QMOM vs VXUS

QMOM vs VXUS
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Quick Verdict

VXUS has a lower expense ratio. VXUS delivered stronger 1-year returns. VXUS offers more diversification with 8,747 holdings.

Lower Fees: VXUSHigher Returns: VXUSMore Diversified: VXUS

Side-by-Side Comparison

MetricQMOMVXUSWinner
Expense Ratio0.28%0.05%
AUM$447M$158.1B
Dividend Yield0.48%2.59%
Holdings528,747
YTD Return+12.82%+15.23%
1Y Return+21.52%+26.78%
3Y Return (annualized)+20.52%+20.86%
5Y Return (annualized)+9.83%+9.66%
Volatility (annualized)21.9%15.1%
Max Drawdown-39.1%-39.9%
Fund FamilyAlpha ArchitectVanguard (US)
CategoryEquityEquity
InceptionDec 1, 2015Jan 26, 2011

QMOM vs VXUS Performance

Alpha Architect US Quantitative Momentum ETF (QMOM) is a ETF from Alpha Architect and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year QMOM returned +21.52% while VXUS returned +26.78%. Year to date, QMOM is up 12.82% versus a gain of 15.23% for VXUS.

Over three years, QMOM compounded at +20.52% per year against +20.86% for VXUS; over five years the annualized figures are +9.83% and +9.66% respectively. Across the full 11-year window we track, QMOM has the edge at +11.37% annualized vs +4.89%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

QMOM has been the more volatile fund, with annualized monthly volatility of 21.9% compared with 15.1% for VXUS. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -39.1% for QMOM and -39.9% for VXUS. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.66. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

QMOM charges 0.28% per year while VXUS charges 0.05%. On a $10,000 position that is $28 vs $5 annually, a gap of $23 per year that compounds over a long holding period. On income, QMOM currently yields 0.48% against 2.59% for VXUS.

Holdings Overlap

0.0%overlap

QMOM and VXUS share 2 holdings out of 7935 unique holdings combined, representing a 0.0% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in QMOMWeight in VXUSDifference
ANGJ:ZA0.00%0.13%0.13%
APA:AU0.00%0.02%0.02%

Frequently Asked Questions

Which is cheaper, QMOM or VXUS?

QMOM has an expense ratio of 0.28% while VXUS charges 0.05%. VXUS is the cheaper option. On a $10,000 investment, that is $23 per year of difference.

Which performed better, QMOM or VXUS?

Over the past year QMOM returned +21.52% vs +26.78% for VXUS, so VXUS leads on 1-year performance. Over the longest common window we track (11 years), QMOM annualized +11.37% vs +4.89% for VXUS. Past performance does not guarantee future results.

Which is riskier, QMOM or VXUS?

QMOM has been the more volatile fund at 21.9% annualized versus 15.1% for VXUS. Worst drawdown: QMOM -39.1% vs VXUS -39.9%.

Should I hold both QMOM and VXUS?

QMOM and VXUS have a monthly-return correlation of 0.66, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between QMOM and VXUS?

QMOM and VXUS share 2 common holdings with a 0.0% weight overlap. Combined, they hold 7935 unique securities.

Which pays a higher dividend, QMOM or VXUS?

QMOM yields 0.48% while VXUS yields 2.59%, so VXUS currently pays the higher dividend yield.

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