QMOM
Alpha Architect U.S. Quantitative Momentum ETF
The MomentumShares U.S. Quantitative Momentum ETF is an actively managed fund that uses a systematic process focused on momentum to select and weight US stocks.
US
EQUITY
Active
MANAGEMENT STYLE
293.0 M
ASSETS UNDER MGMT
39 bp
EXPENSES
Fund Basics
| Fund sponsor | Alpha Architect |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Dec 01, 2015 |
| Assets (mns) | $293 |
| Expense ratio | 39 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| CORCEPT THERAPEUTICS INC | 2.4 % |
| WAL-MART STORES INC | 2.3 % |
| SPROUTS FARMERS MARKET INC | 2.2 % |
| ADMA BIOLOGICS, INC. | 2.2 % |
| PHILIP MORRIS INTERNATIONAL | 2.2 % |
| BRINKER INTERNATIONAL INC | 2.2 % |
| FAIR ISAAC CORP | 2.1 % |
| NETFLIX INC | 2.1 % |
| NATERA INC | 2.1 % |
| NRG ENERGY INC | 2.1 % |
Constituent Breakdown
| Number of holdings | 50 |
| Herfindahl-Hirschman Index | 206 |
| Wgt avg mkt cap (mns) | $68,306 |
| Large cap (>$10bn) | 73.5% |
| Mid cap ($2-10bn) | 24.5% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 93.9 % |
 |
LUXEMBOURG | 2.1 % |
 |
SWITZERLAND | 1.8 % |
Historical Performance
Standardized Performance (as of 03/31/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | -2.7% | 9.3% | 16.9% | 9.5% | 14.2% | -- | -- | 10.4% |
| Dividend Yield | -4.7% | -7.4% | -2.9% | -3.1% | 4.0% | -- | -- | 0.0% |
| Total Returns | -7.4% | 1.9% | 14.1% | 6.5% | 18.1% | -- | -- | 10.4% | Ann. Volatility | 22.9% | 21.3% | 20.4% | 22.7% | 30.7% | -- | -- | 26.2% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.15 | 71% |
| MSCI EAFE | 0.88 | 41% |
| MSCI Emg Mkts | 0.50 | 13% |
Liquidity Measures
| Avg. volume (000) | 55 |
| Turnover | 1.1% |
| Avg. Bid/Ask (% of price) | 0.18% |
| ADV of underlying (mns) | $7,214 |
Technical Indicators
| Recent close | $58.60 |
| 30d moving avg. | $57.24 |
| Annualized volatility | 23.8% |
| Relative strength (RSI) | 43 |
| Short interest (ETF) | 0.5% |
| Short interest (underlying) | 8.4% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. QMOM |
Expenses vs. QMOM |
ALTAR Score™ vs. QMOM |
|---|---|---|---|---|
| MTUM | iShares MSCI USA Momentum Factor ETF | 20.8% | -24 bp | +0.1% |
| AMOM | Qraft AI-Enhanced U.S. Large Cap Momentum ETF | 20.2% | +36 bp | -0.3% |
| SEIM | SEI Enhanced U.S. Large Cap Momentum Factor ETF | 19.9% | -24 bp | +1.0% |
| FTC | First Trust Large Cap Growth AlphaDEX Fund | 19.2% | +20 bp | -0.7% |
| PDP | Invesco Dorsey Wright Momentum ETF | 18.7% | +23 bp | +0.1% |
| ULVM | VictoryShares US Value Momentum ETF | 17.7% | -19 bp | +4.1% |
| RPG | Invesco S&P 500 Pure Growth ETF | 17.3% | -4 bp | -0.1% |
| XMMO | Invesco S&P MidCap Momentum ETF | 17.2% | -5 bp | +2.3% |
| SPMO | Invesco S&P 500 Momentum ETF | 17.2% | -26 bp | +0.4% |
| DDIV | First Trust Dorsey Wright Momentum & Dividend ETF | 16.8% | +21 bp | +3.4% |
Risk and Returns: QMOM vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| Fwd Est | 2024 | 2025 | 2026 | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 4/25/2025
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
QMOM
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
AVOID
Not worthwhile for most investors. A rating of AVOID is assigned to ETFs with ALTAR Scores in the lowest quintile (the bottom 20%) of their category. Often, funds in this category consist of stocks with little if any history or expectation of profitability, and as a result our fundamentally-driven analysis may be less relevant.
ALTAR Score™
QMOM
3.9%
Cat. Avg
6.5%
ALTAR Score™ Calculation
Category Overview
There are 953 funds in the US Equity category, with an average ALTAR Score™
of 6.5% and a standard deviation of
2.7%. QMOM's ALTAR Score™ is approximately
1.0 standard deviations
below
the category average. This places QMOM in the 16th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
QMOMSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active US Equity ETFs |
| # of ETFs | 308 |
| Avg. Expense Ratio | 67.1 bp |
| Std. Deviation | 37 bp |
| QMOM (39 bp) Percentile rank | 24 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| QMOM | 39.0 | 18.0 | 57 |
| Peer Avg. | 53.7 | 33.1 | 86.8 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .