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QVAL vs GHY

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF) and PGIM Global High Yield Fund Inc (GHY, ETF).

5-Year PerformanceQVAL has outperformed GHY, delivering a return of +12.9% compared to +5.1%

QVAL vs GHY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
QVAL
$532M
GHY
$531M
Expense Ratio
QVAL
0.28%
GHY
N/A
Max Drawdown
Winner
QVAL
53.34%
GHY
55.57%
Sharpe Ratio
Winner
QVAL
1.85
GHY
-0.01
5Y Beta
QVAL
0.81
Winner
GHY
0.43
P/E Ratio
QVAL
12.74
GHY
N/A
Forward P/E
QVAL
11.13
GHY
N/A
PEG Ratio
QVAL
0.11
GHY
N/A
5Y Dividends CAGR
Winner
QVAL
12.54%
GHY
1.61%
5Y EPS CAGR
QVAL
22.23%
GHY
N/A
Debt to Equity
QVAL
-216.79%
GHY
N/A
P/S Ratio
QVAL
1.07
GHY
N/A
P/B Ratio
QVAL
2.31
GHY
N/A

QVAL vs GHY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
QVAL
+3.57%
GHY
+1.99%
3M
Winner
QVAL
+4.54%
GHY
+2.06%
6M
Winner
QVAL
+11.64%
GHY
-1.66%
1Y
Winner
QVAL
+33.82%
GHY
+2.55%
5Y(CAGR)
Winner
QVAL
+12.89%
GHY
+5.10%
10Y(CAGR)
Winner
QVAL
+11.57%
GHY
+6.97%
Max(CAGR)
Winner
QVAL
+11.24%
GHY
+5.59%

QVAL vs GHY - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearQVALGHY
2026+17.08%+1.76%
2025+11.27%+8.75%
2024+12.04%+18.99%
2023+31.82%+16.12%
2022-11.30%-19.80%
2021+34.69%+13.81%
2020-6.12%+6.26%
2019+22.17%+25.23%
2018-18.51%-4.14%
2017+24.51%+4.57%
2016+13.13%+14.99%
2015N/A-2.05%
2014N/A+1.79%
2013N/A-5.63%
2012N/A+0.20%

QVAL vs GHY Drawdown Comparison

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

The maximum drawdown for GHY was -41.30%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current QVAL drawdown is -0.06%. The current GHY drawdown is -3.44%.

RankQVALGHY
#1-51.47%
Jan 26, 2018 - Mar 12, 2021
-41.30%
Feb 19, 2020 - Dec 2, 2020
#2-27.14%
Nov 16, 2021 - Sep 1, 2023
-29.44%
Sep 13, 2021 - Jun 12, 2024
#3-21.41%
Dec 2, 2024 - Oct 1, 2025
-16.36%
Mar 25, 2025 - Jun 12, 2025
#4-13.23%
Mar 21, 2016 - Aug 15, 2016
-14.81%
Jun 17, 2014 - Jun 6, 2016
#5-12.04%
Jan 4, 2016 - Mar 2, 2016
-13.72%
Jan 16, 2013 - Jun 13, 2014
#6-8.14%
Sep 14, 2023 - Dec 1, 2023
-11.93%
Feb 13, 2026 - Mar 30, 2026
#7-7.57%
May 7, 2021 - Aug 11, 2021
-7.87%
Jul 9, 2025 - Feb 12, 2026
#8-7.52%
Jul 31, 2024 - Sep 19, 2024
-7.75%
Oct 11, 2017 - Jan 30, 2019
#9-7.21%
Aug 23, 2016 - Nov 11, 2016
-6.76%
Aug 31, 2016 - Jan 11, 2017
#10-6.04%
Feb 11, 2026 - Apr 9, 2026
-4.13%
Jun 30, 2021 - Aug 5, 2021
#11-5.99%
Sep 2, 2021 - Oct 22, 2021
-4.05%
Nov 8, 2024 - Nov 22, 2024
#12-5.73%
May 31, 2024 - Jul 16, 2024
-3.80%
Dec 6, 2024 - Jan 6, 2025
#13-5.50%
Mar 28, 2024 - May 31, 2024
-3.64%
Jul 18, 2019 - Sep 12, 2019
#14-5.06%
Oct 3, 2025 - Nov 12, 2025
-3.46%
Jan 27, 2025 - Feb 5, 2025
#15-5.00%
Apr 27, 2017 - Aug 7, 2017
-3.19%
Jun 20, 2016 - Jul 14, 2016

Correlation

Correlation between QVAL and GHY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (2013 - 2026)

QVAL vs GHY dividend yield comparison.

YearQVALGHY
20260.69%5.28%
20251.44%10.21%
20241.72%10.23%
20231.76%11.09%
20222.00%11.62%
20211.23%8.35%
20201.86%8.67%
20191.99%8.04%
20181.64%7.72%
20171.08%7.77%
20161.30%8.53%
20150.00%10.07%
20140.00%11.02%
20130.00%8.65%

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