RCGE vs. QVAL
RCGE (RockCreek Global Equality ETF) and QVAL (Alpha Architect U.S. Quantitative Value ETF) are both exchange-traded funds - RCGE is a Global Equities fund actively managed by Alpha Architect, while QVAL is a Mid Cap Value Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past year, RCGE returned 18.47% vs 39.46% for QVAL. Their 0.74 correlation means they have sometimes moved together and sometimes differently. RCGE charges 0.95%/yr vs 0.28%/yr for QVAL.
Performance
RCGE vs. QVAL - Performance Comparison
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Returns By Period
In the year-to-date period, RCGE achieves a 9.52% return, which is significantly lower than QVAL's 20.72% return.
RCGE
- 1D
- -0.72%
- 1M
- 2.70%
- 6M
- 7.02%
- YTD
- 9.52%
- 1Y
- 18.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.42%
QVAL
- 1D
- -0.54%
- 1M
- 3.77%
- 6M
- 14.38%
- YTD
- 20.72%
- 1Y
- 39.46%
- 3Y*
- 18.55%
- 5Y*
- 12.93%
- 10Y*
- 11.94%
- ALL TIME*
- 11.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.37M | $1.75M | $1.48M | |
| $848.09 | $796.67 | $990.58 |
RCGE vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RCGE RockCreek Global Equality ETF | 9.52% | 13.33% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 20.72% | 11.53% |
Correlation
The correlation between RCGE and QVAL is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025 | 0.74 |
The correlation between RCGE and QVAL has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.
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Return for Risk
RCGE vs. QVAL — Risk / Return Rank
RCGE
QVAL
RCGE vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RockCreek Global Equality ETF (RCGE) 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.
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.
| RCGE | QVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.44 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 6.18 | -4.21 |
| Martin ratioReturn relative to average drawdown | 6.92 | 19.14 | -12.22 |
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Drawdowns
RCGE vs. QVAL - Drawdown Comparison
The maximum RCGE drawdown since its inception was -13.32%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for RCGE and QVAL.
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Drawdown Indicators
| RCGE | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.32% | -51.49% | +38.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -6.04% | -3.29% |
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 DrawdownCurrent decline from peak | -0.72% | -1.04% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -7.69% | +5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.95% | +0.71% |
Volatility
RCGE vs. QVAL - Volatility Comparison
RockCreek Global Equality ETF (RCGE) has a higher volatility of 3.88% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 3.51%. This indicates that RCGE's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RCGE | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.51% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 10.20% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 14.34% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 21.56% | -6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 22.70% | -7.53% |
RCGE vs. QVAL - Expense Ratio Comparison
RCGE has a 0.95% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Dividends
RCGE vs. QVAL - Dividend Comparison
RCGE's dividend yield for the trailing twelve months is around 1.66%, more than QVAL's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.42% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
RCGE RockCreek Global Equality ETF | 1.66% | 1.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RCGE and QVAL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RCGE has higher volatility (3.88%) compared to QVAL (3.51%). In terms of maximum drawdown, RCGE dropped -13.32% vs QVAL's -51.49%.
On 1-year performance, QVAL leads with 39.46% vs 18.47% for RCGE. On fees, QVAL is cheaper at 0.28% per year. On volatility, QVAL has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, QVAL has performed better with a 39.46% return vs 18.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QVAL is cheaper with a 0.28% expense ratio, compared with 0.95% for RCGE.
RCGE has the higher dividend yield at 1.66%, compared with 1.42% for QVAL.
RCGE is categorized as Global Equities, while QVAL is Mid Cap Value Equities. Their fees differ too: 0.95% for RCGE and 0.28% for QVAL.
QVAL currently has the higher Sharpe Ratio (2.60 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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