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TWN vs QVAL

Comparison between Taiwan Fund Inc (TWN, ETF) and ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF (QVAL, ETF).

5-Year PerformanceTWN has outperformed QVAL, delivering a return of +33.5% compared to +13.4%

TWN vs QVAL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
TWN
$589M
QVAL
$588M
Expense Ratio
TWN
N/A
QVAL
0.28%
Max Drawdown
TWN
71.62%
Winner
QVAL
53.34%
Sharpe Ratio
Winner
TWN
2.62
QVAL
2.17
5Y Beta
TWN
0.95
Winner
QVAL
0.79
P/E Ratio
TWN
N/A
QVAL
12.73
Forward P/E
TWN
N/A
QVAL
12.08
PEG Ratio
TWN
N/A
QVAL
0.08
5Y Dividends CAGR
Winner
TWN
13.36%
QVAL
12.54%
5Y EPS CAGR
TWN
N/A
QVAL
24.59%
Debt to Equity
TWN
N/A
QVAL
-220.22%
P/S Ratio
TWN
N/A
QVAL
1.11
P/B Ratio
TWN
N/A
QVAL
2.44

TWN vs QVAL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
TWN
+20.58%
QVAL
+6.60%
3M
TWN
+1.61%
Winner
QVAL
+11.60%
6M
Winner
TWN
+55.38%
QVAL
+16.78%
1Y
Winner
TWN
+128.07%
QVAL
+37.99%
5Y(CAGR)
Winner
TWN
+33.53%
QVAL
+13.41%
10Y(CAGR)
Winner
TWN
+28.56%
QVAL
+12.11%
Max(CAGR)
TWN
+11.34%
Winner
QVAL
+11.98%

TWN vs QVAL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearTWNQVAL
2026+87.94%+26.99%
2025+54.22%+11.27%
2024+35.45%+12.04%
2023+51.64%+31.82%
2022-40.37%-11.30%
2021+55.56%+34.69%
2020+36.34%-6.12%
2019+48.10%+22.17%
2018-19.52%-18.51%
2017+32.76%+24.51%
2016+11.50%+13.13%
2015-8.90%N/A
2014-0.30%N/A
2013+16.46%N/A
2012+12.23%N/A
2011-23.34%N/A
2010+31.46%N/A
2009+52.57%N/A
2008-45.73%N/A
2007+12.03%N/A
2006+19.43%N/A
2005+14.40%N/A
2004+7.28%N/A
2003+30.77%N/A
2002-26.97%N/A
2001+10.64%N/A
2000-49.79%N/A
1999+13.98%N/A

TWN vs QVAL Drawdown Comparison

The maximum drawdown for TWN was -71.07%, occurring on Sep 20, 2001. Recovery took 2057 trading sessions.

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

The current QVAL drawdown is -0.69%.

RankTWNQVAL
#1-71.07%
Feb 8, 2000 - Apr 16, 2008
-51.47%
Jan 26, 2018 - Mar 12, 2021
#2-64.47%
Apr 16, 2008 - May 8, 2014
-27.14%
Nov 16, 2021 - Sep 1, 2023
#3-51.72%
Jan 3, 2022 - Feb 12, 2024
-21.41%
Dec 2, 2024 - Oct 1, 2025
#4-36.26%
Jan 17, 2020 - Jul 2, 2020
-13.23%
Mar 21, 2016 - Aug 15, 2016
#5-29.83%
Jan 6, 2025 - Jun 9, 2025
-12.04%
Jan 4, 2016 - Mar 2, 2016
#6-27.91%
Jan 25, 2018 - Oct 17, 2019
-8.14%
Sep 14, 2023 - Dec 1, 2023
#7-27.43%
May 11, 2015 - Mar 29, 2017
-7.57%
May 7, 2021 - Aug 11, 2021
#8-23.58%
Jun 1, 2026 - Aug 27, 2026
-7.52%
Jul 31, 2024 - Sep 19, 2024
#9-17.72%
Jul 10, 2024 - Oct 22, 2024
-7.21%
Aug 23, 2016 - Nov 11, 2016
#10-15.08%
Jul 3, 2014 - May 11, 2015
-6.04%
Feb 11, 2026 - Apr 9, 2026
#11-13.79%
May 7, 2021 - Jun 1, 2021
-5.99%
Sep 2, 2021 - Oct 22, 2021
#12-12.57%
Jul 14, 2021 - Nov 9, 2021
-5.73%
May 31, 2024 - Jul 16, 2024
#13-9.61%
Mar 7, 2024 - Jun 12, 2024
-5.50%
Mar 28, 2024 - May 31, 2024
#14-9.09%
Oct 29, 2025 - Dec 9, 2025
-5.06%
Oct 3, 2025 - Nov 12, 2025
#15-9.07%
May 6, 2026 - May 26, 2026
-5.00%
Apr 27, 2017 - Aug 7, 2017

Correlation

Correlation between TWN and QVAL is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.

0.90
-101

Dividend Comparison (2000 - 2026)

TWN vs QVAL dividend yield comparison.

YearTWNQVAL
20260.00%0.64%
202511.62%1.44%
202419.14%1.72%
20231.26%1.76%
20220.00%2.00%
20217.78%1.23%
202012.91%1.86%
20198.26%1.99%
201811.27%1.64%
20173.16%1.08%
20160.00%1.30%
201416.11%0.00%
20113.87%0.00%
20100.42%0.00%
20090.49%0.00%
20081.86%0.00%
200718.04%0.00%
20050.35%0.00%
20040.23%0.00%
20001.96%0.00%

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