QVAL vs. QQQ
Compare and contrast key facts about Alpha Architect U.S. Quantitative Value ETF (QVAL) and Invesco QQQ (QQQ).
QVAL and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both QVAL and QQQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QVAL or QQQ.
Correlation
The correlation between QVAL and QQQ is 0.74, 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.
Performance
QVAL vs. QQQ - Performance Comparison
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Key characteristics
QVAL:
-0.07
QQQ:
0.45
QVAL:
0.12
QQQ:
0.81
QVAL:
1.02
QQQ:
1.11
QVAL:
-0.02
QQQ:
0.51
QVAL:
-0.06
QQQ:
1.65
QVAL:
6.46%
QQQ:
6.96%
QVAL:
20.73%
QQQ:
25.14%
QVAL:
-51.49%
QQQ:
-82.98%
QVAL:
-10.04%
QQQ:
-9.42%
Returns By Period
In the year-to-date period, QVAL achieves a -4.18% return, which is significantly higher than QQQ's -4.41% return. Over the past 10 years, QVAL has underperformed QQQ with an annualized return of 6.31%, while QQQ has yielded a comparatively higher 17.26% annualized return.
QVAL
-4.18%
4.77%
-7.32%
-1.38%
17.59%
6.31%
QQQ
-4.41%
4.71%
-4.80%
11.32%
17.54%
17.26%
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QVAL vs. QQQ - Expense Ratio Comparison
QVAL has a 0.49% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
QVAL vs. QQQ — Risk-Adjusted Performance Rank
QVAL
QQQ
QVAL vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) and Invesco QQQ (QQQ). 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.
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Dividends
QVAL vs. QQQ - Dividend Comparison
QVAL's dividend yield for the trailing twelve months is around 1.71%, more than QQQ's 0.61% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.71% | 1.72% | 1.76% | 2.00% | 1.22% | 1.86% | 1.99% | 1.64% | 1.07% | 1.30% | 1.37% | 0.15% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
QVAL vs. QQQ - Drawdown Comparison
The maximum QVAL drawdown since its inception was -51.49%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for QVAL and QQQ. For additional features, visit the drawdowns tool.
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Volatility
QVAL vs. QQQ - Volatility Comparison
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