IMOM vs FRNW

Comparison between ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE MOMENTUM ETF (IMOM, ETF) and FIDELITY CLEAN ENERGY ETF (FRNW, ETF).

5-Year PerformanceIMOM has outperformed FRNW, delivering a return of +8.2% compared to +0.6%

IMOM vs FRNW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMOM(ETF)	FRNW(ETF)
Net Assets	$166M	$166M
Expense Ratio	0.38%	0.39%
Max Drawdown	47.07%	60.67%
Sharpe Ratio	1.58	1.83
5Y Beta	0.86	0.86
P/E Ratio	N/A	-3.55
Forward P/E	N/A	20.16
PEG Ratio	N/A	-0.00
5Y Dividends CAGR	53.23%	N/A
Debt to Equity	N/A	-146.48%
P/S Ratio	N/A	0.63
P/B Ratio	N/A	3.82

Net Assets

IMOM

$166M

Winner

FRNW

$166M

Expense Ratio

Winner

IMOM

0.38%

FRNW

0.39%

Max Drawdown

Winner

IMOM

47.07%

FRNW

60.67%

Sharpe Ratio

IMOM

1.58

Winner

FRNW

1.83

5Y Beta

Winner

IMOM

0.86

FRNW

0.86

P/E Ratio

IMOM

N/A

FRNW

-3.55

Forward P/E

IMOM

N/A

FRNW

20.16

PEG Ratio

IMOM

N/A

FRNW

-0.00

5Y Dividends CAGR

IMOM

53.23%

FRNW

N/A

Debt to Equity

IMOM

N/A

FRNW

-146.48%

P/S Ratio

IMOM

N/A

FRNW

0.63

P/B Ratio

IMOM

N/A

FRNW

3.82

IMOM vs FRNW - Holdings Comparison

IMOM and FRNW have 1 common holdings. Overlap is -0.01%

IMOM's top 25 holdings weight is 51.80%. FRNW's top 25 holdings weight is 76.74%.

Rank	IMOM	FRNW
#1	TECHNOPROBE SPA (n/a) - 2.21%	n/a (n/a) - 10.13%
#2	VERBIO SE (n/a) - 2.19%	FIRST SOLAR INC (FSLR) - 4.71%
#3	GLENCORE PLC (n/a) - 2.17%	BLOOM ENERGY CORP CLASS A (BE) - 4.65%
#4	CODAN LTD (n/a) - 2.15%	GE VERNOVA INC (GEV) - 4.51%
#5	AURUBIS AG (n/a) - 2.15%	VESTAS WIND SYSTEMS AS (n/a) - 4.35%
#6	PLS GROUP LTD (n/a) - 2.12%	NEXTPOWER INC CLASS A (NXT) - 3.78%
#7	REPSOL SA (n/a) - 2.11%	ENLIGHT RENEWABLE ENERGY LTD (n/a) - 3.37%
#8	BHP GROUP LTD (n/a) - 2.10%	ENPHASE ENERGY INC (ENPH) - 3.22%
#9	MILLICOM INTERNATIONAL CELLULAR SA (TIGO) - 2.09%	EDP-ENERGIAS DE PORTUGAL SA (n/a) - 3.07%
#10	ABB LTD (n/a) - 2.08%	ORSTED AS (n/a) - 3.02%
#11	WOODSIDE ENERGY GROUP LTD (n/a) - 2.07%	SOLAREDGE TECHNOLOGIES INC (SEDG) - 2.80%
#12	RIO TINTO LTD (n/a) - 2.07%	ORMAT TECHNOLOGIES INC (ORA) - 2.76%
#13	TOKYO ELECTRON LTD (n/a) - 2.06%	ACCIONA SA (n/a) - 2.47%
#14	ENLIGHT RENEWABLE ENERGY LTD (n/a) - 2.06%	DOOSAN FUEL CELL ORDINARY SHARES (n/a) - 2.35%
#15	KEPPEL LTD (n/a) - 2.04%	PLUG POWER INC (PLUG) - 2.15%
#16	ROHM CO LTD (n/a) - 2.03%	NORDEX SE AKT. NACH KAPITALHERABSETZUNG (n/a) - 2.11%
#17	SOLARIA ENERGIA Y MEDIO AMBIENTE SA (n/a) - 2.03%	VERBUND AG CLASS A (n/a) - 2.02%
#18	SCREEN HOLDINGS CO LTD (n/a) - 2.03%	CLEARWAY ENERGY INC CLASS C (CWEN) - 1.97%
#19	VESTAS WIND SYSTEMS AS (n/a) - 2.02%	n/a (SHLS) - 1.95%
#20	RWE AG CLASS A (n/a) - 2.02%	n/a (BEPC) - 1.94%
#21	ZEGONA COMMUNICATIONS PLC (n/a) - 2.01%	NORTHLAND POWER INC (n/a) - 1.94%
#22	ENEOS HOLDINGS INC (n/a) - 2.00%	SMA SOLAR TECHNOLOGY AG (n/a) - 1.93%
#23	ELBIT SYSTEMS LTD (n/a) - 2.00%	SUNRUN INC (RUN) - 1.91%
#24	ANRITSU CORP (n/a) - 2.00%	MERIDIAN ENERGY LTD (n/a) - 1.88%
#25	ACCIONA SA (n/a) - 1.99%	BORALEX INC CLASS A (n/a) - 1.75%
Total Holdings	55	68

IMOM vs FRNW - Historical Returns

Returns include dividend reinvestment.

Period	IMOM	FRNW
1 month	-2.30%	-3.51%
3 months	+8.10%	+10.36%
6 months	+18.53%	+22.47%
1 year	+39.14%	+63.31%
5 years(CAGR)	+8.17%	+0.61%
10 years(CAGR)	+7.81%	N/A
Max(CAGR)	+7.82%	+0.61%

Winner

IMOM

-2.30%

FRNW

-3.51%

IMOM

+8.10%

Winner

FRNW

+10.36%

IMOM

+18.53%

Winner

FRNW

+22.47%

IMOM

+39.14%

Winner

FRNW

+63.31%

5Y(CAGR)

Winner

IMOM

+8.17%

FRNW

+0.61%

10Y(CAGR)

IMOM

+7.81%

FRNW

N/A

Max(CAGR)

Winner

IMOM

+7.82%

FRNW

+0.61%

IMOM vs FRNW - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	IMOM	FRNW
2026	+14.58%	+17.90%
2025	+46.80%	+48.65%
2024	+6.38%	-19.59%
2023	+9.92%	-19.15%
2022	-22.11%	-12.49%
2021	-2.16%	-2.85%
2020	+26.49%	N/A
2019	+18.49%	N/A
2018	-23.45%	N/A
2017	+33.06%	N/A
2016	-8.55%	N/A

IMOM vs FRNW Drawdown Comparison

The maximum drawdown for IMOM was -45.70%, occurring on Mar 18, 2020. Recovery took 716 trading sessions.

The maximum drawdown for FRNW was -59.37%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The current IMOM drawdown is -3.90%. The current FRNW drawdown is -11.08%.

Rank	IMOM	FRNW
#1	-45.70% Jan 29, 2018 - Dec 1, 2020	-59.37% Nov 1, 2021 - Apr 8, 2025
#2	-39.27% Sep 15, 2021 - Jun 24, 2025	-1.71% Oct 7, 2021 - Oct 12, 2021
#3	-16.48% Jul 29, 2016 - Jun 2, 2017	-1.39% Oct 21, 2021 - Oct 25, 2021
#4	-16.22% Feb 16, 2021 - Sep 7, 2021	-0.52% Oct 25, 2021 - Oct 27, 2021
#5	-15.61% Feb 25, 2026 - May 6, 2026	-0.26% Oct 28, 2021 - Nov 1, 2021
#6	-14.05% Jan 4, 2016 - Apr 4, 2016	-0.19% Oct 15, 2021 - Oct 19, 2021
#7	-9.10% May 26, 2026 - Jun 10, 2026	N/A
#8	-5.71% Jun 20, 2016 - Jul 1, 2016	N/A
#9	-5.57% Jan 25, 2021 - Feb 9, 2021	N/A
#10	-4.92% Jan 27, 2026 - Feb 9, 2026	N/A
#11	-4.74% Nov 24, 2017 - Jan 3, 2018	N/A
#12	-4.30% May 13, 2026 - May 26, 2026	N/A
#13	-4.17% Nov 13, 2025 - Dec 10, 2025	N/A
#14	-4.15% Jun 8, 2017 - Jul 19, 2017	N/A
#15	-3.92% Oct 6, 2025 - Nov 10, 2025	N/A

Correlation

Correlation between IMOM and FRNW is 0.33 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.33

-101

Dividend Comparison (2016 - 2026)

IMOM vs FRNW dividend yield comparison.

Year	IMOM	FRNW
2026	0.00%	0.06%
2025	2.53%	1.25%
2024	4.52%	1.43%
2023	2.95%	1.30%
2022	6.06%	0.69%
2021	1.27%	0.04%
2020	0.59%	0.00%
2019	1.17%	0.00%
2018	0.78%	0.00%
2017	1.11%	0.00%
2016	0.54%	0.00%