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QMOM vs. XMMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMOM vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

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QMOM vs. XMMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XMMO
Invesco S&P MidCap Momentum ETF
6.86%13.04%38.03%20.39%-16.02%16.69%29.17%36.78%6.12%37.18%

Returns By Period

The year-to-date returns for both investments are quite close, with QMOM having a 6.82% return and XMMO slightly higher at 6.86%. Over the past 10 years, QMOM has underperformed XMMO with an annualized return of 12.39%, while XMMO has yielded a comparatively higher 18.41% 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%

XMMO

1D
1.85%
1M
-2.62%
YTD
6.86%
6M
9.51%
1Y
29.37%
3Y*
25.85%
5Y*
12.62%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMOM vs. XMMO - Expense Ratio Comparison

QMOM has a 0.28% expense ratio, which is lower than XMMO's 0.33% expense ratio.


Return for Risk

QMOM vs. XMMO — Risk / Return Rank

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

QMOM
QMOM Risk / Return Rank: 4040
Overall Rank
QMOM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
QMOM Sortino Ratio Rank: 3636
Sortino Ratio Rank
QMOM Omega Ratio Rank: 3535
Omega Ratio Rank
QMOM Calmar Ratio Rank: 4949
Calmar Ratio Rank
QMOM Martin Ratio Rank: 4646
Martin Ratio Rank

XMMO
XMMO Risk / Return Rank: 7777
Overall Rank
XMMO Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XMMO Sortino Ratio Rank: 7474
Sortino Ratio Rank
XMMO Omega Ratio Rank: 7070
Omega Ratio Rank
XMMO Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMMO Martin Ratio Rank: 8989
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. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) and Invesco S&P MidCap Momentum ETF (XMMO). 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.


QMOMXMMODifference

Sharpe ratio

Return per unit of total volatility

0.70

1.34

-0.64

Sortino ratio

Return per unit of downside risk

1.08

1.91

-0.83

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

1.33

2.41

-1.08

Martin ratio

Return relative to average drawdown

4.59

11.42

-6.83

QMOM vs. XMMO - Sharpe Ratio Comparison

The current QMOM Sharpe Ratio is 0.70, which is lower than the XMMO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QMOM and XMMO, 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


QMOMXMMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.34

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.60

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.83

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.55

-0.08

Correlation

The correlation between QMOM and XMMO is 0.79, 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. XMMO - Dividend Comparison

QMOM's dividend yield for the trailing twelve months is around 0.51%, less than XMMO's 0.70% yield.


TTM20252024202320222021202020192018201720162015
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%
XMMO
Invesco S&P MidCap Momentum ETF
0.70%0.78%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%

Drawdowns

QMOM vs. XMMO - Drawdown Comparison

The maximum QMOM drawdown since its inception was -39.13%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for QMOM and XMMO.


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Drawdown Indicators


QMOMXMMODifference

Max Drawdown

Largest peak-to-trough decline

-39.13%

-55.37%

+16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-12.81%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-27.91%

+0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-39.13%

-36.74%

-2.39%

Current Drawdown

Current decline from peak

-5.53%

-2.62%

-2.91%

Average Drawdown

Average peak-to-trough decline

-13.11%

-9.52%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.70%

+1.23%

Volatility

QMOM vs. XMMO - Volatility Comparison

Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 11.62% compared to Invesco S&P MidCap Momentum ETF (XMMO) at 9.04%. This indicates that QMOM's price experiences larger fluctuations and is considered to be riskier than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMOMXMMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.62%

9.04%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.19%

14.39%

+4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

25.76%

22.03%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.73%

21.27%

+3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.28%

22.11%

+4.17%