Alpha Architect U.S. Quantitative Momentum ETF (QMOM) Performance
QMOM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +8.9% since Dec 31, 2025
- 1 year
- +10.4% total return
- 5 years
- +7.2% a year
- 10 years
- +12.0% a year
- Since first price
- +10.6% a year since 2015
QMOM trailing returns vs SPY, QQQ, AGG
| Period | QMOM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.3% | −2.3% | −1.0% | −5.0% | +0.9% |
| 3 months | −6.3% | −6.3% | +3.2% | +1.9% | −0.4% |
| 6 months | −7.0% | −7.0% | +7.8% | +8.4% | −1.5% |
| YTD | +8.9% | +8.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +10.4% | +9.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +79.1%+21.4%/yr | +74.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +41.5%+7.2%/yr | +35.3% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +211.4%+12.0%/yr | +196.1% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionDec 2, 2015 | +200.6%+10.6%/yr | +185.3% | — | — | — |
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: QMOM vs SPY
From Dec 2, 2015: QMOM grew to $30,058, SPY to $43,594.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
QMOM returns by calendar year
7 of 10 full years positive. Best 2020 (+61.9%), worst 2018 (−11.7%). 2026 is year to date.
QMOM annual returns table
| Year | QMOM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +8.9% | −13.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +2.4% | −24.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +30.4% | −10.7% | +24.9% | +25.6% | +1.3% |
| 2023 | +9.5% | −16.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −7.0% | −18.2% | −18.2% | −32.6% | −13.0% |
| 2021 | −4.1% | −35.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +61.9% | −39.1% | +18.3% | +48.6% | +7.5% |
| 2019 | +28.4% | −12.9% | +31.2% | +39.0% | +8.5% |
| 2018 | −11.7% | −31.9% | −4.6% | −0.1% | +0.1% |
| 2017 | +15.9% | −8.1% | +21.7% | +32.7% | +3.6% |
| 2016 | +4.9% | −15.7% | +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.
QMOM largest drawdowns
Now 13.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −39.1% | Mar 23, 2020 | Jul 6, 2020 | 33 days | 5 months |
| Feb 12, 2021 | −38.9% | Oct 26, 2023 | Oct 11, 2024 | 2.7 years | 3.7 years |
| Sep 13, 2018 | −31.9% | Dec 24, 2018 | Jan 13, 2020 | 3 months | 1.3 years |
| Nov 26, 2024 | −26.5% | Apr 8, 2025 | Jan 15, 2026 | 4 months | 1.1 years |
| Dec 4, 2015 | −22.1% | Feb 8, 2016 | Sep 22, 2016 | 2 months | 10 months |
| Jun 2, 2026 | −13.3% | Oct 22, 2026 | not yet | 5 months | 5 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
QMOM risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +19.8% | +8.9% | +11.9% | +11.5% |
| Volatility (annualized) | 20.2% | 20.9% | 22.3% | 21.8% |
| Sharpe ratio | 0.78 | 0.34 | 0.51 | 0.51 |
| Sortino ratio | 1.41 | 0.56 | 0.84 | 0.83 |
| Best month | +13.6% | +15.7% | +18.4% | +18.4% |
| Worst month | −9.1% | −12.0% | −19.2% | −19.2% |
| Best 12 months | +56.8% | +56.8% | +101.2% | +101.2% |
| Worst 12 months | −7.2% | −18.4% | −18.7% | −18.7% |
| Positive months | 56% | 50% | 52% | 53% |
| Beta vs S&P 500 | 1.34 | 1.07 | 1.13 | — |
| Correlation with S&P 500 | 0.82 | 0.80 | 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.
QMOM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 119 | −18.7% | +11.1% | +101.2% | 74% |
| 3-year (a year) | 95 | −2.9% | +12.5% | +25.9% | 97% |
| 5-year (a year) | 71 | +4.2% | +13.0% | +21.8% | 100% |
| 10-year (a year) | 11 | +11.3% | +12.3% | +13.7% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
QMOM performance overview
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) returned +10.4% over the past year and +12.0% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +10.6% a year, turning $10,000 into about $30,058. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −39.1%, from Feb 19, 2020 to Mar 23, 2020, and it took 3 months to get back to the old high. QMOM finished 7 of its 10 full calendar years with a gain; the best year was 2020 (+61.9%) and the worst 2018 (−11.7%). Volatility has been 21.8% a year.
Related: QMOM chart, QMOM holdings, QMOM dividends, QMOM valuation. See the QMOM overview for the latest quote and fund facts.
QMOM performance FAQ
What is the QMOM return over the past year?
QMOM returned +10.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 9.8%.
What is the average annual return of QMOM?
QMOM has returned +7.2% a year over 5 years, +12.0% a year over 10 years, +10.6% a year since December 2, 2015 (total return, distributions reinvested).
How much would $10,000 invested in QMOM be worth?
$10,000 invested in QMOM at its first recorded close on December 2, 2015 would be worth about $30,058 on October 23, 2026 with distributions reinvested.
What was the worst year for QMOM?
The worst calendar year was 2018, with a total return of −11.7%. The best was 2020 at +61.9%.
What is the biggest drawdown of QMOM?
The largest peak-to-trough decline was −39.1% between February 19, 2020 and March 23, 2020. It recovered to the old high on July 6, 2020, 3 months after the bottom.
How volatile is QMOM?
Over the past 3 years QMOM had an annualized volatility of 20.2% and a Sharpe ratio of 0.78 (excess return over 1–3 month T-bills per unit of risk).