QVAL vs VYM

QVAL vs VYM

Which is better, QVAL or VYM?

Mid Cap Value against Large Cap Value.

VYM has a lower expense ratio. QVAL led over 1Y, 3Y and 5Y, VYM over the full window. QVAL is less concentrated, with 20.3% of the fund in its ten largest positions against 26.1%.

Lower Fees: VYMHigher Returns: splitLess Concentrated: QVAL

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricQVALVYM
Expense Ratio0.28%0.04%Best
AUM$708M$81.6B
Dividend Yield1.35%2.22%
Holdings52613
YTD Return+22.15%Best+10.96%
1Y Return+29.79%Best+15.42%
3Y Return (annualized)+19.37%Best+17.78%
5Y Return (annualized)+13.35%Best+12.05%
Volatility (annualized)21.1%13.8%Best
Max Drawdown-53.3%-35.7%Best
$10,000 over 5 years$18,711Best$17,663
Top 10 Weight20.3%Best26.1%
Fund FamilyAlpha ArchitectVanguard (US)
CategoryEquityEquity
StyleMid Cap ValueLarge Cap Value
InceptionOct 22, 2014Nov 10, 2006

Volatility and max drawdown are measured over the window both funds cover: Oct 22, 2014 to Sep 22, 2026 (11.9 years).

QVAL vs VYM growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 11.9 years both funds cover.

QVAL vs VYM Performance

Alpha Architect US Quantitative Value ETF (QVAL) is an ETF from Alpha Architect and Vanguard High Dividend Yield ETF (VYM) is an ETF from Vanguard (US). Over the past year QVAL returned +29.79% while VYM returned +15.42%. Year to date, QVAL is up 22.15% versus a gain of 10.96% for VYM.

Over three years, QVAL compounded at +19.37% per year against +17.78% for VYM; over five years the annualized figures are +13.35% and +12.05% respectively. Across the full 12-year window we track, VYM has the edge at +9.19% annualized vs +8.52%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

QVAL has been the more volatile fund, with annualized monthly volatility of 21.1% compared with 13.8% for VYM. 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 -53.3% for QVAL and -35.7% for VYM. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.87. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

QVAL charges 0.28% per year while VYM charges 0.04%. On a $10,000 position that is $28 vs $4 annually, a gap of $24 per year that compounds over a long holding period. On income, QVAL currently yields 1.35% against 2.22% for VYM.

Holdings Overlap

QVAL already in VYM64.0%
VYM already in QVAL8.4%

64.0% of QVAL's money is in holdings VYM also owns. 8.4% of VYM's money is in holdings QVAL also owns.

The two portfolios partly overlap.

35 positions in common, counted across the 63 positions we hold weights for in QVAL and 557 in VYM, against full books of 52 and 613.

What only one of them owns

Our book lists 494 positions for VYM that do not appear in our book for QVAL (88.9% of the fund), and 17 for QVAL that do not appear in VYM (34.0%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in QVALWeight in VYMDifference
TBBAt&t Inc1.99%0.64%1.35%
COPConocophillips Common Stock USD 0.012.00%0.60%1.40%
BMYBristol-Myers Squibb Co.2.00%0.54%1.46%
MOAltria Group Inc1.98%0.46%1.52%
MPCMarathon Petroleum Corp2.02%0.38%1.64%
VLOValero Energy2.00%0.38%1.62%
NEMNewmont Corp Common1.97%0.41%1.56%
PSXPhillips 662.01%0.34%1.67%
ELVElevance Health Inc2.00%0.32%1.68%
CMCSAComcast Corp-class A Cmcsa1.98%0.34%1.64%

64.0% of QVAL is already inside VYM.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

QVALVYM

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Frequently Asked Questions

Which is cheaper, QVAL or VYM?

QVAL has an expense ratio of 0.28% while VYM charges 0.04%. VYM is the cheaper option, by $24 a year on a $10,000 investment.

Which performed better, QVAL or VYM?

Over the past year QVAL returned +29.79% vs +15.42% for VYM, so QVAL leads on 1-year performance. Over the longest common window we track (12 years), QVAL annualized +8.52% vs +9.19% for VYM. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, QVAL or VYM?

QVAL has been the more volatile fund at 21.1% annualized versus 13.8% for VYM. Worst drawdown: QVAL -53.3% vs VYM -35.7%.

Should I hold both QVAL and VYM?

QVAL and VYM have a monthly-return correlation of 0.87, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between QVAL and VYM?

64.0% of QVAL's money is in holdings VYM also owns. 8.4% of VYM's is in holdings QVAL also owns. They hold 35 positions in common, counted across the 63 positions we hold weights for in QVAL and 557 in VYM.

Which pays a higher dividend, QVAL or VYM?

QVAL yields 1.35% while VYM yields 2.22%, so VYM currently pays the higher dividend yield.

Is VYM better than QVAL?

VYM has a lower expense ratio. QVAL led over 1Y, 3Y and 5Y, VYM over the full window. QVAL is less concentrated, with 20.3% of the fund in its ten largest positions against 26.1%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.