IVAL

Alpha Architect International Quantitative Value ETF
*Unless otherwise stated, data provided by FactSet.

IVAL Fund Description

IVAL tracks an equal-weighted index of developed-market ex-US value stocks, with screens for forensic accounting and earnings quality.

IVAL Factset Analytics Insight

IVAL whittles down the developed ex-US equity market to a relative handful of stocks that meet its stringent screens. The fund uses a single metric—EV/EBIT—to select the cheapest 10% of its universe, with additional screens for competitive advantage and financial strength, assessed using a number of financial-statement-derived metrics. Additionally, the fund uses a proprietary forensic accounting model to screen out companies that may be attempting to disguise low-quality cash flows. The few dozen holdings that emerge from this process are weighted equally. IVAL launched as an actively managed fund but began tracking a new homegrown index in January 2017, a change which did not significantly alter the fund’s strategy or holdings. Lukewarm trading increases round-trip costs for IVAL.

IVAL MSCI ESG Analytics Insight

Alpha Architect International Quantitative Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.27 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Alpha Architect International Quantitative Value ETF ranks in the 45th percentile within its peer group and in the 34th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

IVAL Charts And Performance

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Select ETFs to compare their performance:
PERFORMANCE [as of 11/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
IVAL 3.39% 16.85% 17.92% 10.85% 7.56% -- --
IVAL (NAV) 3.30% 16.80% 16.83% 9.97% 7.63% -- --
Alpha Architect International Quantitative Value Index 3.45% 17.02% 17.30% 10.45% -- -- --
MSCI World ex USA IMI Value 2.74% 10.44% 14.35% 7.73% 7.57% 2.84% 4.17%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

IVAL Summary Data

12/17/14
Open-Ended Fund
0.59%
$88.05M
$310.99K
0.17%

IVAL Portfolio Data

$16.31B
9.87
1.22
2.62%
N/A
47

IVAL Index Data

Alpha Architect International Quantitative Value Index
Equal
Fundamental
MSCI World ex USA IMI Value

IVAL Portfolio Management

0.59%
-0.41%
0.11%
-0.84%

IVAL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

IVAL Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

IVAL Factset Analytics Block Liquidity

As of 11/20/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of IVAL. IVAL is rated a 4 out of 5.

IVAL Tradability

11,033
$310.99K
4,951
$143.24K
0.17%
$0.05
0.01%
1.85% / -3.00%
None
10.00%
50,000
0.10
0.03%
0.14%
0
$28.83
4

IVAL Sector/Industry Breakdown


IVAL
Segment Benchmark
30.62%
11.40%
20.49%
8.36%
16.37%
11.13%
13.39%
2.08%
12.37%
10.36%
5.27%
5.32%
1.49%
5.86%

IVAL Top 10 Holdings[View All]

2.59%
2.40%
2.39%
2.38%
2.37%
2.35%
2.33%
2.32%
2.31%
2.26%
23.7%

IVAL Countries


IVAL
Segment Benchmark
55.28%
24.00%
14.86%
19.62%
10.37%
6.67%
4.15%
0.91%
2.49%
1.20%
2.31%
8.12%
2.19%
7.22%
2.17%
2.20%
2.16%
3.36%
2.03%
2.70%

IVAL Regions


IVAL
Segment Benchmark
67.68%
35.34%
32.32%
54.23%
--
0.65%
--
9.78%

IVAL Economic Development


IVAL
Segment Benchmark
100.00%
100.00%

IVAL Performance Statistics

0.65
1.15
1.07
1.26
0.57%
MSCI World ex USA IMI Value

IVAL MSCI ESG Ratings

BBB
5.27 / 10
34.48
45.19
4.21%
3.27%
283.07

IVAL Benchmark Comparison Holdings

47
2051
33
3.48%

IVAL Benchmark Comparison Summary


IVAL
Segment Benchmark
47
2051
$16.31B
$48.93B
9.87
13.38
1.22
1.07
4.30%
4.58%
Medium
Low

IVAL Benchmark Comparison Market Cap Size


IVAL
Segment Benchmark
23.49%
69.38%
63.43%
20.33%
13.08%
8.92%
0.00%
1.37%