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QVAL vs. QMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QVAL vs. QMOM - Performance Comparison

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

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QVAL vs. QMOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-17.28%25.59%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
4.62%2.36%30.43%9.50%-6.99%-4.06%61.94%28.39%-11.75%15.92%

Returns By Period

In the year-to-date period, QVAL achieves a 7.30% return, which is significantly higher than QMOM's 4.62% return. Over the past 10 years, QVAL has underperformed QMOM with an annualized return of 10.16%, while QMOM has yielded a comparatively higher 12.16% annualized return.


QVAL

1D
2.26%
1M
-2.23%
YTD
7.30%
6M
12.78%
1Y
24.34%
3Y*
17.50%
5Y*
11.66%
10Y*
10.16%

QMOM

1D
5.91%
1M
-6.64%
YTD
4.62%
6M
6.57%
1Y
15.61%
3Y*
15.94%
5Y*
6.10%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QVAL vs. QMOM - Expense Ratio Comparison

Both QVAL and QMOM have an expense ratio of 0.28%.


Return for Risk

QVAL vs. QMOM — Risk / Return Rank

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

QVAL
QVAL Risk / Return Rank: 7272
Overall Rank
QVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVAL Omega Ratio Rank: 7272
Omega Ratio Rank
QVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
Martin Ratio Rank

QMOM
QMOM Risk / Return Rank: 4343
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: 5858
Calmar Ratio Rank
QMOM Martin Ratio Rank: 5252
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.

QVAL vs. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) 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.


QVALQMOMDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.61

+0.60

Sortino ratio

Return per unit of downside risk

1.85

0.97

+0.88

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.70

1.35

+0.35

Martin ratio

Return relative to average drawdown

7.34

4.68

+2.65

QVAL vs. QMOM - Sharpe Ratio Comparison

The current QVAL Sharpe Ratio is 1.21, which is higher than the QMOM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of QVAL 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


QVALQMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.61

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.25

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.46

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.45

+0.01

Correlation

The correlation between QVAL and QMOM is 0.58, 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.


Dividends

QVAL vs. QMOM - Dividend Comparison

QVAL's dividend yield for the trailing twelve months is around 1.56%, more than QMOM's 0.52% yield.


TTM2025202420232022202120202019201820172016
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.56%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
0.52%0.54%1.40%0.87%1.59%0.12%0.08%0.01%0.05%0.13%0.34%

Drawdowns

QVAL vs. QMOM - Drawdown Comparison

The maximum QVAL drawdown since its inception was -51.49%, which is greater than QMOM's maximum drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for QVAL and QMOM.


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Drawdown Indicators


QVALQMOMDifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-39.13%

-12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-13.55%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-27.00%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

-39.13%

-12.36%

Current Drawdown

Current decline from peak

-2.87%

-7.48%

+4.61%

Average Drawdown

Average peak-to-trough decline

-7.91%

-13.11%

+5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.92%

-0.53%

Volatility

QVAL vs. QMOM - Volatility Comparison

The current volatility for Alpha Architect U.S. Quantitative Value ETF (QVAL) is 4.37%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 12.00%. This indicates that QVAL 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


QVALQMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

12.00%

-7.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

19.09%

-8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

25.78%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

24.72%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

26.28%

-3.48%