Cambria Value & Momentum ETF (VAMO)
VAMO is an actively managed ETF by Cambria. VAMO launched on Sep 8, 2015 and has a 0.64% expense ratio.
ETF Info
US1320618887
132061888
Sep 8, 2015
North America (U.S.)
1x
No Index (Active)
Expense Ratio
VAMO has an expense ratio of 0.64%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Cambria Value & Momentum ETF (VAMO) returned 1.18% year-to-date (YTD) and 3.22% over the past 12 months.
VAMO
1.18%
3.57%
-4.60%
3.22%
14.64%
N/A
^GSPC (Benchmark)
-3.77%
7.44%
-5.60%
8.37%
14.12%
10.46%
Monthly Returns
The table below presents the monthly returns of VAMO, 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 | 2.26% | -3.17% | -0.01% | -0.86% | 3.09% | 1.18% | |||||||
| 2024 | -0.71% | 2.78% | 3.63% | -3.90% | 2.54% | -5.73% | 9.32% | -2.38% | 0.74% | -0.11% | 8.77% | -7.54% | 6.11% |
| 2023 | 0.62% | -0.35% | -7.30% | -2.05% | -3.32% | 8.66% | 3.19% | 0.24% | 0.20% | -2.12% | 1.05% | 7.68% | 5.58% |
| 2022 | -2.76% | 7.71% | -3.61% | 3.48% | 3.74% | -6.18% | 1.05% | 2.20% | -2.12% | 7.95% | -0.57% | -1.60% | 8.55% |
| 2021 | 7.85% | 6.96% | 4.11% | -0.86% | 7.71% | -1.22% | -5.12% | 0.99% | 2.37% | 5.00% | 0.71% | 0.59% | 32.17% |
| 2020 | -3.51% | -6.24% | -11.83% | -1.70% | 1.32% | -0.29% | 7.71% | 1.89% | 0.99% | -1.80% | 7.78% | 2.31% | -4.92% |
| 2019 | -0.25% | -0.37% | -4.47% | 0.28% | -4.93% | 3.44% | -0.30% | -3.54% | 1.90% | 1.76% | 1.61% | 0.54% | -4.63% |
| 2018 | 2.08% | -4.40% | 1.77% | 1.53% | 4.14% | -1.00% | -0.22% | 1.81% | -3.42% | -5.64% | -3.88% | -4.26% | -11.43% |
| 2017 | -1.62% | 0.08% | -0.65% | 1.27% | -3.69% | 1.03% | 2.32% | -0.04% | 4.17% | 1.13% | 0.69% | -0.73% | 3.82% |
| 2016 | -4.02% | 4.41% | -0.45% | -1.00% | -1.12% | -0.62% | 2.62% | 1.63% | 0.22% | -4.35% | 7.67% | 0.62% | 5.11% |
| 2015 | -0.52% | -2.26% | 1.28% | -5.84% | -7.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VAMO is 34, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Cambria Value & Momentum ETF provided a 1.73% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.25 | $0.38 | $0.30 | $0.27 | $0.20 | $0.24 | $0.23 | $0.09 | $0.13 | $0.05 |
Dividend yield | 1.73% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.16% | 1.03% | 0.36% | 0.56% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Value & Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.32 | |||||||
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.25 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.07 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.15 | $0.30 |
| 2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.16 | $0.27 |
| 2020 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | $0.20 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.24 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.23 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.09 |
| 2016 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.03 | $0.13 |
| 2015 | $0.05 | $0.05 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Value & Momentum ETF. 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 Cambria Value & Momentum ETF was 41.83%, occurring on Mar 18, 2020. Recovery took 412 trading sessions.
The current Cambria Value & Momentum ETF drawdown is 7.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.83% | Jun 12, 2018 | 445 | Mar 18, 2020 | 412 | Nov 3, 2021 | 857 |
| -17.25% | Nov 8, 2022 | 140 | May 31, 2023 | 145 | Dec 27, 2023 | 285 |
| -14.75% | Jun 10, 2022 | 17 | Jul 6, 2022 | 87 | Nov 7, 2022 | 104 |
| -13.08% | Sep 25, 2015 | 82 | Feb 11, 2016 | 378 | Oct 13, 2017 | 460 |
| -11.96% | Nov 15, 2021 | 47 | Jan 21, 2022 | 27 | Mar 2, 2022 | 74 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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