Alpha Architect U.S. Quantitative Value ETF
Name
As of 11/04/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
Vitals
YTD Return
11.6%
1 yr return
22.0%
3 Yr Avg Return
8.2%
5 Yr Avg Return
10.3%
Net Assets
$385 M
Holdings in Top 10
20.5%
52 WEEK LOW AND HIGH
Expenses
OPERATING FEES
Expense Ratio 0.29%
SALES FEES
Front Load N/A
Deferred Load N/A
TRADING FEES
Turnover 44.00%
Redemption Fee N/A
Min Investment
Standard (Taxable)
N/A
IRA
N/A
Fund Classification
Fund Type
Exchange Traded Fund
Name
As of 11/04/2024Price
Aum/Mkt Cap
YIELD
Exp Ratio
Watchlist
QVAL - Profile
Distributions
- YTD Total Return 11.6%
- 3 Yr Annualized Total Return 8.2%
- 5 Yr Annualized Total Return 10.3%
- Capital Gain Distribution Frequency N/A
- Net Income Ratio 1.33%
- Dividend Yield 1.3%
- Dividend Distribution Frequency None
Fund Details
-
Legal NameAlpha Architect U.S. Quantitative Value ETF
-
Fund Family NameAlpha Architect
-
Inception DateOct 21, 2014
-
Shares Outstanding6100000
-
Share ClassN/A
-
CurrencyUSD
-
Domiciled CountryUS
-
ManagerWesley Gray
Fund Description
QVAL - Performance
Return Ranking - Trailing
Period | QVAL Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 11.6% | 2.8% | 24.2% | 45.60% |
1 Yr | 22.0% | 11.2% | 39.4% | 67.03% |
3 Yr | 8.2%* | -2.9% | 13.8% | 10.58% |
5 Yr | 10.3%* | 0.3% | 16.7% | 38.86% |
10 Yr | 7.5%* | 1.4% | 11.6% | 68.42% |
* Annualized
Return Ranking - Calendar
Period | QVAL Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 25.9% | -11.3% | 33.3% | 2.20% |
2022 | -13.5% | -41.6% | 2.3% | 48.19% |
2021 | 32.7% | -41.5% | 44.9% | 4.19% |
2020 | -7.9% | -29.0% | 22.1% | 93.18% |
2019 | 21.5% | -8.1% | 31.2% | 51.32% |
Total Return Ranking - Trailing
Period | QVAL Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
YTD | 11.6% | 2.8% | 24.2% | 45.60% |
1 Yr | 22.0% | 11.2% | 39.4% | 67.03% |
3 Yr | 8.2%* | -2.9% | 13.8% | 10.58% |
5 Yr | 10.3%* | 0.3% | 16.7% | 38.86% |
10 Yr | 7.5%* | 1.4% | 11.6% | 68.42% |
* Annualized
Total Return Ranking - Calendar
Period | QVAL Return | Category Return Low | Category Return High | Rank in Category (%) |
---|---|---|---|---|
2023 | 28.4% | -1.7% | 36.5% | 1.93% |
2022 | -11.8% | -35.0% | 2.4% | 84.68% |
2021 | 34.4% | 6.2% | 48.3% | 10.34% |
2020 | -5.9% | -22.9% | 23.2% | 95.45% |
2019 | 24.1% | -3.0% | 35.7% | 74.19% |
QVAL - Holdings
Concentration Analysis
QVAL | Category Low | Category High | QVAL % Rank | |
---|---|---|---|---|
Net Assets | 385 M | 991 K | 28 B | 65.93% |
Number of Holdings | 51 | 8 | 2308 | 85.16% |
Net Assets in Top 10 | 70.2 M | 319 K | 5.52 B | 69.78% |
Weighting of Top 10 | 20.49% | 4.6% | 100.2% | 55.22% |
Top 10 Holdings
- Comcast Corp 2.07%
- Terex Corp 2.07%
- Liberty Energy Inc 2.06%
- APA Corp 2.05%
- ATT Inc 2.04%
- Allison Transmission Holdings Inc 2.04%
- Arch Resources Inc 2.04%
- PBF Energy Inc 2.04%
- Valero Energy Corp 2.04%
- Signet Jewelers Ltd 2.04%
Asset Allocation
Weighting | Return Low | Return High | QVAL % Rank | |
---|---|---|---|---|
Stocks | 99.68% | 56.67% | 103.53% | 12.64% |
Cash | 0.32% | 0.00% | 38.75% | 75.82% |
Preferred Stocks | 0.00% | 0.00% | 1.68% | 95.60% |
Other | 0.00% | -0.10% | 7.30% | 95.60% |
Convertible Bonds | 0.00% | 0.00% | 0.02% | 95.58% |
Bonds | 0.00% | 0.00% | 19.09% | 95.60% |
Stock Sector Breakdown
Weighting | Return Low | Return High | QVAL % Rank | |
---|---|---|---|---|
Basic Materials | 22.89% | 0.00% | 23.88% | 0.55% |
Consumer Cyclical | 22.81% | 0.00% | 29.62% | 2.76% |
Industrials | 17.15% | 0.00% | 29.02% | 38.95% |
Energy | 14.00% | 0.00% | 29.17% | 4.97% |
Technology | 10.85% | 0.00% | 30.07% | 26.80% |
Healthcare | 5.90% | 0.00% | 32.47% | 83.43% |
Consumer Defense | 4.10% | 0.00% | 33.79% | 76.24% |
Communication Services | 2.30% | 0.00% | 19.80% | 52.21% |
Utilities | 0.00% | 0.00% | 24.69% | 99.17% |
Real Estate | 0.00% | 0.00% | 40.74% | 100.00% |
Financial Services | 0.00% | 0.00% | 60.11% | 100.00% |
Stock Geographic Breakdown
Weighting | Return Low | Return High | QVAL % Rank | |
---|---|---|---|---|
US | 99.68% | 56.67% | 103.53% | 10.71% |
Non US | 0.00% | 0.00% | 33.85% | 96.98% |
QVAL - Expenses
Operational Fees
QVAL Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Expense Ratio | 0.29% | 0.06% | 16.92% | 95.59% |
Management Fee | 0.29% | 0.00% | 1.20% | 5.22% |
12b-1 Fee | 0.00% | 0.00% | 1.00% | 23.96% |
Administrative Fee | N/A | 0.01% | 0.40% | N/A |
Sales Fees
QVAL Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Front Load | N/A | 3.50% | 5.75% | N/A |
Deferred Load | N/A | 1.00% | 4.00% | N/A |
Trading Fees
QVAL Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Max Redemption Fee | N/A | 1.00% | 2.00% | N/A |
Related Fees
Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.
QVAL Fees (% of AUM) | Category Return Low | Category Return High | Rank in Category (%) | |
---|---|---|---|---|
Turnover | 44.00% | 0.00% | 227.00% | 43.67% |
QVAL - Distributions
Dividend Yield Analysis
QVAL | Category Low | Category High | QVAL % Rank | |
---|---|---|---|---|
Dividend Yield | 1.32% | 0.00% | 22.79% | 0.27% |
Dividend Distribution Analysis
QVAL | Category Low | Category High | Category Mod | |
---|---|---|---|---|
Dividend Distribution Frequency | None | Annual | Annual | Annual |
Net Income Ratio Analysis
QVAL | Category Low | Category High | QVAL % Rank | |
---|---|---|---|---|
Net Income Ratio | 1.33% | -1.84% | 4.73% | 19.11% |
Capital Gain Distribution Analysis
QVAL | Category Low | Category High | Capital Mode | |
---|---|---|---|---|
Capital Gain Distribution Frequency | Annually | Annually | Annually |
Distributions History
Date | Amount | Type |
---|---|---|
Sep 12, 2024 | $0.148 | OrdinaryDividend |
Jun 20, 2024 | $0.271 | OrdinaryDividend |
Mar 13, 2024 | $0.139 | OrdinaryDividend |
Dec 20, 2023 | $0.190 | OrdinaryDividend |
Sep 27, 2023 | $0.137 | OrdinaryDividend |
Jun 28, 2023 | $0.201 | OrdinaryDividend |
Mar 29, 2023 | $0.183 | OrdinaryDividend |
Dec 29, 2022 | $0.286 | OrdinaryDividend |
Sep 12, 2022 | $0.096 | OrdinaryDividend |
Jun 13, 2022 | $0.202 | OrdinaryDividend |
Mar 14, 2022 | $0.058 | OrdinaryDividend |
Dec 30, 2021 | $0.277 | OrdinaryDividend |
Sep 13, 2021 | $0.044 | OrdinaryDividend |
Jun 14, 2021 | $0.039 | OrdinaryDividend |
Mar 15, 2021 | $0.095 | OrdinaryDividend |
Dec 30, 2020 | $0.270 | OrdinaryDividend |
Sep 14, 2020 | $0.055 | OrdinaryDividend |
Jun 15, 2020 | $0.125 | OrdinaryDividend |
Mar 16, 2020 | $0.072 | OrdinaryDividend |
Dec 30, 2019 | $0.248 | OrdinaryDividend |
Sep 16, 2019 | $0.126 | OrdinaryDividend |
Jun 17, 2019 | $0.146 | OrdinaryDividend |
Mar 18, 2019 | $0.085 | OrdinaryDividend |
Dec 27, 2018 | $0.180 | OrdinaryDividend |
Sep 17, 2018 | $0.080 | OrdinaryDividend |
Jun 18, 2018 | $0.097 | OrdinaryDividend |
Mar 19, 2018 | $0.054 | OrdinaryDividend |
Dec 27, 2017 | $0.111 | OrdinaryDividend |
Sep 18, 2017 | $0.072 | OrdinaryDividend |
Jun 19, 2017 | $0.080 | OrdinaryDividend |
Mar 20, 2017 | $0.067 | OrdinaryDividend |
Dec 28, 2016 | $0.086 | OrdinaryDividend |
Sep 19, 2016 | $0.084 | OrdinaryDividend |
Jun 20, 2016 | $0.059 | OrdinaryDividend |
Mar 21, 2016 | $0.093 | OrdinaryDividend |
Dec 28, 2015 | $0.098 | OrdinaryDividend |
Sep 28, 2015 | $0.078 | OrdinaryDividend |
Jun 29, 2015 | $0.060 | OrdinaryDividend |
Mar 30, 2015 | $0.068 | OrdinaryDividend |
Dec 29, 2014 | $0.040 | OrdinaryDividend |
QVAL - Fund Manager Analysis
Managers
Wesley Gray
Start Date
Tenure
Tenure Rank
Oct 22, 2014
7.61
7.6%
Wesley R.Gray, Ph.D. has studied and been an active participant in financial markets throughout his career. After serving as a Captain in the USMC, Dr. Gray received a PhD, and was a finance professor at Drexel University. Dr. Gray's interest in entrepreneurship and behavioral finance led him to found Alpha Architect, LLC, an SEC-registered Investment Advisor, where he is the Executive Managing Member. Dr. Gray has published two books: Embedded: A Marine Corps Adviser Inside the Iraqi Army and Quantitative Value: A practitioner's guide to Automating Intelligent Investment and Eliminating Behavioral Errors. His work has been highlighted on CNN, NPR, Motley Fool, WSJ Market Watch, CFA Institute, Institutional Investor, and CBS news. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from the Wharton School at the University of Pennsylvania
John Vogel
Start Date
Tenure
Tenure Rank
Oct 22, 2014
7.61
7.6%
Dr. Vogel is a Managing Member of Empowered Funds, LLC and Empiritrage, where he heads the research department and assists in business development and operations. Dr. Vogel conducts research in empirical asset pricing and behavioral finance, and has collaborated with Dr. Gray on multiple projects. His academic experience involves being an instructor and research assistant at Drexel University in both the Finance and Mathematics departments. Dr. Vogel received a Ph.D. in Finance from Drexel University. He has a M.S. in Mathematics from Drexel University, and graduated summa cum laude with a B.S. in Mathematics and Education from The University of Scranton. Dr. Vogel holds the Series 65 license.
Brandon Koepke
Start Date
Tenure
Tenure Rank
Jun 26, 2020
1.93
1.9%
Mr. Brandon Koepke serves as Chief Technology Officer & Portfolio Manager. Mr. Koepke has a BSc in Computer Science specializing in Software Engineering at the University of Calgary and a BComm in Finance from the Haskayne School of Business.
Tenure Analysis
Category Low | Category High | Category Average | Category Mode |
---|---|---|---|
0.08 | 35.59 | 8.16 | 10.92 |