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QMOM vs. TPLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMOM vs. TPLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). The values are adjusted to include any dividend payments, if applicable.

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QMOM vs. TPLC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
6.55%2.36%30.43%9.50%-6.99%-4.06%61.94%7.68%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
3.11%7.08%13.10%15.17%-12.58%26.34%14.55%9.83%

Returns By Period

In the year-to-date period, QMOM achieves a 6.55% return, which is significantly higher than TPLC's 3.11% return.


QMOM

1D
-0.26%
1M
-1.97%
YTD
6.55%
6M
8.21%
1Y
16.03%
3Y*
16.10%
5Y*
6.48%
10Y*
12.39%

TPLC

1D
0.34%
1M
-3.82%
YTD
3.11%
6M
1.29%
1Y
9.44%
3Y*
11.73%
5Y*
8.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMOM vs. TPLC - Expense Ratio Comparison

QMOM has a 0.28% expense ratio, which is lower than TPLC's 0.52% expense ratio.


Return for Risk

QMOM vs. TPLC — Risk / Return Rank

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

QMOM
QMOM Risk / Return Rank: 3434
Overall Rank
QMOM Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QMOM Sortino Ratio Rank: 3030
Sortino Ratio Rank
QMOM Omega Ratio Rank: 3030
Omega Ratio Rank
QMOM Calmar Ratio Rank: 4141
Calmar Ratio Rank
QMOM Martin Ratio Rank: 4040
Martin Ratio Rank

TPLC
TPLC Risk / Return Rank: 2929
Overall Rank
TPLC Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TPLC Sortino Ratio Rank: 2828
Sortino Ratio Rank
TPLC Omega Ratio Rank: 2828
Omega Ratio Rank
TPLC Calmar Ratio Rank: 2727
Calmar Ratio Rank
TPLC Martin Ratio Rank: 3434
Martin Ratio Rank
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. TPLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). 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.


QMOMTPLCDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.56

+0.06

Sortino ratio

Return per unit of downside risk

0.99

0.91

+0.09

Omega ratio

Gain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratio

Return relative to maximum drawdown

1.30

0.86

+0.44

Martin ratio

Return relative to average drawdown

4.45

3.81

+0.64

QMOM vs. TPLC - Sharpe Ratio Comparison

The current QMOM Sharpe Ratio is 0.63, which is comparable to the TPLC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of QMOM and TPLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QMOMTPLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.56

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.50

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.07

Correlation

The correlation between QMOM and TPLC 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. TPLC - Dividend Comparison

QMOM's dividend yield for the trailing twelve months is around 0.51%, less than TPLC's 0.88% yield.


TTM2025202420232022202120202019201820172016
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%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
0.88%0.89%0.88%0.89%1.06%0.61%0.81%0.67%0.00%0.00%0.00%

Drawdowns

QMOM vs. TPLC - Drawdown Comparison

The maximum QMOM drawdown since its inception was -39.13%, roughly equal to the maximum TPLC drawdown of -38.02%. Use the drawdown chart below to compare losses from any high point for QMOM and TPLC.


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Drawdown Indicators


QMOMTPLCDifference

Max Drawdown

Largest peak-to-trough decline

-39.13%

-38.02%

-1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-8.35%

-4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-21.63%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-39.13%

Current Drawdown

Current decline from peak

-5.78%

-5.07%

-0.71%

Average Drawdown

Average peak-to-trough decline

-13.10%

-5.38%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.80%

+1.15%

Volatility

QMOM vs. TPLC - Volatility Comparison

Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 11.58% compared to Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) at 4.36%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than TPLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMOMTPLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

4.36%

+7.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

8.80%

+10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

16.89%

+8.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.72%

16.15%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.28%

20.05%

+6.23%