Performance analysis of QVAL (ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF)
Annual Return
Over the past 3 years, QVAL has had an average annual return of +19.20%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, QVAL has had an average annual return of +13.02%, outperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, QVAL has had an average annual return of +11.56%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jan 4, 2016, QVAL has had an average annual return of +11.23%, underperforming the benchmark SPY, which returned +15.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +18.15% | +10.99% | +12.20% | +28.40% | -11.77% | +34.40% | -5.90% | +24.06% | -17.28% | +25.59% | +13.13% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.54% | +3.98% | -2.23% | +4.31% | +2.62% | -0.32% | +3.20% | +18.15% | |||||
| 2025 | +2.17% | -3.07% | -3.30% | -3.78% | +5.90% | +1.66% | -1.52% | +4.43% | +3.50% | -1.07% | +5.29% | +0.91% | +10.99% |
| 2024 | +0.22% | +3.01% | +7.86% | -4.81% | +5.10% | -4.05% | +5.63% | -0.39% | +2.63% | -3.35% | +6.72% | -5.76% | +12.20% |
| 2023 | +9.68% | -0.82% | -2.78% | -1.80% | -6.77% | +12.38% | +6.30% | +0.95% | +0.32% | -4.84% | +6.82% | +7.85% | +28.40% |
| 2022 | -5.67% | +2.39% | +2.03% | -4.24% | +2.97% | -16.64% | +12.14% | -3.37% | -9.56% | +15.41% | +5.37% | -8.62% | -11.77% |
| 2021 | +6.43% | -0.39% | +9.78% | +3.73% | +2.13% | -0.22% | +1.27% | +3.58% | -4.89% | +5.08% | -0.01% | +4.22% | +34.40% |
| 2020 | -6.34% | -11.34% | -28.02% | +16.12% | +4.57% | +2.48% | +4.20% | +4.24% | +0.76% | -3.01% | +14.98% | +3.66% | -5.90% |
| 2019 | +14.55% | +1.89% | -1.51% | +4.34% | -13.99% | +9.49% | +1.37% | -7.52% | +6.44% | +5.20% | +3.24% | +1.36% | +24.06% |
| 2018 | +5.38% | -3.15% | -3.47% | -1.49% | +3.10% | +1.67% | +2.42% | +1.50% | -3.81% | -7.51% | +0.80% | -12.77% | -17.28% |
| 2017 | +0.44% | +1.58% | +0.82% | +1.37% | -2.87% | +2.44% | +1.01% | -0.70% | +6.30% | -0.26% | +10.21% | +3.27% | +25.59% |
Drawdown analysis of QVAL (ALPHA ARCHITECT U.S. QUANTITATIVE VALUE ETF)
The maximum drawdown for the QVAL was -51.47%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.
The current QVAL drawdown is -0.06%.
Since Jan 4, 2016 QVAL has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.47% | Jan 26, 2018 | 541 | Mar 23, 2020 | 245 | Mar 12, 2021 | 786 |
| -27.14% | Nov 16, 2021 | 215 | Sep 26, 2022 | 235 | Sep 1, 2023 | 450 |
| -21.40% | Dec 2, 2024 | 86 | Apr 8, 2025 | 121 | Oct 1, 2025 | 207 |
| -13.23% | Mar 21, 2016 | 68 | Jun 27, 2016 | 34 | Aug 15, 2016 | 102 |
| -12.04% | Jan 4, 2016 | 27 | Feb 11, 2016 | 13 | Mar 2, 2016 | 40 |
| -8.15% | Sep 14, 2023 | 31 | Oct 27, 2023 | 24 | Dec 1, 2023 | 55 |
| -7.57% | May 7, 2021 | 29 | Jun 18, 2021 | 37 | Aug 11, 2021 | 66 |
| -7.52% | Jul 31, 2024 | 5 | Aug 7, 2024 | 30 | Sep 19, 2024 | 35 |
| -7.22% | Aug 23, 2016 | 51 | Nov 3, 2016 | 6 | Nov 11, 2016 | 57 |
| -6.03% | Feb 11, 2026 | 20 | Mar 12, 2026 | 19 | Apr 9, 2026 | 39 |
| -5.98% | Sep 2, 2021 | 12 | Sep 21, 2021 | 23 | Oct 22, 2021 | 35 |
| -5.73% | May 31, 2024 | 25 | Jul 9, 2024 | 5 | Jul 16, 2024 | 30 |
| -5.50% | Mar 28, 2024 | 14 | Apr 18, 2024 | 30 | May 31, 2024 | 44 |
| -5.06% | Oct 3, 2025 | 5 | Oct 10, 2025 | 23 | Nov 12, 2025 | 28 |
| -5.00% | Apr 27, 2017 | 14 | May 17, 2017 | 56 | Aug 7, 2017 | 70 |
| -4.74% | Oct 16, 2024 | 11 | Oct 31, 2024 | 17 | Nov 25, 2024 | 28 |
| -4.55% | Apr 20, 2026 | 19 | May 15, 2026 | 6 | May 26, 2026 | 25 |
| -4.53% | Dec 13, 2016 | 31 | Jan 30, 2017 | 59 | Apr 25, 2017 | 90 |
| -4.12% | Nov 12, 2025 | 6 | Nov 20, 2025 | 3 | Nov 25, 2025 | 9 |
| -4.06% | Oct 25, 2021 | 2 | Oct 27, 2021 | 5 | Nov 3, 2021 | 7 |
| -4.06% | Aug 8, 2017 | 9 | Aug 21, 2017 | 15 | Sep 12, 2017 | 24 |
| -3.86% | Dec 26, 2023 | 14 | Jan 17, 2024 | 9 | Jan 30, 2024 | 23 |
| -3.14% | Aug 11, 2021 | 6 | Aug 19, 2021 | 4 | Aug 25, 2021 | 10 |
| -3.01% | Jul 16, 2024 | 6 | Jul 24, 2024 | 4 | Jul 30, 2024 | 10 |
| -2.90% | Jun 12, 2026 | 3 | Jun 17, 2026 | 16 | Jul 13, 2026 | 19 |