QRFT vs. QVAL
Compare and contrast key facts about QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
QRFT and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QRFT is an actively managed fund by Exchange Traded Concepts. It was launched on May 21, 2019. QVAL is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the QVAL-US - Alpha Architect Quantitative Value Index. It was launched on Oct 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QRFT or QVAL.
Key characteristics
| QRFT | QVAL | |
|---|---|---|
| YTD Return | 11.51% | 10.51% |
| 1Y Return | 29.16% | 42.83% |
| 3Y Return (Ann) | 8.74% | 10.58% |
| Sharpe Ratio | 2.26 | 2.40 |
| Daily Std Dev | 12.43% | 16.68% |
| Max Drawdown | -30.19% | -51.49% |
| Current Drawdown | 0.00% | -0.76% |
Correlation
The correlation between QRFT and QVAL is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QRFT vs. QVAL - Performance Comparison
In the year-to-date period, QRFT achieves a 11.51% return, which is significantly higher than QVAL's 10.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QRFT vs. QVAL - Expense Ratio Comparison
QRFT has a 0.75% expense ratio, which is higher than QVAL's 0.49% expense ratio.
Risk-Adjusted Performance
QRFT vs. QVAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.
Dividends
QRFT vs. QVAL - Dividend Comparison
QRFT's dividend yield for the trailing twelve months is around 0.70%, less than QVAL's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QRFT QRAFT AI Enhanced U.S. Large Cap ETF | 0.70% | 0.77% | 0.83% | 0.05% | 1.81% | 4.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.50% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% | 1.37% | 0.15% |
Drawdowns
QRFT vs. QVAL - Drawdown Comparison
The maximum QRFT drawdown since its inception was -30.19%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for QRFT and QVAL. For additional features, visit the drawdowns tool.
Volatility
QRFT vs. QVAL - Volatility Comparison
QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) and Alpha Architect U.S. Quantitative Value ETF (QVAL) have volatilities of 3.92% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.