QMOM vs EDGF

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF) and 3EDGE DYNAMIC FIXED INCOME ETF (EDGF, ETF).

QMOM vs EDGF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QMOM(ETF)	EDGF(ETF)
Net Assets	$467M	$468M
Expense Ratio	0.28%	0.79%
Max Drawdown	39.92%	2.07%
Sharpe Ratio	0.94	-0.15
5Y Beta	1.21	0.00
P/E Ratio	76.50	N/A
Forward P/E	17.01	N/A
PEG Ratio	0.18	N/A
5Y Dividends CAGR	95.10%	N/A
5Y EPS CAGR	17.64%	N/A
Debt to Equity	-33.44%	N/A
P/S Ratio	1.90	N/A
P/B Ratio	4.75	N/A

Net Assets

QMOM

$467M

Winner

EDGF

$468M

Expense Ratio

Winner

QMOM

0.28%

EDGF

0.79%

Max Drawdown

QMOM

39.92%

Winner

EDGF

2.07%

Sharpe Ratio

Winner

QMOM

0.94

EDGF

-0.15

5Y Beta

QMOM

1.21

Winner

EDGF

0.00

P/E Ratio

QMOM

76.50

EDGF

N/A

Forward P/E

QMOM

17.01

EDGF

N/A

PEG Ratio

QMOM

0.18

EDGF

N/A

5Y Dividends CAGR

QMOM

95.10%

EDGF

N/A

5Y EPS CAGR

QMOM

17.64%

EDGF

N/A

Debt to Equity

QMOM

-33.44%

EDGF

N/A

P/S Ratio

QMOM

1.90

EDGF

N/A

P/B Ratio

QMOM

4.75

EDGF

N/A

QMOM vs EDGF - Historical Returns

Returns include dividend reinvestment.

Period	QMOM	EDGF
1 month	-0.10%	+0.16%
3 months	+16.08%	+0.29%
6 months	+20.35%	+1.12%
1 year	+27.35%	+3.21%
5 years(CAGR)	+10.59%	N/A
10 years(CAGR)	+13.58%	N/A
Max(CAGR)	+13.18%	+2.26%

QMOM

-0.10%

Winner

EDGF

+0.16%

Winner

QMOM

+16.08%

EDGF

+0.29%

Winner

QMOM

+20.35%

EDGF

+1.12%

Winner

QMOM

+27.35%

EDGF

+3.21%

5Y(CAGR)

QMOM

+10.59%

EDGF

N/A

10Y(CAGR)

QMOM

+13.58%

EDGF

N/A

Max(CAGR)

Winner

QMOM

+13.18%

EDGF

+2.26%

QMOM vs EDGF - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	QMOM	EDGF
2026	+18.99%	+1.03%
2025	+1.42%	+4.32%
2024	+32.17%	-1.41%
2023	+13.84%	N/A
2022	-6.63%	N/A
2021	-2.71%	N/A
2020	+59.91%	N/A
2019	+29.03%	N/A
2018	-11.66%	N/A
2017	+16.06%	N/A
2016	+8.32%	N/A

QMOM vs EDGF Drawdown Comparison

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

The maximum drawdown for EDGF was -1.62%, occurring on Dec 27, 2024. Recovery took 100 trading sessions.

The current QMOM drawdown is -3.16%. The current EDGF drawdown is -0.04%.

Rank	QMOM	EDGF
#1	-39.11% Feb 19, 2020 - Jul 6, 2020	-1.62% Oct 3, 2024 - Feb 28, 2025
#2	-38.89% Feb 12, 2021 - Oct 11, 2024	-1.48% Apr 3, 2025 - Jun 26, 2025
#3	-31.88% Sep 13, 2018 - Jan 13, 2020	-0.64% Feb 27, 2026 - Jun 5, 2026
#4	-26.48% Nov 26, 2024 - Jan 15, 2026	-0.60% Mar 3, 2025 - Mar 28, 2025
#5	-15.68% Jan 5, 2016 - Apr 14, 2016	-0.60% Oct 22, 2025 - Jan 14, 2026
#6	-12.65% Mar 2, 2026 - Apr 13, 2026	-0.52% Sep 16, 2025 - Oct 13, 2025
#7	-11.75% Oct 13, 2020 - Nov 6, 2020	-0.49% Jan 29, 2026 - Feb 10, 2026
#8	-11.65% Sep 1, 2020 - Oct 5, 2020	-0.32% Jan 14, 2026 - Jan 27, 2026
#9	-10.90% Jan 26, 2018 - Mar 12, 2018	-0.29% Jun 30, 2025 - Jul 21, 2025
#10	-8.64% Jun 2, 2026 - Jun 10, 2026	-0.28% Jul 23, 2025 - Aug 1, 2025
#11	-8.59% Nov 6, 2020 - Nov 20, 2020	-0.20% Aug 29, 2025 - Sep 3, 2025
#12	-8.25% Jun 20, 2018 - Aug 27, 2018	-0.18% Jun 5, 2026 - Jun 10, 2026
#13	-8.17% Mar 12, 2018 - May 18, 2018	-0.18% Aug 13, 2025 - Aug 22, 2025
#14	-8.08% Feb 21, 2017 - Sep 20, 2017	-0.16% Feb 20, 2026 - Feb 26, 2026
#15	-7.88% Dec 22, 2020 - Jan 7, 2021	-0.16% Sep 8, 2025 - Sep 16, 2025

Correlation

Correlation between QMOM and EDGF is 0.60 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.60

-101

Dividend Comparison (2016 - 2026)

QMOM vs EDGF dividend yield comparison.

Year	QMOM	EDGF
2026	0.00%	0.17%
2025	0.54%	3.61%
2024	1.40%	0.49%
2023	0.87%	0.00%
2022	1.59%	0.00%
2021	0.12%	0.00%
2020	0.08%	0.00%
2019	0.01%	0.00%
2018	0.05%	0.00%
2017	0.13%	0.00%
2016	0.34%	0.00%