IMOM vs CHGX
Comparison between ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF) and STANCE SUSTAINABLE BETA ETF (CHGX, ETF).
5-Year PerformanceCHGX has outperformed IMOM, delivering a return of +10.6% compared to +8.2%
IMOM vs CHGX - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
IMOM
$166M
CHGX
$165M
Expense Ratio
Winner
IMOM
0.38%
CHGX
0.49%
Max Drawdown
IMOM
47.07%
Winner
CHGX
35.49%
Sharpe Ratio
IMOM
1.58
Winner
CHGX
1.69
5Y Beta
Winner
IMOM
0.86
CHGX
0.92
P/E Ratio
IMOM
N/A
CHGX
30.22
Forward P/E
IMOM
N/A
CHGX
20.64
PEG Ratio
IMOM
N/A
CHGX
0.35
5Y Dividends CAGR
Winner
IMOM
53.23%
CHGX
23.24%
5Y EPS CAGR
IMOM
N/A
CHGX
19.37%
Debt to Equity
IMOM
N/A
CHGX
-36.79%
P/S Ratio
IMOM
N/A
CHGX
3.07
P/B Ratio
IMOM
N/A
CHGX
5.84
IMOM vs CHGX - Holdings Comparison
IMOM and CHGX have 2 common holdings. Overlap is 0.24%
IMOM's top 25 holdings weight is 51.80%. CHGX's top 25 holdings weight is 39.04%.
| Rank | IMOM | CHGX |
|---|---|---|
| #1 | TECHNOPROBE SPA (n/a) - 2.21% | MARVELL TECHNOLOGY INC (MRVL) - 2.57% |
| #2 | VERBIO SE (n/a) - 2.19% | n/a (DELL) - 2.50% |
| #3 | GLENCORE PLC (n/a) - 2.17% | SANDISK CORP ORDINARY SHARES (SNDK) - 2.29% |
| #4 | CODAN LTD (n/a) - 2.15% | MICRON TECHNOLOGY INC (MU) - 2.18% |
| #5 | AURUBIS AG (n/a) - 2.15% | ADVANCED MICRO DEVICES INC (AMD) - 2.12% |
| #6 | PLS GROUP LTD (n/a) - 2.12% | SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 1.99% |
| #7 | REPSOL SA (n/a) - 2.11% | INTEL CORP (INTC) - 1.90% |
| #8 | BHP GROUP LTD (n/a) - 2.10% | WESTERN DIGITAL CORP (WDC) - 1.75% |
| #9 | MILLICOM INTERNATIONAL CELLULAR SA (TIGO) - 2.09% | BLOOM ENERGY CORP CLASS A (BE) - 1.62% |
| #10 | ABB LTD (n/a) - 2.08% | CIENA CORP (CIEN) - 1.53% |
| #11 | WOODSIDE ENERGY GROUP LTD (n/a) - 2.07% | ROCKET LAB CORP (RKLB) - 1.48% |
| #12 | RIO TINTO LTD (n/a) - 2.07% | PALO ALTO NETWORKS INC (PANW) - 1.48% |
| #13 | TOKYO ELECTRON LTD (n/a) - 2.06% | FORTINET INC (FTNT) - 1.46% |
| #14 | ENLIGHT RENEWABLE ENERGY LTD (n/a) - 2.06% | CISCO SYSTEMS INC (CSCO) - 1.36% |
| #15 | KEPPEL LTD (n/a) - 2.04% | ORACLE CORP (ORCL) - 1.35% |
| #16 | ROHM CO LTD (n/a) - 2.03% | TEXAS INSTRUMENTS INC (TXN) - 1.29% |
| #17 | SOLARIA ENERGIA Y MEDIO AMBIENTE SA (n/a) - 2.03% | MONOLITHIC POWER SYSTEMS INC (MPWR) - 1.27% |
| #18 | SCREEN HOLDINGS CO LTD (n/a) - 2.03% | STEEL DYNAMICS INC (STLD) - 1.23% |
| #19 | VESTAS WIND SYSTEMS AS (n/a) - 2.02% | APPLIED MATERIALS INC (AMAT) - 1.17% |
| #20 | RWE AG CLASS A (n/a) - 2.02% | CADENCE DESIGN SYSTEMS INC (CDNS) - 1.17% |
| #21 | ZEGONA COMMUNICATIONS PLC (n/a) - 2.01% | UNITEDHEALTH GROUP INC (UNH) - 1.11% |
| #22 | ENEOS HOLDINGS INC (n/a) - 2.00% | CLOUDFLARE INC (NET) - 1.09% |
| #23 | ELBIT SYSTEMS LTD (n/a) - 2.00% | TERADYNE INC (TER) - 1.08% |
| #24 | ANRITSU CORP (n/a) - 2.00% | ARISTA NETWORKS INC (ANET) - 1.04% |
| #25 | ACCIONA SA (n/a) - 1.99% | BANK OF NEW YORK MELLON CORP (BNY) - 1.01% |
| Total Holdings | 55 | 105 |
IMOM vs CHGX - Historical Returns
Returns include dividend reinvestment.
1M
IMOM
-2.30%
Winner
CHGX
+6.47%
3M
IMOM
+8.10%
Winner
CHGX
+21.45%
6M
IMOM
+18.53%
Winner
CHGX
+21.01%
1Y
Winner
IMOM
+39.14%
CHGX
+30.29%
5Y(CAGR)
IMOM
+8.17%
Winner
CHGX
+10.58%
10Y(CAGR)
IMOM
+7.81%
Winner
CHGX
+13.60%
Max(CAGR)
IMOM
+7.82%
Winner
CHGX
+13.60%
IMOM vs CHGX - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | IMOM | CHGX |
|---|---|---|
| 2026 | +14.58% | +20.85% |
| 2025 | +46.80% | +12.25% |
| 2024 | +6.38% | +16.10% |
| 2023 | +9.92% | +23.60% |
| 2022 | -22.11% | -21.70% |
| 2021 | -2.16% | +24.27% |
| 2020 | +26.49% | +23.84% |
| 2019 | +18.49% | +32.61% |
| 2018 | -23.45% | -6.59% |
| 2017 | +33.06% | +4.32% |
| 2016 | -8.55% | N/A |
IMOM vs CHGX Drawdown Comparison
The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.
The maximum drawdown for CHGX was -35.49%, occurring on Mar 23, 2020. Recovery took 116 trading sessions.
The current IMOM drawdown is -3.90%. The current CHGX drawdown is -1.52%.
| Rank | IMOM | CHGX |
|---|---|---|
| #1 | -45.70% Jan 29, 2018 - Dec 1, 2020 | -35.49% Feb 19, 2020 - Aug 4, 2020 |
| #2 | -39.27% Sep 15, 2021 - Jun 24, 2025 | -30.26% Nov 16, 2021 - Feb 2, 2024 |
| #3 | -16.48% Jul 29, 2016 - Jun 2, 2017 | -18.63% Sep 21, 2018 - Apr 1, 2019 |
| #4 | -16.22% Feb 16, 2021 - Sep 7, 2021 | -18.09% Dec 4, 2024 - Jun 27, 2025 |
| #5 | -15.61% Feb 25, 2026 - May 6, 2026 | -10.31% Jan 29, 2018 - Aug 28, 2018 |
| #6 | -14.05% Jan 4, 2016 - Apr 4, 2016 | -8.50% Feb 27, 2026 - Apr 14, 2026 |
| #7 | -9.10% May 26, 2026 - Jun 10, 2026 | -8.13% Sep 2, 2020 - Oct 12, 2020 |
| #8 | -5.71% Jun 20, 2016 - Jul 1, 2016 | -7.70% Oct 12, 2020 - Nov 5, 2020 |
| #9 | -5.57% Jan 25, 2021 - Feb 9, 2021 | -7.50% Oct 27, 2025 - Jan 6, 2026 |
| #10 | -4.92% Jan 27, 2026 - Feb 9, 2026 | -7.39% Jul 16, 2024 - Aug 21, 2024 |
| #11 | -4.74% Nov 24, 2017 - Jan 3, 2018 | -7.18% Mar 28, 2024 - Jul 12, 2024 |
| #12 | -4.30% May 13, 2026 - May 26, 2026 | -7.04% May 6, 2019 - Jun 20, 2019 |
| #13 | -4.17% Nov 13, 2025 - Dec 10, 2025 | -7.01% Sep 3, 2021 - Nov 3, 2021 |
| #14 | -4.15% Jun 8, 2017 - Jul 19, 2017 | -7.00% Jul 26, 2019 - Nov 15, 2019 |
| #15 | -3.92% Oct 6, 2025 - Nov 10, 2025 | -5.92% Feb 12, 2021 - Apr 1, 2021 |
Correlation
Correlation between IMOM and CHGX is 0.81 which considered as a strong positive correlation - the stocks tend to move together.
0.81
-101
Dividend Comparison (2016 - 2025)
IMOM vs CHGX dividend yield comparison.
| Year | IMOM | CHGX |
|---|---|---|
| 2025 | 2.53% | 0.67% |
| 2024 | 4.52% | 0.76% |
| 2023 | 2.95% | 0.94% |
| 2022 | 6.06% | 1.11% |
| 2021 | 1.27% | 0.56% |
| 2020 | 0.59% | 0.58% |
| 2019 | 1.17% | 0.86% |
| 2018 | 0.78% | 0.00% |
| 2017 | 1.11% | 0.59% |
| 2016 | 0.54% | 0.00% |
Select Stocks to Compare
Popular: IMOM vs SPYCHGX vs SPY
More Comparisons
Compare with similar stocks