QMOM vs GNMA

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

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

QMOM vs GNMA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Winner

QMOM

$421M

GNMA

$421M

Expense Ratio

QMOM

0.28%

Winner

GNMA

0.10%

Max Drawdown

QMOM

39.92%

Winner

GNMA

23.27%

Sharpe Ratio

Winner

QMOM

0.71

GNMA

-0.03

5Y Beta

QMOM

1.20

Winner

GNMA

0.05

P/E Ratio

QMOM

63.69

GNMA

N/A

Forward P/E

QMOM

20.42

GNMA

N/A

5Y Dividends CAGR

Winner

QMOM

95.10%

GNMA

21.27%

5Y EPS CAGR

QMOM

14.63%

GNMA

N/A

Debt to Equity

QMOM

-4.17%

GNMA

N/A

P/S Ratio

QMOM

1.53

GNMA

N/A

P/B Ratio

QMOM

4.75

GNMA

N/A

QMOM vs GNMA - Historical Returns

Returns include dividend reinvestment.

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

Winner

QMOM

+1.16%

GNMA

+0.66%

QMOM

-5.11%

Winner

GNMA

+0.04%

Winner

QMOM

+2.81%

GNMA

-1.25%

Winner

QMOM

+20.53%

GNMA

+3.67%

5Y(CAGR)

Winner

QMOM

+8.89%

GNMA

+0.56%

10Y(CAGR)

Winner

QMOM

+12.57%

GNMA

+1.18%

Max(CAGR)

Winner

QMOM

+12.38%

GNMA

+1.36%

QMOM vs GNMA - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

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

QMOM vs GNMA Drawdown Comparison

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

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

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

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

Correlation

Correlation between QMOM and GNMA 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)

QMOM vs GNMA dividend yield comparison.

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