Alpha Architect International Quantitative… (IMOM) Performance
IMOM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −2.8% since Dec 31, 2025
- 1 year
- +6.3% total return
- 5 years
- +4.6% a year
- 10 years
- +6.3% a year
- Since first price
- +5.6% a year since 2015
IMOM trailing returns vs SPY, QQQ, AGG
| Period | IMOM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −9.0% | −9.0% | −1.0% | −5.0% | +0.9% |
| 3 months | −9.4% | −9.4% | +3.2% | +1.9% | −0.4% |
| 6 months | −15.5% | −15.5% | +7.8% | +8.4% | −1.5% |
| YTD | −2.8% | −2.8% | +12.3% | +15.1% | −1.0% |
| 1 year | +6.3% | +3.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +72.6%+19.9%/yr | +56.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +25.3%+4.6%/yr | +5.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +83.4%+6.3%/yr | +48.6% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionDec 23, 2015 | +81.2%+5.6%/yr | +46.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: IMOM vs SPY
From Dec 23, 2015: IMOM grew to $18,118, SPY to $43,864.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
IMOM returns by calendar year
6 of 10 full years positive. Best 2025 (+47.2%), worst 2018 (−23.1%). 2026 is year to date.
IMOM annual returns table
| Year | IMOM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −2.8% | −19.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +47.2% | −17.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.2% | −15.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.1% | −14.3% | +26.2% | +54.9% | +5.7% |
| 2022 | −21.9% | −32.6% | −18.2% | −32.6% | −13.0% |
| 2021 | −0.8% | −16.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +28.4% | −38.2% | +18.3% | +48.6% | +7.5% |
| 2019 | +18.3% | −7.3% | +31.2% | +39.0% | +8.5% |
| 2018 | −23.1% | −31.4% | −4.6% | −0.1% | +0.1% |
| 2017 | +34.8% | −4.7% | +21.7% | +32.7% | +3.6% |
| 2016 | −9.7% | −16.5% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
IMOM largest drawdowns
Now 19.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 29, 2018 | −45.7% | Mar 18, 2020 | Dec 1, 2020 | 2.1 years | 2.8 years |
| Sep 15, 2021 | −39.3% | Sep 30, 2022 | Jun 24, 2025 | 1.0 years | 3.8 years |
| May 26, 2026 | −19.6% | Oct 23, 2026 | not yet | 5 months | 5 months so far |
| Jul 29, 2016 | −16.5% | Dec 23, 2016 | Jun 2, 2017 | 5 months | 10 months |
| Feb 16, 2021 | −16.2% | Mar 8, 2021 | Sep 7, 2021 | 20 days | 7 months |
| Dec 30, 2015 | −15.9% | Feb 12, 2016 | Jun 3, 2016 | 44 days | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
IMOM risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +22.0% | +7.0% | +6.9% | +6.5% |
| Volatility (annualized) | 18.1% | 19.3% | 18.3% | 18.0% |
| Sharpe ratio | 0.96 | 0.26 | 0.33 | 0.32 |
| Sortino ratio | 1.59 | 0.38 | 0.48 | 0.46 |
| Best month | +11.8% | +11.8% | +12.4% | +12.4% |
| Worst month | −12.0% | −12.0% | −14.1% | −14.1% |
| Best 12 months | +64.3% | +64.3% | +64.3% | +64.3% |
| Worst 12 months | +1.1% | −32.3% | −32.3% | −32.3% |
| Positive months | 67% | 60% | 60% | 60% |
| Beta vs S&P 500 | 0.94 | 0.94 | 0.93 | — |
| Correlation with S&P 500 | 0.64 | 0.76 | 0.78 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
IMOM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 119 | −32.3% | +7.7% | +64.3% | 72% |
| 3-year (a year) | 95 | −5.4% | +3.0% | +26.5% | 72% |
| 5-year (a year) | 71 | −3.4% | +5.1% | +9.6% | 80% |
| 10-year (a year) | 11 | +6.4% | +7.6% | +9.4% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
IMOM performance overview
Alpha Architect International Quantitative… (IMOM) returned +6.3% over the past year and +6.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +5.6% a year, turning $10,000 into about $18,118. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −45.7%, from Jan 29, 2018 to Mar 18, 2020, and it took 8 months to get back to the old high. IMOM finished 6 of its 10 full calendar years with a gain; the best year was 2025 (+47.2%) and the worst 2018 (−23.1%). Volatility has been 18.0% a year.
Related: IMOM chart, IMOM holdings, IMOM dividends. See the IMOM overview for the latest quote and fund facts.
IMOM performance FAQ
What is the IMOM return over the past year?
IMOM returned +6.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 3.6%.
What is the average annual return of IMOM?
IMOM has returned +4.6% a year over 5 years, +6.3% a year over 10 years, +5.6% a year since December 23, 2015 (total return, distributions reinvested).
How much would $10,000 invested in IMOM be worth?
$10,000 invested in IMOM at its first recorded close on December 23, 2015 would be worth about $18,118 on October 23, 2026 with distributions reinvested.
What was the worst year for IMOM?
The worst calendar year was 2018, with a total return of −23.1%. The best was 2025 at +47.2%.
What is the biggest drawdown of IMOM?
The largest peak-to-trough decline was −45.7% between January 29, 2018 and March 18, 2020. It recovered to the old high on December 1, 2020, 8 months after the bottom.
How volatile is IMOM?
Over the past 3 years IMOM had an annualized volatility of 18.1% and a Sharpe ratio of 0.96 (excess return over 1–3 month T-bills per unit of risk).