QVMS vs FJP

Comparison between INVESCO S&P SMALLCAP 600 QVM MULTI-FACTOR ETF (QVMS, ETF) and FIRST TRUST JAPAN ALPHADEX FUND (FJP, ETF).

5-Year PerformanceFJP has outperformed QVMS, delivering a return of +10.9% compared to +8.9%

QVMS vs FJP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QVMS(ETF)	FJP(ETF)
Net Assets	$254M	$254M
Expense Ratio	0.15%	0.80%
Max Drawdown	28.57%	43.93%
Sharpe Ratio	1.50	1.27
5Y Beta	1.02	0.76
P/E Ratio	34.52	N/A
Forward P/E	15.36	N/A
5Y Dividends CAGR	N/A	18.22%
5Y EPS CAGR	8.68%	N/A
Debt to Equity	71.02%	N/A
P/S Ratio	1.26	N/A
P/B Ratio	2.02	N/A

Net Assets

Winner

QVMS

$254M

FJP

$254M

Expense Ratio

Winner

QVMS

0.15%

FJP

0.80%

Max Drawdown

Winner

QVMS

28.57%

FJP

43.93%

Sharpe Ratio

Winner

QVMS

1.50

FJP

1.27

5Y Beta

QVMS

1.02

Winner

FJP

0.76

P/E Ratio

QVMS

34.52

FJP

N/A

Forward P/E

QVMS

15.36

FJP

N/A

5Y Dividends CAGR

QVMS

N/A

FJP

18.22%

5Y EPS CAGR

QVMS

8.68%

FJP

N/A

Debt to Equity

QVMS

71.02%

FJP

N/A

P/S Ratio

QVMS

1.26

FJP

N/A

P/B Ratio

QVMS

2.02

FJP

N/A

QVMS vs FJP - Historical Returns

Returns include dividend reinvestment.

Period	QVMS	FJP
1 month	+1.90%	-5.74%
3 months	+9.17%	+1.96%
6 months	+13.70%	+6.62%
1 year	+33.37%	+31.10%
5 years(CAGR)	+8.86%	+10.91%
10 years(CAGR)	N/A	+7.31%
Max(CAGR)	+8.10%	+5.82%

Winner

QVMS

+1.90%

FJP

-5.74%

Winner

QVMS

+9.17%

FJP

+1.96%

Winner

QVMS

+13.70%

FJP

+6.62%

Winner

QVMS

+33.37%

FJP

+31.10%

5Y(CAGR)

QVMS

+8.86%

Winner

FJP

+10.91%

10Y(CAGR)

QVMS

N/A

FJP

+7.31%

Max(CAGR)

Winner

QVMS

+8.10%

FJP

+5.82%

QVMS vs FJP - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	QVMS	FJP
2026	+22.00%	+11.47%
2025	+5.80%	+33.80%
2024	+10.16%	+6.02%
2023	+17.16%	+23.73%
2022	-15.36%	-12.80%
2021	+4.46%	-0.50%
2020	N/A	+2.15%
2019	N/A	+7.28%
2018	N/A	-18.80%
2017	N/A	+26.81%
2016	N/A	+4.50%
2015	N/A	+5.39%
2014	N/A	-0.84%
2013	N/A	+28.22%
2012	N/A	-4.42%
2011	N/A	-9.31%

QVMS vs FJP Drawdown Comparison

The maximum drawdown for QVMS was -28.05%, occurring on Apr 8, 2025. Recovery took 279 trading sessions.

The maximum drawdown for FJP was -41.51%, occurring on Mar 16, 2020. Recovery took 1551 trading sessions.

The current QVMS drawdown is -1.54%. The current FJP drawdown is -8.30%.

Rank	QVMS	FJP
#1	-28.05% Nov 25, 2024 - Jan 8, 2026	-41.51% Jan 23, 2018 - Mar 22, 2024
#2	-24.77% Nov 5, 2021 - Jul 12, 2024	-25.37% Aug 2, 2011 - May 14, 2013
#3	-9.12% Jul 31, 2024 - Oct 16, 2024	-22.46% May 22, 2015 - Mar 13, 2017
#4	-8.78% Feb 6, 2026 - Apr 14, 2026	-17.02% Mar 25, 2025 - May 21, 2025
#5	-7.74% Jul 1, 2021 - Aug 27, 2021	-16.43% May 21, 2013 - Jan 17, 2014
#6	-5.52% Sep 2, 2021 - Oct 20, 2021	-15.08% Mar 27, 2024 - Feb 18, 2025
#7	-4.13% May 6, 2026 - May 26, 2026	-14.43% Feb 25, 2026 - Mar 20, 2026
#8	-4.10% Nov 11, 2024 - Nov 25, 2024	-12.64% Jul 28, 2014 - Feb 20, 2015
#9	-3.76% Oct 16, 2024 - Nov 6, 2024	-10.47% Jan 22, 2014 - Jun 18, 2014
#10	-3.53% Jun 30, 2026 - Jul 8, 2026	-7.21% May 10, 2011 - Jul 5, 2011
#11	-2.96% Jul 16, 2024 - Jul 26, 2024	-6.57% Sep 15, 2025 - Nov 10, 2025
#12	-2.78% Oct 25, 2021 - Nov 1, 2021	-4.37% Jun 27, 2025 - Jul 23, 2025
#13	-2.69% Jan 22, 2026 - Feb 6, 2026	-4.12% Mar 28, 2017 - May 3, 2017
#14	-1.92% Jun 12, 2026 - Jun 22, 2026	-3.98% Nov 14, 2025 - Nov 26, 2025
#15	-1.77% Jun 4, 2026 - Jun 11, 2026	-3.56% Apr 28, 2015 - May 18, 2015

Correlation

Correlation between QVMS and FJP is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2011 - 2026)

QVMS vs FJP dividend yield comparison.

Year	QVMS	FJP
2026	0.59%	0.80%
2025	1.10%	2.68%
2024	1.53%	3.18%
2023	1.51%	3.49%
2022	1.58%	2.21%
2021	0.64%	2.43%
2020	0.00%	0.99%
2019	0.00%	2.80%
2018	0.00%	1.54%
2017	0.00%	1.29%
2016	0.00%	1.46%
2015	0.00%	0.85%
2014	0.00%	1.08%
2013	0.00%	0.70%
2012	0.00%	1.61%
2011	0.00%	0.62%