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ETFs

Vanguard U.S. Momentum Factor ETF

VFMO
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Feb 13, 2018
Expense Ratio
0.13%
Type
US Equities
Fund Owner
Vanguard
Volume (1m avg. daily)
$1,711,909
AUM
$327,375,000
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

GE
General Electric Co.
1.4%
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Cadence Design Systems, Inc.
1.19%
META
Meta Platforms Inc - Ordinary Shares - Class A
1.18%
LLY
Lilly(Eli) & Co
1.18%
UBER
Uber Technologies Inc
1.15%
NVDA
NVIDIA Corp
1.11%
NFLX
Netflix Inc.
1.06%
PANW
Palo Alto Networks Inc
1.06%
ETN
Eaton Corporation plc
1.04%
MPC
Marathon Petroleum Corp
1.03%
Invest with VFMO
Trade VFMO Options

What is VFMO?

Vanguard U.S. Momentum Factor ETF seeks to provide long-term capital appreciation. The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with strong recent performance as determined by the advisor. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. The advisor uses a quantitative model to evaluate all of the securities in an investment universe comprised of U.S. large, mid, and small capitalization stocks and to construct a U.S. equity portfolio that seeks to achieve exposure to securities with relatively strong recent performance subject to a set of reasonable constraints designed to foster portfolio diversification and liquidity. Securities with relatively strong recent past performance may be identified by measures such as performance over different time periods.

1M
3M
6M
YTD
1Y
3Y
Max
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VFMO
Performance Measures**

for the time period Feb 15, 2018 to Dec 4, 2025

Returns

1M Trailing Return: 2.5%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 7.8%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -36.8%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 23.6%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.66

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.37

The annualized return divided by the max drawdown for the selected time period.

ETFs related toVFMO

ETFs correlated to VFMO include FNY, DWAS, PDP

VFMO
Vanguard Group, Inc. - Vanguard U.S. Momentum Factor ETF
FNY
First Trust Exchange-Traded Fund III - First Trust Mid Cap Growth AlphaDEX Fund
DWAS
Invesco Capital Management LLC - Invesco Dorsey Wright SmallCap Momentum ETF
PDP
Invesco Capital Management LLC - Invesco Dorsey Wright Momentum ETF
FTC
First Trust Exchange-Traded Fund III - First Trust Large Capital Growth AlphaDEX Fund
FYC
First Trust Exchange-Traded Fund III - First Trust Small Cap Growth AlphaDEX Fund
XMMO
Invesco Capital Management LLC - Invesco S&P MidCap Momentum ETF
VFQY
Vanguard Group, Inc. - Vanguard U.S. Quality Factor ETF
FEX
First Trust Exchange-Traded Fund III - First Trust Large Cap Core AlphaDEX Fund
AVUS
American Century ETF Trust - Avantis U.S. Equity ETF
LGRO
Advisors Series Trust - Level Four Large Cap Growth Active ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toVFMO

Vanguard ETFs FR v5

Category

Tactical allocation, Momentum rotation, Mean reversion, Volatility hedge, Leveraged ETFs, Risk-on/risk-off, U.S. equities

OOS Cumulative Return

44.46%

Primal Funds › Terra Firma (US)

Category

US equities, multi-factor, large-cap growth tilt, sector tilts, strategic allocation, passive buy-and-hold

OOS Cumulative Return

15.03%

Create your own algorithmic trading strategy with VFMO using Composer

FAQ

VFMO is a US Equities ETF. Vanguard U.S. Momentum Factor ETF seeks to provide long-term capital appreciation. The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with strong recent performance as determined by the advisor. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. The advisor uses a quantitative model to evaluate all of the securities in an investment universe comprised of U.S. large, mid, and small capitalization stocks and to construct a U.S. equity portfolio that seeks to achieve exposure to securities with relatively strong recent performance subject to a set of reasonable constraints designed to foster portfolio diversification and liquidity. Securities with relatively strong recent past performance may be identified by measures such as performance over different time periods.

Yes, VFMO is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, VFMO is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on VFMO is -0.0242%. This is the percent change in the value of VFMO over the most recent 1-month period. The 3-month return on VFMO is -0.0334%. This is the percent change in the value of VFMO over the most recent 3-month period.

The standard deviation of VFMO for the past year is 0.1851%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to VFMO include SPHQ, DSI, and QUAL.

ETFs correlated to VFMO include FNY, DWAS, and PDP.

ETFs that are inversely correlated to VFMO include RWM, TWM, and SRTY.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.