FGDL vs QMOM

Comparison between Franklin Responsibly Sourced Gold ETF (FGDL, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).

FGDL vs QMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FGDL(ETF)	QMOM(ETF)
Net Assets	$469M	$467M
Expense Ratio	0.15%	0.28%
Max Drawdown	24.73%	39.92%
Sharpe Ratio	0.83	0.94
5Y Beta	0.20	1.21
P/E Ratio	N/A	76.50
Forward P/E	N/A	17.01
PEG Ratio	N/A	0.18
5Y Dividends CAGR	N/A	95.10%
5Y EPS CAGR	N/A	17.64%
Debt to Equity	N/A	-33.44%
P/S Ratio	N/A	1.90
P/B Ratio	N/A	4.75

Net Assets

Winner

FGDL

$469M

QMOM

$467M

Expense Ratio

Winner

FGDL

0.15%

QMOM

0.28%

Max Drawdown

Winner

FGDL

24.73%

QMOM

39.92%

Sharpe Ratio

FGDL

0.83

Winner

QMOM

0.94

5Y Beta

Winner

FGDL

0.20

QMOM

1.21

P/E Ratio

FGDL

N/A

QMOM

76.50

Forward P/E

FGDL

N/A

QMOM

17.01

PEG Ratio

FGDL

N/A

QMOM

0.18

5Y Dividends CAGR

FGDL

N/A

QMOM

95.10%

5Y EPS CAGR

FGDL

N/A

QMOM

17.64%

Debt to Equity

FGDL

N/A

QMOM

-33.44%

P/S Ratio

FGDL

N/A

QMOM

1.90

P/B Ratio

FGDL

N/A

QMOM

4.75

FGDL vs QMOM - Historical Returns

Returns include dividend reinvestment.

Period	FGDL	QMOM
1 month	-10.85%	-0.10%
3 months	-17.10%	+16.08%
6 months	-2.54%	+20.35%
1 year	+23.99%	+27.35%
5 years(CAGR)	N/A	+10.59%
10 years(CAGR)	N/A	+13.58%
Max(CAGR)	+23.66%	+13.18%

FGDL

-10.85%

Winner

QMOM

-0.10%

FGDL

-17.10%

Winner

QMOM

+16.08%

FGDL

-2.54%

Winner

QMOM

+20.35%

FGDL

+23.99%

Winner

QMOM

+27.35%

5Y(CAGR)

FGDL

N/A

QMOM

+10.59%

10Y(CAGR)

FGDL

N/A

QMOM

+13.58%

Max(CAGR)

Winner

FGDL

+23.66%

QMOM

+13.18%

FGDL vs QMOM - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	FGDL	QMOM
2026	-3.43%	+18.99%
2025	+62.30%	+1.42%
2024	+27.59%	+32.17%
2023	+12.02%	+13.84%
2022	+0.91%	-6.63%
2021	N/A	-2.71%
2020	N/A	+59.91%
2019	N/A	+29.03%
2018	N/A	-11.66%
2017	N/A	+16.06%
2016	N/A	+8.32%

FGDL vs QMOM Drawdown Comparison

The maximum drawdown for FGDL was -24.73%, occurring on Jun 10, 2026. This drawdown has not yet recovered.

The maximum drawdown for QMOM was -39.11%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current FGDL drawdown is -22.35%. The current QMOM drawdown is -3.16%.

Rank	FGDL	QMOM
#1	-24.73% Jan 29, 2026 - Jun 10, 2026	-39.11% Feb 19, 2020 - Jul 6, 2020
#2	-11.26% May 4, 2023 - Dec 1, 2023	-38.89% Feb 12, 2021 - Oct 11, 2024
#3	-10.72% Oct 20, 2025 - Dec 22, 2025	-31.88% Sep 13, 2018 - Jan 13, 2020
#4	-10.08% Jun 30, 2022 - Dec 13, 2022	-26.48% Nov 26, 2024 - Jan 15, 2026
#5	-8.10% Oct 30, 2024 - Jan 30, 2025	-15.68% Jan 5, 2016 - Apr 14, 2016
#6	-7.28% Apr 21, 2025 - Aug 29, 2025	-12.65% Mar 2, 2026 - Apr 13, 2026
#7	-7.19% Feb 1, 2023 - Mar 17, 2023	-11.75% Oct 13, 2020 - Nov 6, 2020
#8	-5.65% May 20, 2024 - Jul 16, 2024	-11.65% Sep 1, 2020 - Oct 5, 2020
#9	-5.40% Apr 2, 2025 - Apr 10, 2025	-10.90% Jan 26, 2018 - Mar 12, 2018
#10	-4.76% Dec 26, 2025 - Jan 12, 2026	-8.64% Jun 2, 2026 - Jun 10, 2026
#11	-4.39% Dec 1, 2023 - Dec 27, 2023	-8.59% Nov 6, 2020 - Nov 20, 2020
#12	-4.25% Jul 16, 2024 - Aug 12, 2024	-8.25% Jun 20, 2018 - Aug 27, 2018
#13	-4.19% Dec 27, 2023 - Mar 1, 2024	-8.17% Mar 12, 2018 - May 18, 2018
#14	-4.14% Apr 16, 2024 - May 17, 2024	-8.08% Feb 21, 2017 - Sep 20, 2017
#15	-3.41% Feb 24, 2025 - Mar 13, 2025	-7.88% Dec 22, 2020 - Jan 7, 2021