AVSU vs. VFMO

Last updated Jun 4, 2026

AVSU (Avantis Responsible U.S. Equity ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both exchange-traded funds - AVSU is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while VFMO is a Momentum fund actively managed by Vanguard. AVSU is passively managed, while VFMO is actively managed. Over the past 3 years, AVSU returned 22.19%/yr vs 27.93%/yr for VFMO. Their correlation of 0.87 suggests significant overlap in exposure. AVSU charges 0.15%/yr vs 0.13%/yr for VFMO.

Performance

AVSU vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Responsible U.S. Equity ETF (AVSU) and Vanguard U.S. Momentum Factor ETF (VFMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVSU achieves a 14.85% return, which is significantly lower than VFMO's 23.68% return.

AVSU

• 1D: -0.43%
• 1M: 6.75%
• YTD: 14.85%
• 6M: 15.47%
• 1Y: 33.58%
• 3Y*: 22.19%
• 5Y*: —
• 10Y*: —

VFMO

• 1D: 0.11%
• 1M: 5.53%
• YTD: 23.68%
• 6M: 23.37%
• 1Y: 43.34%
• 3Y*: 27.93%
• 5Y*: 13.84%
• 10Y*: —

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

AVSU vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVSU Avantis Responsible U.S. Equity ETF	14.85%	16.69%	19.16%	24.50%	-11.70%
VFMO Vanguard U.S. Momentum Factor ETF	23.68%	17.39%	26.14%	16.25%	-7.36%

Correlation

The correlation between AVSU and VFMO is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022	0.87

The correlation between AVSU and VFMO has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

AVSU vs. VFMO - Sectors Allocation Comparison

Sectors	AVSU	VFMO
Technology	33.2%	17.5%
Financial Services	18.6%	6.5%
Consumer Cyclical	13.1%	8.7%
Communication Services	11.0%	3.4%
Healthcare	8.9%	22.9%
Industrials	8.6%	24.7%
Consumer Defensive	5.0%	2.5%
Basic Materials	1.1%	6.4%
Real Estate	0.3%	0.1%
Utilities	0.3%	0.2%
Energy	0.0%	7.3%

Return for Risk

AVSU vs. VFMO — Risk / Return Rank

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

AVSU

AVSU Risk / Return Rank: 75
AVSU Sharpe Ratio Rank: 77
AVSU Sortino Ratio Rank: 79
AVSU Omega Ratio Rank: 75
AVSU Calmar Ratio Rank: 68
AVSU Martin Ratio Rank: 78

VFMO

VFMO Risk / Return Rank: 65
VFMO Sharpe Ratio Rank: 59
VFMO Sortino Ratio Rank: 55
VFMO Omega Ratio Rank: 56
VFMO Calmar Ratio Rank: 77
VFMO Martin Ratio Rank: 76

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.

AVSU vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible U.S. Equity ETF (AVSU) and Vanguard U.S. Momentum Factor ETF (VFMO). 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.

	AVSU	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	2.52	2.05	+0.47
Sortino ratio: Return per unit of downside risk	3.54	2.70	+0.84
Omega ratio: Gain probability vs. loss probability	1.45	1.35	+0.10
Calmar ratio: Return relative to maximum drawdown	3.35	3.96	-0.61
Martin ratio: Return relative to average drawdown	15.23	14.97	+0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVSU vs. VFMO - Sharpe Ratio Comparison

The current AVSU Sharpe Ratio is 2.52, which is comparable to the VFMO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of AVSU and VFMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AVSU	VFMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	2.05	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.66	+0.15

Drawdowns

AVSU vs. VFMO - Drawdown Comparison

The maximum AVSU drawdown since its inception was -21.67%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for AVSU and VFMO.

Drawdown Indicators

	AVSU	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-21.67%	-36.77%	+15.10%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-10.98%	+0.92%
Max Drawdown (3Y) Largest decline over 3 years	-20.16%	-24.40%	+4.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.80%	—
Current Drawdown Current decline from peak	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-5.47%	-7.77%	+2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	2.90%	-0.69%

Volatility

AVSU vs. VFMO - Volatility Comparison

The current volatility for Avantis Responsible U.S. Equity ETF (AVSU) is 3.87%, while Vanguard U.S. Momentum Factor ETF (VFMO) has a volatility of 6.20%. This indicates that AVSU experiences smaller price fluctuations and is considered to be less risky than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVSU	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	6.20%	-2.33%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	16.37%	-6.05%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	21.20%	-7.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	21.70%	-3.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	23.57%	-5.70%

AVSU vs. VFMO - Expense Ratio Comparison

AVSU has a 0.15% expense ratio, which is higher than VFMO's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AVSU vs. VFMO - Dividend Comparison

AVSU's dividend yield for the trailing twelve months is around 0.87%, more than VFMO's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AVSU Avantis Responsible U.S. Equity ETF	0.87%	1.03%	1.22%	1.22%	0.99%	0.00%	0.00%	0.00%	0.00%
VFMO Vanguard U.S. Momentum Factor ETF	0.63%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both AVSU and VFMO in my portfolio?

AVSU and VFMO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVSU or VFMO?

VFMO has higher volatility (6.20%) compared to AVSU (3.87%). In terms of maximum drawdown, AVSU dropped -21.67% vs VFMO's -36.77%.

Which ETF is better, AVSU or VFMO?

On 3-year performance, VFMO leads with 27.93% vs 22.19% for AVSU. On fees, VFMO is cheaper at 0.13% per year. On volatility, AVSU has been the lower-risk option at 3.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVSU or VFMO?

Over the 3-year period, VFMO has performed better with a 27.93% return vs 22.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVSU or VFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.15% for AVSU.

Which ETF pays a higher dividend yield, AVSU or VFMO?

AVSU has the higher dividend yield at 0.87%, compared with 0.63% for VFMO.

What is the main difference between AVSU and VFMO?

AVSU is categorized as Large Cap Blend Equities, while VFMO is Momentum. They also come from different issuers: Avantis and Vanguard. Their fees differ too: 0.15% for AVSU and 0.13% for VFMO.

Which has better risk-adjusted returns?

AVSU currently has the higher Sharpe Ratio (2.52 vs 2.05), 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.