AAVM vs PEZ

Comparison between ALPHA ARCHITECT GLOBAL FACTOR EQUITY ETF (AAVM, ETF) and INVESCO DORSEY WRIGHT CONSUMER CYCLICALS MOMENTUM ETF (PEZ, ETF).

5-Year PerformanceAAVM has outperformed PEZ, delivering a return of +6.3% compared to +2.6%

AAVM vs PEZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AAVM(ETF)	PEZ(ETF)
Net Assets	$24M	$23M
Expense Ratio	0.38%	0.60%
Max Drawdown	36.35%	59.00%
Sharpe Ratio	1.52	0.18
5Y Beta	0.90	1.13
P/E Ratio	N/A	30.76
Forward P/E	N/A	19.09
5Y Dividends CAGR	28.54%	-6.77%
5Y EPS CAGR	N/A	25.30%
Debt to Equity	N/A	94.93%
P/S Ratio	N/A	1.09
P/B Ratio	N/A	4.91

Net Assets

Winner

AAVM

$24M

PEZ

$23M

Expense Ratio

Winner

AAVM

0.38%

PEZ

0.60%

Max Drawdown

Winner

AAVM

36.35%

PEZ

59.00%

Sharpe Ratio

Winner

AAVM

1.52

PEZ

0.18

5Y Beta

Winner

AAVM

0.90

PEZ

1.13

P/E Ratio

AAVM

N/A

PEZ

30.76

Forward P/E

AAVM

N/A

PEZ

19.09

5Y Dividends CAGR

Winner

AAVM

28.54%

PEZ

-6.77%

5Y EPS CAGR

AAVM

N/A

PEZ

25.30%

Debt to Equity

AAVM

N/A

PEZ

94.93%

P/S Ratio

AAVM

N/A

PEZ

1.09

P/B Ratio

AAVM

N/A

PEZ

4.91

AAVM vs PEZ - Holdings Comparison

AAVM and PEZ have 0 common holdings. Overlap is 0.00%

AAVM's top 25 holdings weight is 100.01%. PEZ's top 25 holdings weight is 72.46%.

Rank	AAVM	PEZ
#1	ALPHA ARCHITECT INTL QUANT MOMT ETF (IMOM) - 30.13%	TAPESTRY INC (TPR) - 4.00%
#2	ALPHA ARCHITECT INTL QUANT VAL ETF (IVAL) - 27.18%	RALPH LAUREN CORP CLASS A (RL) - 3.83%
#3	ALPHA ARCHITECT US QUANTITATIVE VAL ETF (QVAL) - 22.21%	CARDINAL HEALTH INC (CAH) - 3.69%
#4	ALPHA ARCHITECT US QUANTITATIVE MOMT ETF (QMOM) - 20.24%	MARRIOTT INTERNATIONAL INC CLASS A (MAR) - 3.52%
#5	FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.25%	HILTON WORLDWIDE HOLDINGS INC (HLT) - 3.43%
#6	N/A	NETFLIX INC (NFLX) - 3.36%
#7	N/A	GARRETT MOTION INC ORDINARY SHARES NEW (GTX) - 3.34%
#8	N/A	WILLIAMS-SONOMA INC (WSM) - 3.30%
#9	N/A	WALMART INC (WMT) - 3.21%
#10	N/A	MCKESSON CORP (MCK) - 3.12%
#11	N/A	FIVE BELOW INC (FIVE) - 3.07%
#12	N/A	TJX COMPANIES INC (TJX) - 3.02%
#13	N/A	GENERAL MOTORS CO (GM) - 2.92%
#14	N/A	GARMIN LTD (GRMN) - 2.79%
#15	N/A	RUSH STREET INTERACTIVE INC ORDINARY SHARES CLASS A (RSI) - 2.72%
#16	N/A	BURLINGTON STORES INC (BURL) - 2.67%
#17	N/A	ROSS STORES INC (ROST) - 2.56%
#18	N/A	SPHERE ENTERTAINMENT CO ORDINARY SHARES CLASS A (SPHR) - 2.44%
#19	N/A	EXPEDIA GROUP INC (EXPE) - 2.36%
#20	N/A	DANA INC (DAN) - 2.35%
#21	N/A	CAESARS ENTERTAINMENT INC (CZR) - 2.33%
#22	N/A	HASBRO INC (HAS) - 2.29%
#23	N/A	NEW YORK TIMES CO CLASS A (NYT) - 2.21%
#24	N/A	RIVIAN AUTOMOTIVE INC CLASS A (RIVN) - 1.97%
#25	N/A	CALLAWAY GOLF CO (CALY) - 1.96%
Total Holdings	5	47

AAVM vs PEZ - Historical Returns

Returns include dividend reinvestment.

Period	AAVM	PEZ
1 month	-0.78%	-0.07%
3 months	+4.55%	-2.17%
6 months	+16.06%	-1.01%
1 year	+29.90%	+5.48%
5 years(CAGR)	+6.26%	+2.63%
10 years(CAGR)	+4.83%	+9.46%
Max(CAGR)	+4.83%	+7.75%

AAVM

-0.78%

Winner

PEZ

-0.07%

Winner

AAVM

+4.55%

PEZ

-2.17%

Winner

AAVM

+16.06%

PEZ

-1.01%

Winner

AAVM

+29.90%

PEZ

+5.48%

5Y(CAGR)

Winner

AAVM

+6.26%

PEZ

+2.63%

10Y(CAGR)

AAVM

+4.83%

Winner

PEZ

+9.46%

Max(CAGR)

AAVM

+4.83%

Winner

PEZ

+7.75%

AAVM vs PEZ - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	AAVM	PEZ
2026	+12.22%	-4.84%
2025	+17.99%	+6.13%
2024	+12.87%	+21.74%
2023	+1.34%	+30.17%
2022	-6.83%	-28.99%
2021	+3.43%	+23.62%
2020	+3.98%	+37.99%
2019	+4.52%	+17.65%
2018	-16.23%	-7.24%
2017	+14.62%	+20.16%
2016	N/A	-0.51%
2015	N/A	-0.05%
2014	N/A	+9.23%
2013	N/A	+36.96%
2012	N/A	+18.76%
2011	N/A	+0.03%
2010	N/A	+27.53%
2009	N/A	+22.45%
2008	N/A	-31.14%
2007	N/A	-11.83%
2006	N/A	+5.87%

AAVM vs PEZ Drawdown Comparison

The maximum drawdown for AAVM was -34.70%, occurring on Mar 18, 2020. Recovery took 1899 trading sessions.

The maximum drawdown for PEZ was -58.39%, occurring on Mar 6, 2009. Recovery took 1195 trading sessions.

The current AAVM drawdown is -3.69%. The current PEZ drawdown is -11.25%.

Rank	AAVM	PEZ
#1	-34.70% Jan 23, 2018 - Aug 13, 2025	-58.39% Jun 4, 2007 - Mar 1, 2012
#2	-10.85% Feb 27, 2026 - Apr 17, 2026	-52.05% Sep 27, 2018 - Aug 5, 2020
#3	-4.64% Nov 12, 2025 - Nov 28, 2025	-41.72% Nov 18, 2021 - Aug 23, 2024
#4	-3.72% Oct 6, 2025 - Oct 27, 2025	-31.48% Nov 25, 2024 - Apr 8, 2025
#5	-3.69% May 29, 2026 - Jun 5, 2026	-25.01% Aug 5, 2015 - Oct 6, 2017
#6	-3.41% May 6, 2026 - May 26, 2026	-16.59% Feb 9, 2021 - Nov 2, 2021
#7	-3.11% Apr 17, 2026 - May 6, 2026	-14.38% Oct 15, 2020 - Nov 19, 2020
#8	-2.65% Aug 7, 2017 - Aug 31, 2017	-14.05% Sep 2, 2014 - Nov 28, 2014
#9	-2.33% Jan 27, 2026 - Feb 6, 2026	-12.36% Jan 23, 2018 - Jun 4, 2018
#10	-2.15% Jun 13, 2017 - Jul 12, 2017	-12.12% Aug 21, 2020 - Oct 9, 2020
#11	-1.77% Nov 30, 2017 - Dec 18, 2017	-10.88% May 2, 2012 - Sep 13, 2012
#12	-1.67% Nov 8, 2017 - Nov 17, 2017	-9.64% Mar 5, 2014 - Jul 1, 2014
#13	-1.56% Dec 11, 2025 - Dec 22, 2025	-9.00% Jan 10, 2014 - Feb 24, 2014
#14	-1.47% Oct 27, 2025 - Nov 10, 2025	-8.48% Aug 23, 2024 - Sep 19, 2024
#15	-1.47% Sep 11, 2025 - Oct 1, 2025	-8.00% Sep 14, 2012 - Jan 4, 2013

Correlation

Correlation between AAVM and PEZ is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64

-101

Dividend Comparison (2006 - 2026)

AAVM vs PEZ dividend yield comparison.

Year	AAVM	PEZ
2026	0.00%	0.10%
2025	2.05%	0.11%
2024	2.54%	0.12%
2023	4.13%	0.60%
2022	2.24%	0.43%
2021	0.82%	0.23%
2020	0.00%	0.39%
2019	1.76%	0.01%
2018	0.93%	0.40%
2017	0.81%	0.42%
2016	0.00%	0.83%
2015	0.00%	0.64%
2014	0.00%	0.15%
2013	0.00%	0.46%
2012	0.00%	1.07%
2011	0.00%	0.75%
2010	0.00%	0.67%
2009	0.00%	0.28%
2008	0.00%	1.03%
2007	0.00%	0.55%
2006	0.00%	0.61%