Fund index
QUAL
17 articles on this site analyse QUAL — 4 of them head-on.
Measured concentration
as of 2026-04-30QUAL reports 124 positions, but the weights make it behave like about 41.6 equally weighted ones. Computed by this site from the fund's SEC Form N-PORT filing — see what this measure does not tell you and the full table.
The same filing says what kind of price those positions carry: 100% of QUAL is held at a quoted market price, across 5 issuer countries . Comparisons across every fund are in the valuation table, and what a low share does and does not mean is worth reading before drawing a conclusion from it.
Every filing since 2019
27Between 2019-10-31 and 2026-04-30, QUAL went from behaving like 56.3 equally weighted positions to 41.6 — 26% fewer, while its top ten went from 32.03% to 39.04% of net assets. Read across the funds on the concentration-over-time table.
| Period | Holdings | Effective | Top 10 | Largest |
|---|---|---|---|---|
| 2026-04-30 | 124 | 41.6 | 39.04% | 6.5% |
| 2026-01-31 | 128 | 41.8 | 39.44% | 6.37% |
| 2025-10-31 | 128 | 35.1 | 43.53% | 8.37% |
| 2025-07-31 | 128 | 37.3 | 42.68% | 7.81% |
| 2025-04-30 | 125 | 39.8 | 41.98% | 6.15% |
| 2025-01-31 | 127 | 40.8 | 40.62% | 6.3% |
| 2024-10-31 | 127 | 41.6 | 40.64% | 6.59% |
| 2024-07-31 | 128 | 43.5 | 39.33% | 5.96% |
| 2024-04-30 | 128 | 42.6 | 39.92% | 6.86% |
| 2024-01-31 | 128 | 45.4 | 38.47% | 5.09% |
| 2023-10-31 | 126 | 41.8 | 40.17% | 5.84% |
| 2023-07-31 | 128 | 43.5 | 38.76% | 6.18% |
| 2023-04-30 | 127 | 46.6 | 36.66% | 5.48% |
| 2023-01-31 | 127 | 50.9 | 33.21% | 6.1% |
| 2022-10-31 | 126 | 55.8 | 31.3% | 4.03% |
| 2022-07-31 | 128 | 54.5 | 32.43% | 4.36% |
| 2022-04-30 | 126 | 53.5 | 33.23% | 4.93% |
| 2022-01-31 | 127 | 53.1 | 32.89% | 4.53% |
| 2021-10-31 | 127 | 53.5 | 32.81% | 4.2% |
| 2021-07-31 | 128 | 53.6 | 32.45% | 4.77% |
| 2021-04-30 | 127 | 57.2 | 31.05% | 4.21% |
| 2021-01-31 | 128 | 56.4 | 31.37% | 4.46% |
| 2020-10-31 | 126 | 51.6 | 33.78% | 4.39% |
| 2020-07-31 | 128 | 52.9 | 33.12% | 4.29% |
| 2020-04-30 | 128 | 50.7 | 34.34% | 4.58% |
| 2020-01-31 | 127 | 54 | 32.61% | 4.13% |
| 2019-10-31 | 128 | 56.3 | 32.03% | 4.65% |
One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.
Most often compared against
4Measures applied to it
8All articles
17-
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MOAT vs QUAL: Wide-Moat Selection vs the Quality Factor — Two Roads to 'Quality'
MOAT and QUAL both sell "quality," but they reach it by opposite routes: MOAT is a concentrated, valuation-sensitive selection of wide-moat businesses; QUAL...
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USMV vs SPLV: Two Approaches to Low-Volatility Investing — Which Defense Holds Up?
USMV (optimizer-based minimum variance) and SPLV (simple lowest-volatility ranking) sound similar but are built differently — and the construction gap, not...
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How Factor Loadings Drift: Watching MTUM, QUAL, and SIZE Over Five Years
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AMOM Explained: How AI Weights Momentum Differently from MTUM
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VOO vs. AMOM: Can AI Momentum Outperform the S&P 500? (2026 Analysis)
Over the trailing five years, VOO compounded at 13.1% per year versus AMOM at 9.6% — with roughly 40% more volatility and a maximum drawdown nearly twice as...
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The Master Class: How to Use Claude (Anthropic) to Backtest Your Own ETF Strategy
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SCHD vs VIG: A Quantitative Analysis of Dividend Quality Factors
VIG outpaced SCHD by roughly 160 basis points per year over the trailing five years (10.3% vs 8.7% CAGR), driven by its broader sector reach and...
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VOO vs. MTUM vs. QUAL: Which Smart Beta ETF Wins Based on Historical Backtests?
Over the trailing 5 years, plain VOO (13.1% CAGR) beat both MTUM (11.5%) and QUAL (11.4%) — the factor premium did not show up in this window. Over 10...
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The Master Guide to Evidence-Based ETF Portfolios: Using AI to Optimize Allocation (2026)
"AI-driven portfolio optimization" mostly solves a problem long-horizon investors don't actually have. Real-time tilting at retail frequency tends to cost...
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VOO vs. MTUM vs. QUAL: Which Smart Beta ETF Wins Numerically? (Backtest Analysis)
Over the trailing five years, the cap-weighted S&P 500 (VOO) actually outperformed both factor ETFs on raw return — 13.1% CAGR versus MTUM's 11.5% and...
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Why "Factor Investing" Still Works: Applying Fama-French Models in the AI Era
The Fama-French factors weren't a trading edge that AI could arbitrage away — they were compensation for risks investors still won't bear cheerfully, plus...
Mentions are detected across the full text of every article, so an appearance may be a passing comparison rather than the subject. Nothing here is a recommendation to buy or sell — see the disclaimer.