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 12.62% | +10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.19% | 12.62% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.49% | 12.62% | +13.87% |
QMOM vs. SMOM - Expense Ratio Comparison
QMOM has a 0.28% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
QMOM vs. SMOM - Dividend Comparison
QMOM's dividend yield for the trailing twelve months is around 0.44%, more than SMOM's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.44% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QMOM and SMOM have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
QMOM is cheaper with a 0.28% expense ratio, compared with 0.63% for SMOM.
QMOM has the higher dividend yield at 0.44%, compared with 0.15% for SMOM.
QMOM is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Alpha Architect and Symmetry Partners. Their fees differ too: 0.28% for QMOM and 0.63% for SMOM.
Find the right allocation for QMOM and SMOM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer