IMOM Performance — Alpha Architect International Quantitative Momentum ETF
Data updated: 2026-08-26
IMOM returned +13.03% year to date and +30.07% over one year to Jun 2026. Annualised returns are +22.74% over 3 years and +8.01% over 5 years. The fund beat its International Large Blend category average: $100 invested three years ago grew to $185, against $155 for the category, and to $130 over one year, against $119. Volatility over the past three years was 18.72% a year. In the 12 months to Jun 2026 the fund took in a net $21.1M, and assets reached $159.10M.
IMOM Growth of $100
What $100 invested in Alpha Architect International Quantitative Momentum ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | IMOM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $130 | $119 |
| 3 years (Jul 2023 – Jun 2026) | $185 | $155 |
| 5 years (Jul 2021 – Jun 2026) | $147 | $146 |
| Since data start (Jan 2020 – Jun 2026) | $190 | $177 |
IMOM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +13.03% |
| 1 year | +30.07% |
| 3 years (annualised) | +22.74% |
| 5 years (annualised) | +8.01% |
IMOM Annual Returns
Calendar-year total returns of Alpha Architect International Quantitative Momentum ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +13.03% |
| 2025 | +46.96% |
| 2024 | +5.14% |
| 2023 | +9.17% |
| 2022 | −21.95% |
| 2021 | −1.06% |
| 2020 | +29.23% |
IMOM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.5% | +9.0% | −13.8% | +12.6% | +4.3% | −6.5% | — | — | — | — | — | — |
| 2025 | +5.6% | +0.6% | −0.3% | +7.2% | +6.0% | +6.2% | −1.8% | +4.4% | +5.8% | −0.8% | +3.9% | +3.0% |
| 2024 | +4.2% | +2.8% | +3.1% | −5.8% | +5.0% | −4.2% | +2.5% | +1.0% | +0.5% | −3.4% | +1.7% | −1.8% |
| 2023 | +4.2% | −0.1% | +1.4% | −0.2% | −5.4% | +3.4% | +2.6% | −2.8% | −4.4% | −3.9% | +11.3% | +3.7% |
| 2022 | −13.1% | −1.0% | +1.2% | −6.0% | −0.4% | −11.1% | +6.6% | −0.7% | −11.9% | +5.0% | +11.8% | −1.6% |
| 2021 | 0.0% | −1.7% | −1.1% | +4.4% | −1.2% | −0.1% | +4.0% | +2.4% | −7.1% | +1.8% | −3.0% | +1.2% |
| 2020 | −1.0% | −8.9% | −14.3% | +11.1% | +10.0% | +3.7% | +3.9% | +4.1% | +0.9% | −1.9% | +13.0% | +9.0% |
IMOM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 18.72%
- 3-year Sharpe ratio: 0.97 (vs 4.5% risk-free rate)
- Best month: +12.59% (Apr 2026)
- Worst month: −13.78% (Mar 2026)
IMOM Fund Flows
Monthly money in and out of Alpha Architect International Quantitative Momentum ETF, from SEC Form N-PORT.
- 12-month net flow: $21.1M
- 12-month gross sales (incl. reinvestments): $122.0M
- Sales ÷ redemptions: 1.21×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $4.3M | $0 | $4.3M |
| May 2026 | $59.6M | $54.4M | $5.2M |
| Apr 2026 | $3.3M | $0 | $3.3M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $4.4M | $0 | $4.4M |
| Jan 2026 | $40.3M | $31.8M | $8.5M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $2.7M | −$2.7M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $0 | $1.7M | −$1.7M |
| Aug 2025 | $10.1M | $10.2M | −$95K |
| Jul 2025 | $0 | $0 | $0 |
IMOM Assets Under Management
Net assets of Alpha Architect International Quantitative Momentum ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $159.10M |
| 2026-03-31 | $133.08M |
| 2025-12-31 | $117.94M |
| 2025-09-30 | $116.67M |
| 2025-06-30 | $109.30M |
| 2025-03-31 | $87.06M |
| 2024-12-31 | $76.96M |
| 2024-09-30 | $82.65M |
| 2024-06-28 | $79.47M |
| 2024-03-28 | $86.78M |
| 2023-12-29 | $72.54M |
| 2023-09-29 | $74.02M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.