QMOM Performance — Alpha Architect US Quantitative Momentum ETF
Data updated: 2026-08-26
QMOM returned +20.89% year to date and +22.36% over one year to Jun 2026. Annualised returns are +20.47% over 3 years and +9.95% over 5 years. The fund beat its US Mid-Cap Growth category average: $100 invested three years ago grew to $175, against $152 for the category, and to $122 over one year, against $118. Volatility over the past three years was 20.24% a year. In the 12 months to Jun 2026 the fund took in a net $10.7M, and assets reached $444.24M.
QMOM Growth of $100
What $100 invested in Alpha Architect US Quantitative Momentum ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Growth category average over the same months.
| Period | QMOM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $122 | $118 |
| 3 years (Jul 2023 – Jun 2026) | $175 | $152 |
| 5 years (Jul 2021 – Jun 2026) | $161 | $129 |
| Since data start (Jan 2020 – Jun 2026) | $255 | $193 |
QMOM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +20.89% |
| 1 year | +22.36% |
| 3 years (annualised) | +20.47% |
| 5 years (annualised) | +9.95% |
QMOM Annual Returns
Calendar-year total returns of Alpha Architect US Quantitative Momentum ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +20.89% |
| 2025 | +2.63% |
| 2024 | +30.11% |
| 2023 | +9.45% |
| 2022 | −7.01% |
| 2021 | −4.04% |
| 2020 | +61.98% |
QMOM 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 | +4.2% | +7.6% | −6.9% | +12.6% | +4.7% | −1.7% | — | — | — | — | — | — |
| 2025 | +6.6% | −8.2% | −5.1% | −1.1% | +5.0% | +5.2% | −1.5% | −1.5% | +2.5% | +4.5% | −2.8% | +0.3% |
| 2024 | +3.7% | +10.5% | +3.4% | −5.1% | +5.6% | −1.8% | +3.1% | +3.5% | +3.4% | −0.5% | +11.8% | −9.2% |
| 2023 | +1.3% | −2.0% | −1.1% | −3.0% | −0.9% | +7.1% | +1.7% | −3.2% | −5.5% | −4.9% | +13.6% | +7.8% |
| 2022 | −6.8% | +1.5% | +3.7% | −5.3% | +3.6% | −11.8% | +9.3% | +3.0% | −7.9% | +15.5% | −0.5% | −8.0% |
| 2021 | +9.8% | −0.9% | −7.9% | +1.5% | −6.1% | +2.8% | −5.0% | +4.0% | −3.1% | +6.6% | −3.1% | −1.1% |
| 2020 | +6.1% | −6.6% | −18.6% | +17.9% | +12.5% | +2.9% | +13.2% | +3.7% | +0.4% | −3.8% | +17.9% | +10.1% |
QMOM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 20.24%
- 3-year Sharpe ratio: 0.79 (vs 4.5% risk-free rate)
- Best month: +13.55% (Nov 2023)
- Worst month: −9.15% (Dec 2024)
QMOM Fund Flows
Monthly money in and out of Alpha Architect US Quantitative Momentum ETF, from SEC Form N-PORT.
- 12-month net flow: $10.7M
- 12-month gross sales (incl. reinvestments): $541.1M
- Sales ÷ redemptions: 1.02×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $49.0M | $62.0M | −$13.0M |
| May 2026 | $74.4M | $148.2M | −$73.8M |
| Apr 2026 | $92.0M | $0 | $92.0M |
| Mar 2026 | $50.5M | $35.0M | $15.4M |
| Feb 2026 | $40.1M | $36.8M | $3.3M |
| Jan 2026 | $83.7M | $83.0M | $696K |
| Dec 2025 | $32.9M | $32.2M | $721K |
| Nov 2025 | $1.3M | $0 | $1.3M |
| Oct 2025 | $33.0M | $85.1M | −$52.1M |
| Sep 2025 | $51.8M | $3.8M | $48.0M |
| Aug 2025 | $1.9M | $8.8M | −$6.9M |
| Jul 2025 | $30.5M | $35.4M | −$4.9M |
QMOM Assets Under Management
Net assets of Alpha Architect US Quantitative Momentum ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $444.24M |
| 2026-03-31 | $376.10M |
| 2025-12-31 | $341.97M |
| 2025-09-30 | $387.25M |
| 2025-06-30 | $353.25M |
| 2025-03-31 | $297.31M |
| 2024-12-31 | $292.78M |
| 2024-09-30 | $250.64M |
| 2024-06-28 | $220.77M |
| 2024-03-28 | $210.66M |
| 2023-12-29 | $163.88M |
| 2023-09-29 | $145.32M |
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.