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
US02072L5084
02072L508
May 3, 2017
Developed Markets (Broad)
1x
Alpha Architect Value Momentum Trend Index
Multi-Cap
Blend
Expense Ratio
VMOT has a high expense ratio of 1.75%, indicating above-average management fees.
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
Alpha Architect Value Momentum Trend ETF (VMOT) returned 1.69% year-to-date (YTD) and 3.80% over the past 12 months.
VMOT
1.69%
8.78%
-0.53%
3.80%
3.89%
5.70%
N/A
^GSPC (Benchmark)
1.39%
12.89%
1.19%
12.45%
15.19%
14.95%
10.86%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.29% | -4.56% | -2.03% | 1.17% | 4.07% | 1.69% | |||||||
| 2024 | 2.01% | 3.98% | 4.32% | -4.70% | 4.94% | -3.50% | 3.18% | 1.49% | 2.04% | -2.38% | 6.53% | -5.55% | 12.07% |
| 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% | 3.51% |
| 2020 | -2.06% | -9.43% | -6.62% | 3.74% | 3.59% | 0.33% | 3.71% | 3.64% | -0.07% | -2.25% | 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 28, 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 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.
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Dividends
Dividend History
Alpha Architect Value Momentum Trend ETF provided a 2.50% dividend yield over the last twelve months, with an annual payout of $0.65 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.65 | $0.65 | $0.96 | $0.00 | $0.22 | $0.00 | $0.44 | $0.22 | $0.01 |
Dividend yield | 2.50% | 2.54% | 4.13% | 0.00% | 0.82% | 0.00% | 1.76% | 0.93% | 0.02% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 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 | $0.00 | $0.00 |
| 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
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 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 6.73%.
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 chart below shows the rolling one-month volatility.
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