GNMA vs QMOM

Comparison between ISHARES GNMA BOND ETF (GNMA, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF).

5-Year PerformanceQMOM has outperformed GNMA, delivering a return of +8.9% compared to +0.6%

GNMA vs QMOM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GNMA(ETF)	QMOM(ETF)
Net Assets	$421M	$421M
Expense Ratio	0.10%	0.28%
Max Drawdown	23.27%	39.92%
Sharpe Ratio	-0.03	0.71
5Y Beta	0.05	1.20
P/E Ratio	N/A	63.69
Forward P/E	N/A	20.42
5Y Dividends CAGR	21.27%	95.10%
5Y EPS CAGR	N/A	14.63%
Debt to Equity	N/A	-4.17%
P/S Ratio	N/A	1.53
P/B Ratio	N/A	4.75

Net Assets

GNMA

$421M

Winner

QMOM

$421M

Expense Ratio

Winner

GNMA

0.10%

QMOM

0.28%

Max Drawdown

Winner

GNMA

23.27%

QMOM

39.92%

Sharpe Ratio

GNMA

-0.03

Winner

QMOM

0.71

5Y Beta

Winner

GNMA

0.05

QMOM

1.20

P/E Ratio

GNMA

N/A

QMOM

63.69

Forward P/E

GNMA

N/A

QMOM

20.42

5Y Dividends CAGR

GNMA

21.27%

Winner

QMOM

95.10%

5Y EPS CAGR

GNMA

N/A

QMOM

14.63%

Debt to Equity

GNMA

N/A

QMOM

-4.17%

P/S Ratio

GNMA

N/A

QMOM

1.53

P/B Ratio

GNMA

N/A

QMOM

4.75

GNMA vs QMOM - Historical Returns

Returns include dividend reinvestment.

Period	GNMA	QMOM
1 month	+0.66%	+1.16%
3 months	+0.04%	-5.11%
6 months	-1.25%	+2.81%
1 year	+3.67%	+20.53%
5 years(CAGR)	+0.56%	+8.89%
10 years(CAGR)	+1.18%	+12.57%
Max(CAGR)	+1.36%	+12.38%

GNMA

+0.66%

Winner

QMOM

+1.16%

Winner

GNMA

+0.04%

QMOM

-5.11%

GNMA

-1.25%

Winner

QMOM

+2.81%

GNMA

+3.67%

Winner

QMOM

+20.53%

5Y(CAGR)

GNMA

+0.56%

Winner

QMOM

+8.89%

10Y(CAGR)

GNMA

+1.18%

Winner

QMOM

+12.57%

Max(CAGR)

GNMA

+1.36%

Winner

QMOM

+12.38%

GNMA vs QMOM - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	GNMA	QMOM
2026	+1.08%	+13.15%
2025	+8.45%	+1.42%
2024	+1.71%	+32.17%
2023	+4.84%	+13.84%
2022	-10.46%	-6.63%
2021	-1.82%	-2.71%
2020	+3.43%	+59.91%
2019	+5.88%	+29.03%
2018	+0.79%	-11.66%
2017	+1.79%	+16.06%
2016	+0.96%	+8.32%
2015	+0.80%	N/A
2014	+6.51%	N/A
2013	-2.32%	N/A
2012	+1.55%	N/A

GNMA vs QMOM Drawdown Comparison

The maximum drawdown for GNMA was -17.09%, occurring on Oct 20, 2022. Recovery took 1416 trading sessions.

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

The current GNMA drawdown is -1.25%. The current QMOM drawdown is -7.91%.

Rank	GNMA	QMOM
#1	-17.09% Apr 8, 2020 - Nov 25, 2025	-39.11% Feb 19, 2020 - Jul 6, 2020
#2	-9.58% Aug 15, 2012 - Jan 20, 2016	-38.89% Feb 12, 2021 - Oct 11, 2024
#3	-3.06% Aug 10, 2016 - Sep 5, 2017	-31.88% Sep 13, 2018 - Jan 13, 2020
#4	-2.96% Sep 5, 2017 - Dec 28, 2018	-26.48% Nov 26, 2024 - Jan 15, 2026
#5	-2.61% Feb 27, 2026 - May 19, 2026	-15.68% Jan 5, 2016 - Apr 14, 2016
#6	-2.52% Mar 9, 2020 - Mar 24, 2020	-12.76% Jun 2, 2026 - Jul 29, 2026
#7	-1.33% Jun 15, 2012 - Jul 31, 2012	-12.65% Mar 2, 2026 - Apr 13, 2026
#8	-1.27% May 31, 2012 - Jun 15, 2012	-11.75% Oct 13, 2020 - Nov 6, 2020
#9	-1.25% Feb 11, 2016 - Jun 10, 2016	-11.65% Sep 1, 2020 - Oct 5, 2020
#10	-1.10% Aug 9, 2012 - Aug 15, 2012	-10.90% Jan 26, 2018 - Mar 12, 2018
#11	-1.05% Aug 2, 2012 - Aug 9, 2012	-8.59% Nov 6, 2020 - Nov 20, 2020
#12	-0.84% May 16, 2012 - May 31, 2012	-8.25% Jun 20, 2018 - Aug 27, 2018
#13	-0.84% Mar 13, 2012 - Mar 29, 2012	-8.17% Mar 12, 2018 - May 18, 2018
#14	-0.79% Nov 25, 2025 - Dec 31, 2025	-8.08% Feb 21, 2017 - Sep 20, 2017
#15	-0.72% Mar 28, 2019 - May 6, 2019	-7.88% Dec 22, 2020 - Jan 7, 2021

Correlation

Correlation between GNMA and QMOM is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.53

-101

Dividend Comparison (2012 - 2026)

GNMA vs QMOM dividend yield comparison.

Year	GNMA	QMOM
2026	2.49%	0.00%
2025	4.19%	0.54%
2024	4.15%	1.40%
2023	3.43%	0.87%
2022	2.01%	1.59%
2021	0.64%	0.12%
2020	1.89%	0.08%
2019	2.61%	0.01%
2018	2.41%	0.05%
2017	2.15%	0.13%
2016	1.89%	0.34%
2015	1.50%	0.00%
2014	1.22%	0.00%
2013	1.06%	0.00%
2012	1.29%	0.00%