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QVAL vs TSMX

Comparison between ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF) and DIREXION DAILY TSM BULL 2X SHARES (TSMX, ETF).

QVAL vs TSMX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
QVAL
$545M
TSMX
$542M
Expense Ratio
QVAL
0.28%
TSMX
N/A
Max Drawdown
Winner
QVAL
53.34%
TSMX
64.02%
Sharpe Ratio
QVAL
1.64
Winner
TSMX
1.98
5Y Beta
Winner
QVAL
0.83
TSMX
3.07
P/E Ratio
QVAL
12.78
TSMX
N/A
Forward P/E
QVAL
11.24
TSMX
N/A
PEG Ratio
QVAL
0.25
TSMX
N/A
5Y Dividends CAGR
QVAL
8.34%
TSMX
N/A
5Y EPS CAGR
QVAL
23.75%
TSMX
N/A
Debt to Equity
QVAL
-98.90%
TSMX
N/A
P/S Ratio
QVAL
0.91
TSMX
N/A
P/B Ratio
QVAL
2.32
TSMX
N/A

QVAL vs TSMX - Holdings Comparison

QVAL and TSMX have 0 common holdings. Overlap is 0.00%

QVAL's top 25 holdings weight is 53.66%. TSMX's top 25 holdings weight is 11.18%.

RankQVALTSMX
#1
QUALCOMM INC (QCOM) - 2.69%
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD ADR (TSM) - 11.18%
#2
FIRST SOLAR INC (FSLR) - 2.64%
N/A
#3
GEN DIGITAL INC (GEN) - 2.51%
N/A
#4
HP INC (HPQ) - 2.31%
N/A
#5
UNITED AIRLINES HOLDINGS INC (UAL) - 2.29%
N/A
#6
YETI HOLDINGS INC (YETI) - 2.29%
N/A
#7
DELTA AIR LINES INC (DAL) - 2.28%
N/A
#8
EXELIXIS INC (EXEL) - 2.18%
N/A
#9
MACY'S INC (M) - 2.15%
N/A
#10
MERCK & CO INC (MRK) - 2.11%
N/A
#11
DECKERS OUTDOOR CORP (DECK) - 2.11%
N/A
#12
URBAN OUTFITTERS INC (URBN) - 2.10%
N/A
#13
GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK (GEHC) - 2.07%
N/A
#14
TD SYNNEX CORP (SNX) - 2.06%
N/A
#15
BEST BUY CO INC (BBY) - 2.05%
N/A
#16
ANGLOGOLD ASHANTI PLC (AU) - 2.03%
N/A
#17
TENET HEALTHCARE CORP (THC) - 2.01%
N/A
#18
HF SINCLAIR CORP (DINO) - 2.00%
N/A
#19
VERIZON COMMUNICATIONS INC (VZ) - 1.99%
N/A
#20
MUELLER INDUSTRIES INC (MLI) - 1.99%
N/A
#21
NEWMONT CORP (NEM) - 1.97%
N/A
#22
UNITED THERAPEUTICS CORP (UTHR) - 1.97%
N/A
#23
CARNIVAL CORPORATION LTD (CCL) - 1.96%
N/A
#24
ALTRIA GROUP INC (MO) - 1.96%
N/A
#25
CLOROX CO (CLX) - 1.94%
N/A
Total Holdings531

QVAL vs TSMX - Historical Returns

Returns include dividend reinvestment.

1M
QVAL
+2.92%
Winner
TSMX
+7.60%
3M
QVAL
+5.98%
Winner
TSMX
+27.91%
6M
QVAL
+15.06%
Winner
TSMX
+75.01%
1Y
QVAL
+30.09%
Winner
TSMX
+233.32%
5Y(CAGR)
QVAL
+12.05%
TSMX
N/A
10Y(CAGR)
QVAL
+11.52%
TSMX
N/A
Max(CAGR)
QVAL
+11.02%
Winner
TSMX
+109.65%

QVAL vs TSMX - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

YearQVALTSMX
2026+13.13%+50.75%
2025+11.27%+73.87%
2024+12.04%+14.71%
2023+31.82%N/A
2022-11.30%N/A
2021+34.69%N/A
2020-6.12%N/A
2019+22.17%N/A
2018-18.51%N/A
2017+24.51%N/A
2016+13.13%N/A

QVAL vs TSMX Drawdown Comparison

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

The maximum drawdown for TSMX was -63.80%, occurring on Apr 8, 2025. Recovery took 120 trading sessions.

The current QVAL drawdown is -1.23%. The current TSMX drawdown is -14.46%.

RankQVALTSMX
#1-51.47%
Jan 26, 2018 - Mar 12, 2021
-63.80%
Jan 23, 2025 - Jul 17, 2025
#2-27.14%
Nov 16, 2021 - Sep 1, 2023
-34.94%
Feb 25, 2026 - Apr 24, 2026
#3-21.41%
Dec 2, 2024 - Oct 1, 2025
-24.49%
Oct 17, 2024 - Jan 6, 2025
#4-13.23%
Mar 21, 2016 - Aug 15, 2016
-21.23%
Oct 8, 2025 - Jan 2, 2026
#5-12.04%
Jan 4, 2016 - Mar 2, 2016
-16.71%
Jan 6, 2025 - Jan 22, 2025
#6-8.14%
Sep 14, 2023 - Dec 1, 2023
-16.11%
Jul 17, 2025 - Sep 9, 2025
#7-7.57%
May 7, 2021 - Aug 11, 2021
-14.46%
Jun 2, 2026 - Jun 5, 2026
#8-7.52%
Jul 31, 2024 - Sep 19, 2024
-13.06%
May 6, 2026 - May 27, 2026
#9-7.21%
Aug 23, 2016 - Nov 11, 2016
-10.39%
Jan 16, 2026 - Feb 6, 2026
#10-6.04%
Feb 11, 2026 - Apr 9, 2026
-7.44%
Feb 11, 2026 - Feb 24, 2026
#11-5.99%
Sep 2, 2021 - Oct 22, 2021
-6.80%
Sep 23, 2025 - Oct 1, 2025
#12-5.73%
May 31, 2024 - Jul 16, 2024
-6.53%
Apr 27, 2026 - May 6, 2026
#13-5.50%
Mar 28, 2024 - May 31, 2024
-5.80%
Jan 6, 2026 - Jan 12, 2026
#14-5.06%
Oct 3, 2025 - Nov 12, 2025
-5.55%
Oct 6, 2025 - Oct 8, 2025
#15-5.00%
Apr 27, 2017 - Aug 7, 2017
-5.46%
Oct 14, 2024 - Oct 17, 2024

Correlation

Correlation between QVAL and TSMX is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2016 - 2026)

QVAL vs TSMX dividend yield comparison.

YearQVALTSMX
20260.38%0.29%
20251.44%8.01%
20241.72%0.53%
20231.76%0.00%
20222.00%0.00%
20211.23%0.00%
20201.86%0.00%
20191.99%0.00%
20181.64%0.00%
20171.08%0.00%
20161.30%0.00%

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