SQS vs. QVAL
SQS (Sapient Quality Select ETF) and QVAL (Alpha Architect U.S. Quantitative Value ETF) are both exchange-traded funds - SQS is a Quality Factor fund actively managed by Alpha Architect, while QVAL is a Mid Cap Value Equities fund actively managed by Alpha Architect. Both are actively managed. Their 0.34 correlation means their historical movements had little consistent relationship. SQS charges 0.80%/yr vs 0.28%/yr for QVAL.
Performance
SQS vs. QVAL - Performance Comparison
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Returns By Period
SQS
- 1D
- 1.43%
- 1M
- -0.43%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
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 | |
| $368.93K | $275.74K | $458.12K |
SQS vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SQS Sapient Quality Select ETF | 8.23% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 16.01% |
Correlation
The correlation between SQS and QVAL is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 16, 2026 | 0.34 |
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Return for Risk
SQS vs. QVAL — Risk / Return Rank
SQS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QVAL
SQS vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.
| SQS | QVAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.44 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.18 | — |
| Martin ratioReturn relative to average drawdown | — | 19.14 | — |
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Drawdowns
SQS vs. QVAL - Drawdown Comparison
The maximum SQS drawdown since its inception was -7.90%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for SQS and QVAL.
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Drawdown Indicators
| SQS | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.90% | -51.49% | +43.59% |
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 DrawdownCurrent decline from peak | -3.23% | -1.04% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -7.69% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.95% | — |
Volatility
SQS vs. QVAL - Volatility Comparison
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Volatility by Period
| SQS | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.51% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 14.34% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 21.56% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.52% | 22.70% | -4.18% |
SQS vs. QVAL - Expense Ratio Comparison
SQS has a 0.80% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Dividends
SQS vs. QVAL - Dividend Comparison
SQS has not paid dividends to shareholders, while QVAL's dividend yield for the trailing twelve months is around 1.42%.
| 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% |
SQS Sapient Quality Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SQS and QVAL have a correlation of 0.34, 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 0.80% for SQS.
QVAL has the higher dividend yield at 1.42%, compared with 0.00% for SQS.
SQS is categorized as Quality Factor, while QVAL is Mid Cap Value Equities. Their fees differ too: 0.80% for SQS and 0.28% for QVAL.
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