VFH/SPMO
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 80% |
VFH Vanguard Financials ETF | Financials Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VFH/SPMO, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| VFH/SPMO | -6.55% | -6.26% | -5.22% | 18.36% | 19.11% | N/A |
| Portfolio components: | ||||||
VFH Vanguard Financials ETF | -5.08% | -6.12% | -2.91% | 16.40% | 18.59% | 10.83% |
SPMO Invesco S&P 500® Momentum ETF | -6.93% | -6.31% | -5.81% | 18.63% | 18.95% | N/A |
Monthly Returns
The table below presents the monthly returns of VFH/SPMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.56% | -0.15% | -6.66% | -5.01% | -6.55% | ||||||||
| 2024 | 4.89% | 10.08% | 4.32% | -5.28% | 6.55% | 5.92% | 0.08% | 3.76% | 1.21% | 0.76% | 7.61% | -2.58% | 42.94% |
| 2023 | 1.19% | -4.04% | -0.85% | 2.75% | -5.20% | 6.22% | 2.61% | 1.25% | -1.62% | -2.18% | 10.14% | 6.57% | 16.90% |
| 2022 | -5.21% | -1.89% | 2.60% | -8.85% | 1.94% | -8.69% | 7.82% | -2.75% | -7.16% | 13.29% | 3.76% | -3.73% | -10.82% |
| 2021 | -0.16% | 1.18% | 2.67% | 5.54% | 0.18% | 5.13% | 1.72% | 4.69% | -4.09% | 7.41% | -3.40% | 2.72% | 25.49% |
| 2020 | 1.92% | -8.85% | -11.21% | 10.90% | 6.02% | 2.14% | 6.73% | 7.60% | -2.07% | -3.27% | 9.51% | 3.86% | 22.56% |
| 2019 | 9.21% | 3.77% | 1.63% | 2.53% | -3.43% | 5.16% | 1.24% | -1.36% | 1.20% | 0.19% | 2.57% | 2.07% | 27.11% |
| 2018 | 6.98% | -0.94% | -3.81% | 1.06% | 3.14% | -0.37% | 3.77% | 3.84% | 0.58% | -8.92% | 1.81% | -9.29% | -3.50% |
| 2017 | 0.76% | 4.15% | -2.05% | 1.96% | 1.18% | 2.44% | 2.18% | 0.45% | 2.04% | 6.73% | 2.79% | 1.10% | 26.19% |
| 2016 | -4.89% | -0.65% | 5.96% | 0.97% | 0.55% | -1.23% | 4.91% | 0.65% | -0.07% | -1.11% | 2.39% | 3.50% | 11.02% |
| 2015 | 3.66% | 1.25% | -2.19% | 2.66% |
Expense Ratio
VFH/SPMO has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VFH/SPMO is 71, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VFH Vanguard Financials ETF | 0.90 | 1.33 | 1.20 | 1.08 | 4.42 |
SPMO Invesco S&P 500® Momentum ETF | 0.56 | 0.93 | 1.13 | 0.68 | 2.67 |
Dividends
Dividend yield
VFH/SPMO provided a 0.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.85% | 0.74% | 1.72% | 1.79% | 0.79% | 1.46% | 1.55% | 1.30% | 0.92% | 1.88% | 0.68% | 0.37% |
| Portfolio components: | ||||||||||||
VFH Vanguard Financials ETF | 1.96% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% |
SPMO Invesco S&P 500® Momentum ETF | 0.58% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the VFH/SPMO. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VFH/SPMO was 33.49%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current VFH/SPMO drawdown is 13.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -22.92% | Jan 5, 2022 | 182 | Sep 26, 2022 | 307 | Dec 14, 2023 | 489 |
| -22.56% | Oct 2, 2018 | 58 | Dec 24, 2018 | 121 | Jun 19, 2019 | 179 |
| -19.31% | Feb 19, 2025 | 33 | Apr 4, 2025 | — | — | — |
| -12.02% | Nov 30, 2015 | 52 | Feb 12, 2016 | 112 | Jul 25, 2016 | 164 |
Volatility
Volatility Chart
The current VFH/SPMO volatility is 15.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPMO | VFH | |
|---|---|---|
| SPMO | 1.00 | 0.52 |
| VFH | 0.52 | 1.00 |