AAVM vs. VMOT

Last updated Jun 26, 2026

AAVM (Alpha Architect Global Factor Equity ETF) and VMOT (Alpha Architect Value Momentum Trend ETF) are both exchange-traded funds - AAVM is a Multi-factor fund actively managed by Alpha Architect, while VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index. AAVM is actively managed, while VMOT is passively managed. Over the past 5 years, AAVM returned 6.52%/yr vs 6.52%/yr for VMOT. With a 1.00 correlation, they move nearly in lockstep. AAVM charges 0.45%/yr vs 1.75%/yr for VMOT.

Performance

AAVM vs. VMOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect Global Factor Equity ETF (AAVM) and Alpha Architect Value Momentum Trend ETF (VMOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with AAVM at 14.31% and VMOT at 14.31%.

AAVM

• 1D: 0.68%
• 1M: -2.77%
• YTD: 14.31%
• 6M: 13.03%
• 1Y: 29.70%
• 3Y*: 18.35%
• 5Y*: 6.52%
• 10Y*: —

VMOT

• 1D: 0.68%
• 1M: -2.77%
• YTD: 14.31%
• 6M: 13.03%
• 1Y: 29.70%
• 3Y*: 18.35%
• 5Y*: 6.52%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAVM vs. VMOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAVM Alpha Architect Global Factor Equity ETF	14.31%	18.54%	12.07%	-0.74%	-7.00%	3.52%	4.69%	4.59%	-15.64%	14.98%
VMOT Alpha Architect Value Momentum Trend ETF	14.31%	18.54%	12.07%	-0.74%	-7.00%	3.52%	4.69%	4.59%	-15.64%	14.98%

Correlation

The correlation between AAVM and VMOT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jun 13, 2017	1.00

The correlation between AAVM and VMOT has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

AAVM vs. VMOT - Sectors Allocation Comparison

Sectors	AAVM	VMOT
Industrials	25.5%	19.9%
Technology	13.6%	11.4%
Consumer Cyclical	13.5%	18.8%
Energy	12.6%	8.6%
Basic Materials	12.2%	5.1%
Healthcare	5.8%	8.4%
Communication Services	5.8%	7.3%
Consumer Defensive	4.7%	8.5%
Utilities	3.8%	3.3%
Financial Services	1.3%	8.1%
Real Estate	1.3%	0.6%

Return for Risk

AAVM vs. VMOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAVM

AAVM Risk / Return Rank: 66
AAVM Sharpe Ratio Rank: 65
AAVM Sortino Ratio Rank: 65
AAVM Omega Ratio Rank: 65
AAVM Calmar Ratio Rank: 64
AAVM Martin Ratio Rank: 69

VMOT

VMOT Risk / Return Rank: 66
VMOT Sharpe Ratio Rank: 65
VMOT Sortino Ratio Rank: 66
VMOT Omega Ratio Rank: 66
VMOT Calmar Ratio Rank: 64
VMOT Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAVM vs. VMOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Global Factor Equity ETF (AAVM) and Alpha Architect Value Momentum Trend ETF (VMOT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AAVM	VMOT	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.86	0.00
Sortino ratio: Return per unit of downside risk	2.62	2.62	0.00
Omega ratio: Gain probability vs. loss probability	1.34	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.75	2.75	0.00
Martin ratio: Return relative to average drawdown	11.15	11.15	0.00

AAVM vs. VMOT - Sharpe Ratio Comparison

The current AAVM Sharpe Ratio is 1.86, which is comparable to the VMOT Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of AAVM and VMOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AAVM vs. VMOT - Drawdown Comparison

The maximum AAVM drawdown since its inception was -34.71%, roughly equal to the maximum VMOT drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for AAVM and VMOT.

Drawdown Indicators

	AAVM	VMOT	Difference
Max Drawdown Largest peak-to-trough decline	-34.71%	-34.71%	0.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-10.85%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-20.23%	-20.23%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-23.73%	-23.73%	0.00%
Current Drawdown Current decline from peak	-3.07%	-3.07%	0.00%
Average Drawdown Average peak-to-trough decline	-13.24%	-13.24%	0.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	2.67%	0.00%

Volatility

AAVM vs. VMOT - Volatility Comparison

Alpha Architect Global Factor Equity ETF (AAVM) and Alpha Architect Value Momentum Trend ETF (VMOT) have volatilities of 5.60% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAVM	VMOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.60%	5.60%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	13.77%	13.77%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	16.05%	16.05%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.80%	15.80%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	14.96%	0.00%

AAVM vs. VMOT - Expense Ratio Comparison

AAVM has a 0.45% expense ratio, which is lower than VMOT's 1.75% expense ratio.

Dividends

AAVM vs. VMOT - Dividend Comparison

AAVM's dividend yield for the trailing twelve months is around 1.79%, which matches VMOT's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAVM Alpha Architect Global Factor Equity ETF	1.79%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%
VMOT Alpha Architect Value Momentum Trend ETF	1.79%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%

Frequently Asked Questions

Can I hold both AAVM and VMOT in my portfolio?

With a correlation of 1.00, AAVM and VMOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AAVM or VMOT?

VMOT has higher volatility (5.60%) compared to AAVM (5.60%). In terms of maximum drawdown, AAVM dropped -34.71% vs VMOT's -34.71%.

Which ETF is better, AAVM or VMOT?

On 5-year performance, VMOT leads with 6.52% vs 6.52% for AAVM. On fees, AAVM is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AAVM or VMOT?

Over the 5-year period, VMOT has performed better with a 6.52% return vs 6.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AAVM or VMOT?

AAVM is cheaper with a 0.45% expense ratio, compared with 1.75% for VMOT.

Which ETF pays a higher dividend yield, AAVM or VMOT?

AAVM and VMOT have nearly identical dividend yields, around 1.79%.

What is the main difference between AAVM and VMOT?

AAVM is categorized as Multi-factor, while VMOT is Momentum. Their fees differ too: 0.45% for AAVM and 1.75% for VMOT.

Which has better risk-adjusted returns?

VMOT currently has the higher Sharpe Ratio (1.86 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.