Alpha Architect International Quantitative Momentum ETF
$39.80+0.16 (+0.40%)
- 0.38%
- $151M
- +13.9%
- 2.43%
- 0M sh
- $39.49
- low $35.33high $46.17
The ETF.net IMOM Grade
B
Score 55 out of 100
- 23 of 57
Score 55 of 100 falls in the B band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.A81 out of 100Rank 11 of 57Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.F14 out of 100Rank 56 of 57Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.D34 out of 100Rank 41 of 57Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B64 out of 100Rank 18 of 53Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.A73 out of 100Rank 13 of 57
Our read on IMOM
BNot a watered-down momentum tilt. IMOM holds roughly 50 international stocks with the strongest momentum and skips everything else, a rules-based quant playbook Alpha Architect has run since 2015 for 0.38% a year.
The fund seeks potential excess returns by maintaining consistent exposure to the strongest momentum stocks in international markets.
Why people hold it
- Concentration is the point: about 50 international names picked purely on momentum, not a broad index with a momentum tilt bolted on top.
- At 0.38% a year, it undercuts the typical active international fund in its group, where the median fee runs 0.60%.
- Live since December 2015 on the same momentum rules, through several full international market cycles.
- Stands in the upper half of its active international peer group, a solid showing for a strategy this specialized.
Worth knowing
- Shares trade thinly, so on a single trade the bid-ask spread can cost more than a full year of the expense ratio.
- Roughly 50 stocks means results can diverge widely from broad international indexes in either direction, and momentum can turn quickly.
- Cheaper, broader peers exist in the group (AVDE at 0.23%, DFIC at 0.22%), but they own the market; IMOM buys one factor.
IMOM Holdings
- Stocks
- 52
- 22%
- FRO
Sectors
- Financials26.2%
- Industrials19.8%
- Technology16.0%
- Energy10.0%
- Materials10.0%
- Utilities8.0%
- Health Care2.0%
- Real Estate2.0%
- Consumer Staples2.0%
- Consumer Discretionary2.0%
- Communication1.9%
Geography
- Israel21.27%
- Japan20.95%
- Australia13.98%
- Germany10.07%
- Switzerland6.02%
- Denmark3.96%
- Norway3.91%
- Spain3.79%
- 16.04%
Developed 77% · Emerging 23%
IMOM Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
IMOM$11,387
Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | IMOM |
|---|---|
| Year to date | +4.0% |
| 1 month | −3.4% |
| 3 months | −6.1% |
| 1 year | +13.9% |
| 3 years | +21.2% |
| 5 years | +7.1% |
| 10 years | +7.1% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | IMOM |
|---|---|---|
| 2026 YTD | +4.0% | |
| 2025 | +47.2% | |
| 2024 | +5.2% | |
| 2023 | +9.2% | |
| 2022 | −21.9% | |
| 2021 | −0.7% | |
| 2020 | +28.4% |
IMOM in the news
IMOM Dividends
- 2.43%
- $0.96
- $0.96 per share
- Annual
Distribution history
IMOM Risk
- 18.1%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.95
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −35.4%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 1.20
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
IMOM Cost
0.38%
IMOM0.38%
- The middle half of International Active Equity funds
- Median 0.59%
10 of the 55 International Active Equity funds charge less.
Other funds in International Active Equity
- BCGIECapital Group International Equity ETFExpense ratio 0.54%1 year return +10.6%
- BTILCThrivent International Large Cap ETFExpense ratio 0.52%1 year return —
- CMFSIMFS Active Exchange Traded Funds Trust - MFS Active International ETFExpense ratio 0.59%1 year return +13.3%
- CESIMEventide International ETFExpense ratio 0.59%1 year return —
- CCOROiShares International Country Rotation Active ETFExpense ratio 1.06%1 year return +24.7%