Alpha Architect Value Momentum Trend ETF (VMOT)
VMOT is a passive ETF by EMPIRICAL FINANCE LLC tracking the investment results of the Alpha Architect Value Momentum Trend Index. VMOT launched on May 3, 2017 and has a 1.75% expense ratio.
ETF Info
| ISIN | US02072L5084 |
|---|---|
| CUSIP | 02072L508 |
| Issuer | EMPIRICAL FINANCE LLC |
| Inception Date | May 3, 2017 |
| Region | Developed Markets (Broad) |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | Alpha Architect Value Momentum Trend Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
VMOT has a high expense ratio of 1.75%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: VMOT vs. SPY, VMOT vs. VOO, VMOT vs. QQQ, VMOT vs. QVAL, VMOT vs. IHF, VMOT vs. SPMO, VMOT vs. DBMF, VMOT vs. AVUV, VMOT vs. VXUS, VMOT vs. VT
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Architect Value Momentum Trend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Alpha Architect Value Momentum Trend ETF had a return of 17.78% year-to-date (YTD) and 28.96% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.78% | 25.82% |
| 1 month | 3.25% | 3.20% |
| 6 months | 8.30% | 14.94% |
| 1 year | 28.96% | 35.92% |
| 5 years (annualized) | 4.01% | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
Monthly Returns
The table below presents the monthly returns of VMOT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.01% | 3.98% | 4.32% | -4.70% | 4.94% | -3.50% | 3.18% | 1.48% | 2.04% | -2.38% | 17.78% | ||
| 2023 | -0.68% | -0.67% | -3.69% | -2.70% | -4.67% | 5.58% | 3.43% | -2.09% | -2.16% | -4.80% | 6.64% | 6.05% | -0.73% |
| 2022 | -6.83% | 1.50% | 1.83% | -3.48% | 1.10% | -5.30% | 1.11% | 3.38% | -0.12% | 5.00% | -2.35% | -2.38% | -7.00% |
| 2021 | 3.52% | -0.71% | 0.94% | 2.38% | -0.22% | -0.43% | 0.38% | 1.69% | -5.06% | 3.78% | -3.70% | 1.26% | 3.52% |
| 2020 | -2.06% | -9.43% | -6.62% | 3.74% | 3.59% | 0.33% | 3.71% | 3.64% | -0.07% | -2.24% | 5.50% | 5.83% | 4.69% |
| 2019 | 3.53% | -0.53% | -0.50% | 1.46% | -6.82% | 1.95% | 0.94% | -2.49% | 0.05% | 2.35% | 3.10% | 1.91% | 4.59% |
| 2018 | 5.02% | -2.43% | -1.54% | -1.92% | 2.58% | -1.55% | 0.59% | 1.07% | -1.00% | -9.73% | -1.38% | -5.79% | -15.64% |
| 2017 | 0.72% | 0.52% | 3.45% | 0.75% | 3.60% | 2.89% | 3.05% | 1.26% | 17.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VMOT is 46, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Alpha Architect Value Momentum Trend ETF provided a 3.51% dividend yield over the last twelve months, with an annual payout of $0.96 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $0.96 | $0.55 | $0.22 | $0.00 | $0.44 | $0.22 | $0.24 |
Dividend yield | 3.51% | 4.13% | 2.24% | 0.81% | 0.00% | 1.76% | 0.92% | 0.81% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Architect Value Momentum Trend 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 | $0.96 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.20 | $0.22 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.44 |
| 2018 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.22 |
| 2017 | $0.10 | $0.00 | $0.00 | $0.14 | $0.24 |
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 Alpha Architect Value Momentum Trend 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 Alpha Architect Value Momentum Trend ETF was 34.71%, occurring on Mar 18, 2020. The portfolio has not yet recovered.
The current Alpha Architect Value Momentum Trend ETF drawdown is 3.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.71% | Jan 29, 2018 | 538 | Mar 18, 2020 | — | — | — |
| -2.65% | Aug 8, 2017 | 3 | Aug 10, 2017 | 15 | Aug 31, 2017 | 18 |
| -2.42% | Jun 5, 2017 | 9 | Jun 15, 2017 | 19 | Jul 13, 2017 | 28 |
| -1.99% | May 11, 2017 | 6 | May 18, 2017 | 9 | Jun 1, 2017 | 15 |
| -1.77% | Dec 1, 2017 | 4 | Dec 6, 2017 | 8 | Dec 18, 2017 | 12 |
Volatility
Volatility Chart
The current Alpha Architect Value Momentum Trend ETF volatility is 3.64%, 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.