PortfoliosLab logoPortfoliosLab logo
QVAL vs. TMVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QVAL vs. TMVE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QVAL achieves a 14.09% return, which is significantly lower than TMVE's 17.39% return.


QVAL

1D
0.01%
1M
0.88%
YTD
14.09%
6M
12.60%
1Y
28.74%
3Y*
20.50%
5Y*
12.15%
10Y*
11.91%

TMVE

1D
-0.32%
1M
3.25%
YTD
17.39%
6M
16.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QVAL vs. TMVE - Yearly Performance Comparison


Correlation

The correlation between QVAL and TMVE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.84

Compare stocks, funds, or ETFs

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


Return for Risk

QVAL vs. TMVE — Risk / Return Rank

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

QVAL
QVAL Risk / Return Rank: 7070
Overall Rank
QVAL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7171
Sortino Ratio Rank
QVAL Omega Ratio Rank: 5656
Omega Ratio Rank
QVAL Calmar Ratio Rank: 8787
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
Martin Ratio Rank

TMVE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TMVE - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QVALTMVEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

4.78

Martin ratioReturn relative to average drawdown

13.37

QVAL vs. TMVE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

QVAL vs. TMVE - Drawdown Comparison

The maximum QVAL drawdown since its inception was -51.49%, which is greater than TMVE's maximum drawdown of -8.21%. Use the drawdown chart below to compare losses from any high point for QVAL and TMVE.


Loading charts...

Drawdown Indicators


QVALTMVEDifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-8.21%

-43.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

Current Drawdown

Current decline from peak

-2.47%

-0.69%

-1.78%

Average Drawdown

Average peak-to-trough decline

-7.76%

-1.43%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

QVAL vs. TMVE - Volatility Comparison


Loading charts...

Volatility by Period


QVALTMVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

13.81%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

13.81%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.78%

13.81%

+8.97%

QVAL vs. TMVE - Expense Ratio Comparison

QVAL has a 0.28% expense ratio, which is lower than TMVE's 0.55% expense ratio.


Dividends

QVAL vs. TMVE - Dividend Comparison

QVAL's dividend yield for the trailing twelve months is around 1.16%, more than TMVE's 0.10% yield.


PositionTTM2025202420232022202120202019201820172016
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.16%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%
TMVE
Thrivent Mid Cap Value ETF
0.10%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QVAL and TMVE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QVAL is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QVAL is cheaper with a 0.28% expense ratio, compared with 0.55% for TMVE.

QVAL has the higher dividend yield at 1.16%, compared with 0.10% for TMVE.

They also come from different issuers: Alpha Architect and Thrivent. Their fees differ too: 0.28% for QVAL and 0.55% for TMVE.

Portfolio Optimizer

Find the right allocation for QVAL and TMVE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer