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QVAL vs. VFVA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QVAL vs. VFVA - Performance Comparison

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

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QVAL vs. VFVA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-20.05%
VFVA
Vanguard U.S. Value Factor ETF
1.90%14.77%7.67%17.37%-3.96%36.94%2.28%25.42%-15.61%

Returns By Period

In the year-to-date period, QVAL achieves a 7.30% return, which is significantly higher than VFVA's 1.90% 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%

VFVA

1D
1.68%
1M
-4.22%
YTD
1.90%
6M
6.70%
1Y
20.72%
3Y*
14.30%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QVAL vs. VFVA - Expense Ratio Comparison

QVAL has a 0.28% expense ratio, which is higher than VFVA's 0.13% expense ratio.


Return for Risk

QVAL vs. VFVA — 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

VFVA
VFVA Risk / Return Rank: 5757
Overall Rank
VFVA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VFVA Sortino Ratio Rank: 5858
Sortino Ratio Rank
VFVA Omega Ratio Rank: 5858
Omega Ratio Rank
VFVA Calmar Ratio Rank: 5757
Calmar Ratio Rank
VFVA Martin Ratio Rank: 5858
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. VFVA - Risk-Adjusted Trends Comparison

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


QVALVFVADifference

Sharpe ratio

Return per unit of total volatility

1.21

0.94

+0.28

Sortino ratio

Return per unit of downside risk

1.85

1.44

+0.41

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.70

1.35

+0.35

Martin ratio

Return relative to average drawdown

7.34

5.41

+1.93

QVAL vs. VFVA - Sharpe Ratio Comparison

The current QVAL Sharpe Ratio is 1.21, which is comparable to the VFVA Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of QVAL and VFVA, 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


QVALVFVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.94

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.48

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.39

+0.07

Correlation

The correlation between QVAL and VFVA is 0.90, 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

QVAL vs. VFVA - Dividend Comparison

QVAL's dividend yield for the trailing twelve months is around 1.56%, less than VFVA's 2.10% 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%
VFVA
Vanguard U.S. Value Factor ETF
2.10%2.13%2.40%2.45%2.21%1.68%2.04%2.08%1.65%0.00%0.00%

Drawdowns

QVAL vs. VFVA - Drawdown Comparison

The maximum QVAL drawdown since its inception was -51.49%, which is greater than VFVA's maximum drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for QVAL and VFVA.


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Drawdown Indicators


QVALVFVADifference

Max Drawdown

Largest peak-to-trough decline

-51.49%

-48.58%

-2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.61%

-15.54%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.17%

-24.07%

-3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

Current Drawdown

Current decline from peak

-2.87%

-6.43%

+3.56%

Average Drawdown

Average peak-to-trough decline

-7.91%

-7.43%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.89%

-0.50%

Volatility

QVAL vs. VFVA - Volatility Comparison

Alpha Architect U.S. Quantitative Value ETF (QVAL) and Vanguard U.S. Value Factor ETF (VFVA) have volatilities of 4.37% and 4.34%, 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.


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Volatility by Period


QVALVFVADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.34%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

11.07%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

20.19%

22.24%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

20.26%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

24.51%

-1.71%