Alpha Architect International Quantitative Momentum ETF (IMOM)

How has IMOM done since 2015?#

From December 2015 to October 2026, IMOM returned about 6.1% a year. The S&P 500 returned about 14.7% a year over the same dates. Say you put in $10,000 at the start. It would have been worth about $18,890 at the end, with every dividend reinvested.

IMOM returns by month and year#

IMOM rose in 78 of its 130 months (60%). Its best month was November 2020, at 12.3%. Its worst was March 2020, at −14.1%.

How risky is IMOM compared with the S&P 500?#

Measured from October 2021 to October 2026, on the days both traded.

• Beta 0.83. When the S&P 500 moved 1% in a day, IMOM tended to move about 0.83%.
• Correlation 0.70. IMOM moved with the S&P 500 some of the time.
• Up and down months. In months the S&P 500 rose, IMOM rose 79% as much on average. In months it fell, IMOM fell 98% as much.

Is IMOM above its 200-day average?#

IMOM closed 8.4% below its 200-day average on October 16, 2026. A rule that holds IMOM only above that average would be out of it today.

What was IMOM’s worst drop?#

A drawdown is how far a fund falls from its last high point. IMOM’s worst fall was −45.7%, from January 29, 2018 to March 18, 2020. It got back to that high on December 1, 2020. On October 16, 2026 it was 16.2% below its highest close.

What does IMOM hold?#

This fund owns about 50 stocks from developed countries outside the US and Canada, such as Japan and countries in Europe. A set of rules picks the ones with strong price gains over the past year, which is called momentum. Its results can differ a lot from the overall international market.

It does not track an index. Its managers choose what it holds. It had 50 holdings as of October 16, 2026, according to Alpha Architect.

What is the IMOM expense ratio?#

IMOM charges 0.38% a year. An expense ratio is the yearly fee a fund takes to run itself. On $10,000, a 0.38% fee comes to about $38 a year. Of the 162 ETFs on Tactfolio, 15% charge more.

You never get a bill for it. The fund takes the fee out of its own value a little each day.

Which Tactfolio strategies hold IMOM?#

2 classic strategies hold IMOM at least some of the time. Each is a set of written rules you can open, test and copy.

• Robust Asset Allocation Balanced (Alpha Architect RAA), by Wesley Gray (Alpha Architect), 2014
• Robust Asset Allocation Aggressive (Alpha Architect RAA), by Wesley Gray (Alpha Architect), 2014

How does IMOM compare with similar ETFs?#

Funds that can stand in for IMOM:

• SCHF: Schwab International Equity ETF, 0.03% a year
• VEA: Vanguard FTSE Developed Markets ETF, 0.03% a year
• IEFA: iShares Core MSCI EAFE ETF, 0.07% a year
• EFA: iShares MSCI EAFE ETF, 0.32% a year

See all 7 IMOM alternatives, compared on the same dates as IMOM.

Test IMOM in your own rules#

Tactfolio is a platform where you build rules-based investing strategies, backtest them on decades of real prices, share them, and run them automatically in your own Alpaca account. Open the builder, add IMOM, and see how a rule such as “hold it only above its 200-day average” would have done. Strategies run on daily prices and hold US stocks and ETFs only.

The details#

Prices come from Tactfolio’s stored daily prices for IMOM and SPY. Each close is adjusted for splits, and dividends are reinvested on the day the fund pays them out. CAGR is the steady yearly return that turns the starting value into the ending value. Volatility is the yearly standard deviation of daily returns. Beta and correlation compare daily returns with the S&P 500 over the same dates.

Fund facts come from Alpha Architect. We checked them on October 16, 2026. Read what a backtest simulates and how to read drawdown and CAGR for more on these measures.