Screener
PY vs IMOM
Principal Value ETF vs Alpha Architect International Quantitative Momentum ETF
Key differences
Both PY and IMOM are equity ETFs. PY charges 0.15% a year and IMOM 0.38%. The main difference: PY follows a active selection strategy; IMOM uses systematic alpha.
- PY follows a active selection strategy; IMOM uses systematic alpha.
- PY covers North America; IMOM covers global markets excluding the US.
- PY costs 0.23% less per year.
- Over the last three years, IMOM has delivered higher annualized returns.
Side-by-side comparison
| PY | IMOM | |
|---|---|---|
| Annual cost (TER) | 0.15% | 0.38% |
| Fund size (AUM) | $220M | $166M |
| Since | 2016 | 2015 |
| Dividend yield | 2.11% | 2.10% |
| Asset class | equity | equity |
| Region | north america | global ex us |
| Strategy | active selection | systematic alpha |
| CAGR 1Y | +14.5% | +40.5% |
| CAGR 3Y | +12.9% | +25.1% |
| CAGR 5Y | +7.4% | +8.1% |
| Sharpe 3Y | 0.69 | 1.07 |
| Volatility 1Y | 10.51% | 20.49% |
| Max drawdown | -45.44% | -45.74% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.