QMOM vs. VTI
Compare and contrast key facts about Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Vanguard Total Stock Market ETF (VTI).
QMOM and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
QMOM vs. VTI - Performance Comparison
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QMOM vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, QMOM achieves a 6.82% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, QMOM has underperformed VTI with an annualized return of 12.39%, while VTI has yielded a comparatively higher 13.69% 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%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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QMOM vs. VTI - Expense Ratio Comparison
QMOM has a 0.28% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
QMOM vs. VTI — Risk / Return Rank
QMOM
VTI
QMOM vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.98 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.52 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.54 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.59 | 7.30 | -2.71 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.98 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.61 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.75 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Correlation
The correlation between QMOM and VTI 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. VTI - Dividend Comparison
QMOM's dividend yield for the trailing twelve months is around 0.51%, less than VTI's 1.17% 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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
QMOM vs. VTI - Drawdown Comparison
The maximum QMOM drawdown since its inception was -39.13%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QMOM and VTI.
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Drawdown Indicators
| QMOM | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -55.45% | +16.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -12.30% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -25.36% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -35.00% | -4.13% |
Current DrawdownCurrent decline from peak | -5.53% | -5.54% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -8.08% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 2.60% | +1.33% |
Volatility
QMOM vs. VTI - Volatility Comparison
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 11.62% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QMOM | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 5.48% | +6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 9.75% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.76% | 19.02% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.73% | 17.41% | +7.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.28% | 18.29% | +7.99% |