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QMOM vs SPY

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE MOMENTUM ETF (QMOM, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed QMOM, delivering a return of +13.0% compared to +10.2%

QMOM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
QMOM
$444M
Winner
SPY
$781B
Expense Ratio
QMOM
0.28%
Winner
SPY
0.09%
Max Drawdown
Winner
QMOM
39.92%
SPY
56.47%
Sharpe Ratio
QMOM
0.66
Winner
SPY
1.25
5Y Beta
QMOM
1.21
Winner
SPY
1.00
P/E Ratio
QMOM
40.94
Winner
SPY
28.78
Forward P/E
Winner
QMOM
19.52
SPY
21.23
PEG Ratio
QMOM
0.13
SPY
N/A
5Y Dividends CAGR
Winner
QMOM
95.10%
SPY
6.00%
5Y EPS CAGR
QMOM
12.89%
Winner
SPY
25.62%
Debt to Equity
Winner
QMOM
-17.68%
SPY
31.92%
P/S Ratio
Winner
QMOM
1.99
SPY
3.76
P/B Ratio
Winner
QMOM
4.74
SPY
5.64

QMOM vs SPY - Holdings Comparison

QMOM and SPY have 22 common holdings. Overlap is 4.72%

QMOM's top 25 holdings weight is 51.48%. SPY's top 25 holdings weight is 51.74%.

RankQMOMSPY
#1
GUARDANT HEALTH INC (GH) - 2.23%
NVIDIA CORP (NVDA) - 7.89%
#2
PBF ENERGY INC CLASS A (PBF) - 2.23%
APPLE INC (AAPL) - 7.37%
#3
DELL TECHNOLOGIES INC ORDINARY SHARES CLASS C (DELL) - 2.18%
MICROSOFT CORP (MSFT) - 4.50%
#4
GE VERNOVA INC (GEV) - 2.15%
AMAZON.COM INC (AMZN) - 3.82%
#5
C.H. ROBINSON WORLDWIDE INC (CHRW) - 2.13%
ALPHABET INC CLASS A (GOOGL) - 3.33%
#6
ALPHABET INC CLASS A (GOOGL) - 2.11%
BROADCOM INC (AVGO) - 2.86%
#7
JB HUNT TRANSPORT SERVICES INC (JBHT) - 2.08%
ALPHABET INC CLASS C (GOOG) - 2.68%
#8
JAZZ PHARMACEUTICALS PLC (JAZZ) - 2.07%
META PLATFORMS INC CLASS A (META) - 2.29%
#9
REVOLUTION MEDICINES INC ORDINARY SHARES (RVMD) - 2.07%
TESLA INC (TSLA) - 1.70%
#10
VALERO ENERGY CORP (VLO) - 2.07%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
ROIVANT SCIENCES LTD ORDINARY SHARES (ROIV) - 2.05%
JPMORGAN CHASE & CO (JPM) - 1.42%
#12
SANMINA CORP (SANM) - 2.04%
ELI LILLY AND CO (LLY) - 1.40%
#13
ALBEMARLE CORP (ALB) - 2.04%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#14
DIGITALOCEAN HOLDINGS INC (DOCN) - 2.02%
ADVANCED MICRO DEVICES INC (AMD) - 1.32%
#15
BRIGHTSPRING HEALTH SERVICES INC (BTSG) - 2.02%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.92%
#16
UNITED THERAPEUTICS CORP (UTHR) - 2.02%
JOHNSON & JOHNSON (JNJ) - 0.91%
#17
HEWLETT PACKARD ENTERPRISE CO (HPE) - 2.01%
VISA INC CLASS A (V) - 0.90%
#18
LIQUIDIA CORP ORDINARY SHARES (LQDA) - 2.01%
WALMART INC (WMT) - 0.76%
#19
MP MATERIALS CORP ORDINARY SHARES CLASS A (MP) - 2.00%
INTEL CORP (INTC) - 0.75%
#20
AKAMAI TECHNOLOGIES INC (AKAM) - 2.00%
APPLIED MATERIALS INC (AMAT) - 0.70%
#21
ARGAN INC (AGX) - 2.00%
CISCO SYSTEMS INC (CSCO) - 0.68%
#22
TECHNIPFMC PLC (FTI) - 1.99%
MASTERCARD INC CLASS A (MA) - 0.66%
#23
ARROWHEAD PHARMACEUTICALS INC (ARWR) - 1.99%
ABBVIE INC (ABBV) - 0.66%
#24
ANGLOGOLD ASHANTI PLC (AU) - 1.99%
CATERPILLAR INC (CAT) - 0.65%
#25
FTAI AVIATION LTD (FTAI) - 1.98%
LAM RESEARCH CORP (LRCX) - 0.64%
Total Holdings53505

QMOM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
QMOM
-5.60%
Winner
SPY
+0.52%
3M
QMOM
+0.60%
Winner
SPY
+6.55%
6M
QMOM
+7.81%
Winner
SPY
+9.76%
1Y
QMOM
+19.87%
Winner
SPY
+20.32%
5Y(CAGR)
QMOM
+10.17%
Winner
SPY
+13.01%
10Y(CAGR)
QMOM
+12.65%
Winner
SPY
+15.06%
Max(CAGR)
Winner
QMOM
+12.59%
SPY
+8.50%

QMOM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearQMOMSPY
2026+14.10%+10.11%
2025+1.42%+18.00%
2024+32.17%+25.59%
2023+13.84%+26.72%
2022-6.63%-18.64%
2021-2.71%+30.52%
2020+59.91%+17.28%
2019+29.03%+31.09%
2018-11.66%-5.24%
2017+16.06%+20.78%
2016+8.32%+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

QMOM vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current QMOM drawdown is -7.14%. The current SPY drawdown is -1.24%.

RankQMOMSPY
#1-39.11%
Feb 19, 2020 - Jul 6, 2020		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-38.89%
Feb 12, 2021 - Oct 11, 2024		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-31.88%
Sep 13, 2018 - Jan 13, 2020		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-26.48%
Nov 26, 2024 - Jan 15, 2026		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-15.68%
Jan 5, 2016 - Apr 14, 2016		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-12.65%
Mar 2, 2026 - Apr 13, 2026		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-11.75%
Oct 13, 2020 - Nov 6, 2020		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-11.65%
Sep 1, 2020 - Oct 5, 2020		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-10.90%
Jan 26, 2018 - Mar 12, 2018		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-9.89%
Jun 2, 2026 - Jul 16, 2026		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-8.59%
Nov 6, 2020 - Nov 20, 2020		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-8.25%
Jun 20, 2018 - Aug 27, 2018		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-8.17%
Mar 12, 2018 - May 18, 2018		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-8.08%
Feb 21, 2017 - Sep 20, 2017		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-7.88%
Dec 22, 2020 - Jan 7, 2021		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between QMOM and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97
-101

Dividend Comparison (1999 - 2026)

QMOM vs SPY dividend yield comparison.

YearQMOMSPY
20260.00%0.49%
20250.54%1.07%
20241.40%1.21%
20230.87%1.40%
20221.59%1.65%
20210.12%1.20%
20200.08%1.52%
20190.01%1.75%
20180.05%2.04%
20170.13%1.80%
20160.34%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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