QMOM vs EVN

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF) and Eaton Vance Municipal Income Trust (EVN, ETF).

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

QMOM vs EVN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QMOM(ETF)	EVN(ETF)
Net Assets	$421M	$423M
Expense Ratio	0.28%	N/A
Max Drawdown	39.92%	62.55%
Sharpe Ratio	0.71	0.45
5Y Beta	1.20	0.19
P/E Ratio	63.69	N/A
Forward P/E	20.42	N/A
5Y Dividends CAGR	95.10%	3.09%
5Y EPS CAGR	14.63%	N/A
Debt to Equity	-4.17%	N/A
P/S Ratio	1.53	N/A
P/B Ratio	4.75	N/A

Net Assets

QMOM

$421M

Winner

EVN

$423M

Expense Ratio

QMOM

0.28%

EVN

N/A

Max Drawdown

Winner

QMOM

39.92%

EVN

62.55%

Sharpe Ratio

Winner

QMOM

0.71

EVN

0.45

5Y Beta

QMOM

1.20

Winner

EVN

0.19

P/E Ratio

QMOM

63.69

EVN

N/A

Forward P/E

QMOM

20.42

EVN

N/A

5Y Dividends CAGR

Winner

QMOM

95.10%

EVN

3.09%

5Y EPS CAGR

QMOM

14.63%

EVN

N/A

Debt to Equity

QMOM

-4.17%

EVN

N/A

P/S Ratio

QMOM

1.53

EVN

N/A

P/B Ratio

QMOM

4.75

EVN

N/A

QMOM vs EVN - Historical Returns

Returns include dividend reinvestment.

Period	QMOM	EVN
1 month	+1.16%	+1.71%
3 months	-5.11%	+1.41%
6 months	+2.81%	-0.36%
1 year	+20.53%	+8.41%
5 years(CAGR)	+8.89%	-0.58%
10 years(CAGR)	+12.57%	+1.97%
Max(CAGR)	+12.38%	+5.77%

QMOM

+1.16%

Winner

EVN

+1.71%

QMOM

-5.11%

Winner

EVN

+1.41%

Winner

QMOM

+2.81%

EVN

-0.36%

Winner

QMOM

+20.53%

EVN

+8.41%

5Y(CAGR)

Winner

QMOM

+8.89%

EVN

-0.58%

10Y(CAGR)

Winner

QMOM

+12.57%

EVN

+1.97%

Max(CAGR)

Winner

QMOM

+12.38%

EVN

+5.77%

QMOM vs EVN - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	QMOM	EVN
2026	+13.15%	+3.92%
2025	+1.42%	+12.50%
2024	+32.17%	+8.33%
2023	+13.84%	+3.00%
2022	-6.63%	-25.04%
2021	-2.71%	+7.73%
2020	+59.91%	+10.09%
2019	+29.03%	+15.59%
2018	-11.66%	-3.88%
2017	+16.06%	+4.85%
2016	+8.32%	-3.37%
2015	N/A	+9.71%
2014	N/A	+35.72%
2013	N/A	-19.33%
2012	N/A	+16.12%
2011	N/A	+23.98%
2010	N/A	+3.83%
2009	N/A	+56.76%
2008	N/A	-39.77%
2007	N/A	-9.13%
2006	N/A	+14.02%
2005	N/A	-1.43%
2004	N/A	+11.85%
2003	N/A	+18.50%
2002	N/A	+11.13%
2001	N/A	+19.65%
2000	N/A	+4.37%
1999	N/A	-3.08%

QMOM vs EVN Drawdown Comparison

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

The maximum drawdown for EVN was -56.82%, occurring on Dec 16, 2008. Recovery took 812 trading sessions.

The current QMOM drawdown is -7.91%. The current EVN drawdown is -4.09%.

Rank	QMOM	EVN
#1	-39.11% Feb 19, 2020 - Jul 6, 2020	-56.82% May 11, 2007 - Aug 2, 2010
#2	-38.89% Feb 12, 2021 - Oct 11, 2024	-32.80% Sep 21, 2021 - Jun 29, 2026
#3	-31.88% Sep 13, 2018 - Jan 13, 2020	-27.63% Feb 21, 2020 - Nov 19, 2020
#4	-26.48% Nov 26, 2024 - Jan 15, 2026	-27.40% Mar 6, 2013 - Sep 9, 2014
#5	-15.68% Jan 5, 2016 - Apr 14, 2016	-19.70% Nov 16, 1999 - Jan 3, 2001
#6	-12.76% Jun 2, 2026 - Jul 29, 2026	-18.58% Jul 11, 2016 - Aug 8, 2019
#7	-12.65% Mar 2, 2026 - Apr 13, 2026	-17.26% Sep 7, 2010 - Jul 5, 2011
#8	-11.75% Oct 13, 2020 - Nov 6, 2020	-14.82% Apr 1, 2004 - Aug 27, 2004
#9	-11.65% Sep 1, 2020 - Oct 5, 2020	-11.51% Sep 24, 2002 - Mar 7, 2003
#10	-10.90% Jan 26, 2018 - Mar 12, 2018	-11.30% Feb 3, 2015 - Nov 30, 2015
#11	-8.59% Nov 6, 2020 - Nov 20, 2020	-10.92% Jun 17, 2003 - Oct 31, 2003
#12	-8.25% Jun 20, 2018 - Aug 27, 2018	-9.84% Sep 5, 2001 - Oct 9, 2001
#13	-8.17% Mar 12, 2018 - May 18, 2018	-9.44% Jun 28, 2005 - Jul 31, 2006
#14	-8.08% Feb 21, 2017 - Sep 20, 2017	-9.33% Mar 4, 2005 - May 25, 2005
#15	-7.88% Dec 22, 2020 - Jan 7, 2021	-8.39% Jul 12, 2011 - Sep 13, 2011

Correlation

Correlation between QMOM and EVN is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2000 - 2026)

QMOM vs EVN dividend yield comparison.

Year	QMOM	EVN
2026	0.00%	3.83%
2025	0.54%	5.72%
2024	1.40%	5.78%
2023	0.87%	4.80%
2022	1.59%	5.60%
2021	0.12%	4.14%
2020	0.08%	4.20%
2019	0.01%	4.46%
2018	0.05%	5.50%
2017	0.13%	5.37%
2016	0.34%	6.06%
2015	0.00%	6.46%
2014	0.00%	6.71%
2013	0.00%	8.81%
2012	0.00%	6.92%
2011	0.00%	7.76%
2010	0.00%	8.54%
2009	0.00%	7.54%
2008	0.00%	10.42%
2007	0.00%	5.76%
2006	0.00%	5.39%
2005	0.00%	7.24%
2004	0.00%	7.26%
2003	0.00%	7.19%
2002	0.00%	7.35%
2001	0.00%	5.71%
2000	0.00%	2.07%