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QVAL vs EIM

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF) and Eaton Vance Municipal Bond Fund (EIM, ETF).

5-Year PerformanceQVAL has outperformed EIM, delivering a return of +12.0% compared to -1.6%

QVAL vs EIM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
QVAL
$545M
EIM
$543M
Expense Ratio
QVAL
0.28%
EIM
N/A
Max Drawdown
Winner
QVAL
53.34%
EIM
56.59%
Sharpe Ratio
Winner
QVAL
1.64
EIM
0.43
5Y Beta
QVAL
0.83
Winner
EIM
0.13
P/E Ratio
QVAL
12.78
EIM
N/A
Forward P/E
QVAL
11.24
EIM
N/A
PEG Ratio
QVAL
0.25
EIM
N/A
5Y Dividends CAGR
Winner
QVAL
8.34%
EIM
2.10%
5Y EPS CAGR
QVAL
23.75%
EIM
N/A
Debt to Equity
QVAL
-98.90%
EIM
N/A
P/S Ratio
QVAL
0.91
EIM
N/A
P/B Ratio
QVAL
2.32
EIM
N/A

QVAL vs EIM - Historical Returns

Returns include dividend reinvestment.

1M
Winner
QVAL
+2.92%
EIM
-1.91%
3M
Winner
QVAL
+5.98%
EIM
-1.49%
6M
Winner
QVAL
+15.06%
EIM
+0.79%
1Y
Winner
QVAL
+30.09%
EIM
+7.29%
5Y(CAGR)
Winner
QVAL
+12.05%
EIM
-1.61%
10Y(CAGR)
Winner
QVAL
+11.52%
EIM
+1.45%
Max(CAGR)
Winner
QVAL
+11.02%
EIM
+4.31%

QVAL vs EIM - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

YearQVALEIM
2026+13.13%+2.60%
2025+11.27%-0.67%
2024+12.04%+8.21%
2023+31.82%+3.26%
2022-11.30%-19.82%
2021+34.69%+4.58%
2020-6.12%+10.73%
2019+22.17%+17.96%
2018-18.51%-5.45%
2017+24.51%+6.28%
2016+13.13%+0.62%
2015N/A+7.23%
2014N/A+21.23%
2013N/A-15.89%
2012N/A+17.58%
2011N/A+20.30%
2010N/A-1.71%
2009N/A+42.16%
2008N/A-34.49%
2007N/A-4.87%
2006N/A+13.91%
2005N/A+23.19%
2004N/A+4.61%
2003N/A+9.41%
2002N/A-8.99%

QVAL vs EIM Drawdown Comparison

The maximum drawdown for QVAL was -51.47%, occurring on Mar 23, 2020. Recovery took 786 trading sessions.

The maximum drawdown for EIM was -52.49%, occurring on Dec 15, 2008. Recovery took 597 trading sessions.

The current QVAL drawdown is -1.23%. The current EIM drawdown is -10.82%.

RankQVALEIM
#1-51.47%
Jan 26, 2018 - Mar 12, 2021
-52.49%
Jan 14, 2008 - May 27, 2010
#2-27.14%
Nov 16, 2021 - Sep 1, 2023
-31.68%
Sep 15, 2021 - Oct 25, 2023
#3-21.41%
Dec 2, 2024 - Oct 1, 2025
-26.00%
Dec 6, 2012 - Jan 28, 2015
#4-13.23%
Mar 21, 2016 - Aug 15, 2016
-24.04%
Feb 25, 2020 - Jul 21, 2020
#5-12.04%
Jan 4, 2016 - Mar 2, 2016
-23.12%
Oct 4, 2010 - Dec 27, 2011
#6-8.14%
Sep 14, 2023 - Dec 1, 2023
-15.00%
Jul 8, 2016 - May 13, 2019
#7-7.57%
May 7, 2021 - Aug 11, 2021
-14.38%
Mar 18, 2004 - Oct 19, 2004
#8-7.52%
Jul 31, 2024 - Sep 19, 2024
-12.21%
Sep 5, 2002 - May 13, 2003
#9-7.21%
Aug 23, 2016 - Nov 11, 2016
-11.75%
May 3, 2007 - Jan 11, 2008
#10-6.04%
Feb 11, 2026 - Apr 9, 2026
-10.50%
Jun 19, 2003 - Jan 12, 2004
#11-5.99%
Sep 2, 2021 - Oct 22, 2021
-8.57%
Dec 29, 2005 - Aug 17, 2006
#12-5.73%
May 31, 2024 - Jul 16, 2024
-7.84%
Jan 30, 2015 - Oct 20, 2015
#13-5.50%
Mar 28, 2024 - May 31, 2024
-7.62%
Feb 14, 2005 - May 4, 2005
#14-5.06%
Oct 3, 2025 - Nov 12, 2025
-7.30%
Mar 5, 2012 - May 9, 2012
#15-5.00%
Apr 27, 2017 - Aug 7, 2017
-4.71%
Oct 19, 2004 - Jan 13, 2005

Correlation

Correlation between QVAL and EIM is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.41
-101

Dividend Comparison (2002 - 2026)

QVAL vs EIM dividend yield comparison.

YearQVALEIM
20260.38%2.62%
20251.44%6.27%
20241.72%5.65%
20231.76%4.07%
20222.00%4.87%
20211.23%4.38%
20201.86%4.29%
20191.99%4.00%
20181.64%4.98%
20171.08%5.48%
20161.30%5.64%
20150.00%5.90%
20140.00%5.97%
20130.00%6.78%
20120.00%5.56%
20110.00%7.15%
20100.00%7.96%
20090.00%6.74%
20080.00%8.76%
20070.00%6.80%
20060.00%7.10%
20050.00%10.57%
20040.00%6.92%
20030.00%6.59%
20020.00%1.69%

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