BRNY vs. VMOT

Last updated Jun 26, 2026

BRNY (Burney U.S. Factor Rotation ETF) and VMOT (Alpha Architect Value Momentum Trend ETF) are both exchange-traded funds - BRNY is a fund fund actively managed by Alpha Architect, while VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index. BRNY is actively managed, while VMOT is passively managed. Over the past 3 years, BRNY returned 27.78%/yr vs 18.35%/yr for VMOT. A 0.70 correlation means they provide meaningful diversification when combined. BRNY charges 0.79%/yr vs 1.75%/yr for VMOT.

Performance

BRNY vs. VMOT - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BRNY having a 14.86% return and VMOT slightly lower at 14.31%.

BRNY

• 1D: 0.42%
• 1M: 1.77%
• YTD: 14.86%
• 6M: 13.31%
• 1Y: 30.97%
• 3Y*: 27.78%
• 5Y*: —
• 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)

BRNY vs. VMOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BRNY Burney U.S. Factor Rotation ETF	14.86%	22.02%	28.84%	22.36%	5.16%
VMOT Alpha Architect Value Momentum Trend ETF	14.31%	18.54%	12.07%	-0.74%	-5.15%

Correlation

The correlation between BRNY and VMOT is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022	0.70

The correlation between BRNY and VMOT shifts across timeframes, from 0.70 (all time) to 0.80 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

BRNY vs. VMOT — Risk / Return Rank

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

BRNY

BRNY Risk / Return Rank: 75
BRNY Sharpe Ratio Rank: 76
BRNY Sortino Ratio Rank: 74
BRNY Omega Ratio Rank: 73
BRNY Calmar Ratio Rank: 74
BRNY Martin Ratio Rank: 77

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.

BRNY vs. VMOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) 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.

	BRNY	VMOT	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.86	+0.25
Sortino ratio: Return per unit of downside risk	2.88	2.62	+0.26
Omega ratio: Gain probability vs. loss probability	1.38	1.34	+0.03
Calmar ratio: Return relative to maximum drawdown	3.33	2.75	+0.58
Martin ratio: Return relative to average drawdown	12.80	11.15	+1.65

BRNY vs. VMOT - Sharpe Ratio Comparison

The current BRNY Sharpe Ratio is 2.11, which is comparable to the VMOT Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BRNY 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

BRNY vs. VMOT - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum VMOT drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for BRNY and VMOT.

Drawdown Indicators

	BRNY	VMOT	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-34.71%	+15.57%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	-10.85%	+1.51%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-20.23%	+1.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.73%	—
Current Drawdown Current decline from peak	-1.29%	-3.07%	+1.78%
Average Drawdown Average peak-to-trough decline	-2.76%	-13.24%	+10.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	2.67%	-0.24%

Volatility

BRNY vs. VMOT - Volatility Comparison

Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 6.77% compared to Alpha Architect Value Momentum Trend ETF (VMOT) at 5.60%. This indicates that BRNY's price experiences larger fluctuations and is considered to be riskier than VMOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRNY	VMOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.77%	5.60%	+1.17%
Volatility (6M) Calculated over the trailing 6-month period	11.90%	13.77%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	16.05%	-1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	15.80%	+1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	14.96%	+2.26%

BRNY vs. VMOT - Expense Ratio Comparison

BRNY has a 0.79% expense ratio, which is lower than VMOT's 1.75% expense ratio.

Dividends

BRNY vs. VMOT - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.20%, less than VMOT's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRNY Burney U.S. Factor Rotation ETF	0.20%	0.30%	0.23%	0.68%	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%
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 BRNY and VMOT in my portfolio?

BRNY and VMOT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRNY or VMOT?

BRNY has higher volatility (6.77%) compared to VMOT (5.60%). In terms of maximum drawdown, BRNY dropped -19.14% vs VMOT's -34.71%.

Which ETF is better, BRNY or VMOT?

On 3-year performance, BRNY leads with 27.78% vs 18.35% for VMOT. On fees, BRNY is cheaper at 0.79% per year. On volatility, VMOT has been the lower-risk option at 5.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRNY or VMOT?

Over the 3-year period, BRNY has performed better with a 27.78% return vs 18.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRNY or VMOT?

BRNY is cheaper with a 0.79% expense ratio, compared with 1.75% for VMOT.

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

VMOT has the higher dividend yield at 1.79%, compared with 0.20% for BRNY.

What is the main difference between BRNY and VMOT?

Their fees differ too: 0.79% for BRNY and 1.75% for VMOT.

Which has better risk-adjusted returns?

BRNY currently has the higher Sharpe Ratio (2.11 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.