YOKE vs. QMOM

Last updated Aug 2, 2026

YOKE (Yoke Core ETF) and QMOM (Alpha Architect U.S. Quantitative Momentum ETF) are both exchange-traded funds - YOKE is a Large Cap Blend Equities fund actively managed by Alpha Architect, while QMOM is a Momentum fund actively managed by Alpha Architect. Both are actively managed. Over the past year, YOKE returned 22.33% vs 17.87% for QMOM. Their correlation of 0.81 means they have usually moved in the same direction. YOKE charges 0.30%/yr vs 0.28%/yr for QMOM.

Performance

YOKE vs. QMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yoke Core ETF (YOKE) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YOKE achieves a 17.33% return, which is significantly higher than QMOM's 12.94% return.

YOKE

• 1D: 0.71%
• 1M: -0.12%
• 6M: 12.09%
• YTD: 17.33%
• 1Y: 22.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.92%

QMOM

• 1D: -0.42%
• 1M: -2.80%
• 6M: 8.63%
• YTD: 12.94%
• 1Y: 17.87%
• 3Y*: 17.31%
• 5Y*: 9.60%
• 10Y*: 12.30%
• ALL TIME*: 12.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QMOM Alpha Architect U.S. Quantitative Momentum ETF	$1.43M	$1.49M	$2.25M
YOKE Yoke Core ETF	$98.43K	$131.46K	$212.39K

YOKE vs. QMOM - Yearly Performance Comparison

	2026 (YTD)	2025
YOKE Yoke Core ETF	17.33%	9.19%
QMOM Alpha Architect U.S. Quantitative Momentum ETF	12.94%	3.99%

Correlation

The correlation between YOKE and QMOM is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.81

The correlation between YOKE and QMOM has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.

Return for Risk

YOKE vs. QMOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YOKE

YOKE Risk / Return Rank: 66
YOKE Sharpe Ratio Rank: 61
YOKE Sortino Ratio Rank: 64
YOKE Omega Ratio Rank: 59
YOKE Calmar Ratio Rank: 71
YOKE Martin Ratio Rank: 75

QMOM

QMOM Risk / Return Rank: 31
QMOM Sharpe Ratio Rank: 27
QMOM Sortino Ratio Rank: 27
QMOM Omega Ratio Rank: 27
QMOM Calmar Ratio Rank: 37
QMOM Martin Ratio Rank: 37

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YOKE vs. QMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) and Alpha Architect U.S. Quantitative Momentum ETF (QMOM). 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.

	YOKE	QMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.47	0.63	+0.84
Sortino ratio: Return per unit of downside risk	2.17	1.03	+1.14
Omega ratio: Gain probability vs. loss probability	1.26	1.13	+0.13
Calmar ratio: Return relative to maximum drawdown	2.52	1.27	+1.25
Martin ratio: Return relative to average drawdown	9.54	3.80	+5.74

YOKE vs. QMOM - Sharpe Ratio Comparison

The current YOKE Sharpe Ratio is 1.47, which is higher than the QMOM Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of YOKE and QMOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YOKE vs. QMOM - Drawdown Comparison

The maximum YOKE drawdown since its inception was -14.94%, smaller than the maximum QMOM drawdown of -39.13%. Use the drawdown chart below to compare losses from any high point for YOKE and QMOM.

Drawdown Indicators

	YOKE	QMOM	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-39.13%	+24.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-12.76%	+4.19%
Max Drawdown (3Y) Largest decline over 3 years	—	-26.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.13%	—
Current Drawdown Current decline from peak	-3.19%	-9.73%	+6.54%
Average Drawdown Average peak-to-trough decline	-1.97%	-12.83%	+10.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	4.26%	-2.00%

Volatility

YOKE vs. QMOM - Volatility Comparison

The current volatility for Yoke Core ETF (YOKE) is 4.15%, while Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a volatility of 7.59%. This indicates that YOKE experiences smaller price fluctuations and is considered to be less risky than QMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YOKE	QMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	7.59%	-3.44%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	22.16%	-9.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.69%	25.74%	-11.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	24.46%	-7.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	26.72%	-9.51%

YOKE vs. QMOM - Expense Ratio Comparison

YOKE has a 0.30% expense ratio, which is higher than QMOM's 0.28% expense ratio.

Dividends

YOKE vs. QMOM - Dividend Comparison

YOKE's dividend yield for the trailing twelve months is around 0.73%, more than QMOM's 0.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
QMOM Alpha Architect U.S. Quantitative Momentum ETF	0.48%	0.54%	1.40%	0.87%	1.59%	0.12%	0.08%	0.01%	0.05%	0.13%	0.34%
YOKE Yoke Core ETF	0.73%	0.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YOKE and QMOM in my portfolio?

YOKE and QMOM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YOKE or QMOM?

QMOM has higher volatility (7.59%) compared to YOKE (4.15%). In terms of maximum drawdown, YOKE dropped -14.94% vs QMOM's -39.13%.

Which ETF is better, YOKE or QMOM?

On 1-year performance, YOKE leads with 22.33% vs 17.87% for QMOM. On fees, QMOM is cheaper at 0.28% per year. On volatility, YOKE has been the lower-risk option at 4.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YOKE or QMOM?

Over the 1-year period, YOKE has performed better with a 22.33% return vs 17.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YOKE or QMOM?

QMOM is cheaper with a 0.28% expense ratio, compared with 0.30% for YOKE.

Which ETF pays a higher dividend yield, YOKE or QMOM?

YOKE has the higher dividend yield at 0.73%, compared with 0.48% for QMOM.

What is the main difference between YOKE and QMOM?

YOKE is categorized as Large Cap Blend Equities, while QMOM is Momentum. Their fees differ too: 0.30% for YOKE and 0.28% for QMOM.

Which has better risk-adjusted returns?

YOKE currently has the higher Sharpe Ratio (1.47 vs 0.63), 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.