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QQJG vs. QMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QQJG vs. QMOM

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM).

QQJG and QMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQJG is a passively managed fund by Invesco that tracks the performance of the Nasdaq Next Generation 100 ESG Index - Benchmark TR Gross. It was launched on Oct 27, 2021. QMOM is an actively managed fund by Alpha Architect. It was launched on Dec 2, 2015.

Performance

QQJG vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

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QQJG vs. QMOM - Yearly Performance Comparison

2026 (YTD)20252024202320222021
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF		1.44%18.05%14.67%17.20%-27.69%0.91%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF		6.82%2.36%30.43%9.50%-6.99%-2.12%

Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly lower than QMOM's 6.82% return.

QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
3.25%
1Y
27.88%
3Y*
14.20%
5Y*
—
10Y*
—

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco ESG NASDAQ Next Gen 100 ETF

Alpha Architect U.S. Quantitative Momentum ETF

Often compared with QQJG:
QQJG vs. QQQQQJG vs. QQQJQQJG vs. FNCMXQQJG vs. FDLQQJG vs. ^NDXQQJG vs. MGKQQJG vs. JEPQ
Often compared with QMOM:
QMOM vs. SPMOQMOM vs. MTUMQMOM vs. IWMO.LQMOM vs. VFMOQMOM vs. VOOQMOM vs. AVUVQMOM vs. AMOM

QQJG vs. QMOM - Expense Ratio Comparison

QQJG has a 0.20% expense ratio, which is lower than QMOM's 0.28% expense ratio.

QMOM
Alpha Architect U.S. Quantitative Momentum ETF
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF

Return for Risk

QQJG vs. QMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQJG
QQJG Risk / Return Rank: 7070
Overall Rank
QQJG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 7272
Sortino Ratio Rank
QQJG Omega Ratio Rank: 7373
Omega Ratio Rank
QQJG Calmar Ratio Rank: 6262
Calmar Ratio Rank
QQJG Martin Ratio Rank: 7373
Martin Ratio Rank
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
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.

QQJG vs. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.

QQJGQMOMDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.70

+0.60

Sortino ratio

Return per unit of downside risk

1.90

1.08

+0.82

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratio

Return relative to maximum drawdown

1.73

1.33

+0.40

Martin ratio

Return relative to average drawdown

8.45

4.59

+3.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQJG vs. QMOM - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.30, which is higher than the QMOM Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of QQJG and QMOM, 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

QQJGQMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.70

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.27

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.47

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.46

-0.29

Correlation

The correlation between QQJG and QMOM is 0.70, 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

QQJG vs. QMOM - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, more than QMOM's 0.51% yield.

TTM2025202420232022202120202019201820172016
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF		13.86%0.68%0.65%0.54%0.70%0.08%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

QQJG vs. QMOM - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for QQJG and QMOM.

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Drawdown Indicators

QQJGQMOMDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-39.13%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-13.55%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

—

-27.00%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.13%

—

Current Drawdown

Current decline from peak

-2.09%

-5.53%

+3.44%

Average Drawdown

Average peak-to-trough decline

-15.84%

-13.11%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.93%

-0.96%

Volatility

QQJG vs. QMOM - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 11.62%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQJGQMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

11.62%

-11.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

19.19%

-7.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

25.76%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

24.73%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.12%

26.28%

-4.16%