BRSM vs. VFMO

Last updated Jul 8, 2026

BRSM (MFS Blended Research Small-Mid Cap ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both exchange-traded funds - BRSM is a Mid Cap Blend Equities fund actively managed by MFS, while VFMO is a Momentum fund actively managed by Vanguard. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. BRSM charges 0.38%/yr vs 0.13%/yr for VFMO.

Performance

BRSM vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Small-Mid Cap ETF (BRSM) and Vanguard U.S. Momentum Factor ETF (VFMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRSM

• 1D: -0.82%
• 1M: 5.09%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMO

• 1D: -1.93%
• 1M: 2.84%
• 6M: 16.74%
• YTD: 22.37%
• 1Y: 35.57%
• 3Y*: 26.21%
• 5Y*: 14.05%
• 10Y*: —

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

BRSM vs. VFMO - Yearly Performance Comparison

	2026 (YTD)
BRSM MFS Blended Research Small-Mid Cap ETF	2.65%
VFMO Vanguard U.S. Momentum Factor ETF	-1.06%

Correlation

The correlation between BRSM and VFMO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 4, 2026	0.91

Return for Risk

BRSM vs. VFMO — Risk / Return Rank

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

BRSM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VFMO

VFMO Risk / Return Rank: 61
VFMO Sharpe Ratio Rank: 54
VFMO Sortino Ratio Rank: 50
VFMO Omega Ratio Rank: 50
VFMO Calmar Ratio Rank: 76
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.

BRSM vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Small-Mid Cap ETF (BRSM) 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.

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.

	BRSM	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.56	—
Sortino ratio: Return per unit of downside risk	—	2.11	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	3.25	—
Martin ratio: Return relative to average drawdown	—	11.82	—

Drawdowns

BRSM vs. VFMO - Drawdown Comparison

The maximum BRSM drawdown since its inception was -3.25%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for BRSM and VFMO.

Drawdown Indicators

	BRSM	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-3.25%	-36.77%	+33.52%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.98%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.80%	—
Current Drawdown Current decline from peak	-1.52%	-6.50%	+4.98%
Average Drawdown Average peak-to-trough decline	-0.89%	-7.70%	+6.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.02%	—

Volatility

Volatility by Period

	BRSM	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.07%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.99%	22.85%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.99%	22.02%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.99%	23.67%	-3.68%

BRSM vs. VFMO - Expense Ratio Comparison

BRSM has a 0.38% expense ratio, which is higher than VFMO's 0.13% expense ratio.

Dividends

BRSM vs. VFMO - Dividend Comparison

BRSM has not paid dividends to shareholders, while VFMO's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BRSM MFS Blended Research Small-Mid Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMO Vanguard U.S. Momentum Factor ETF	0.60%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both BRSM and VFMO in my portfolio?

With a correlation of 0.91, BRSM and VFMO 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 ETF is better, BRSM or VFMO?

On fees, VFMO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRSM or VFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.38% for BRSM.

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

VFMO has the higher dividend yield at 0.60%, compared with 0.00% for BRSM.

What is the main difference between BRSM and VFMO?

BRSM is categorized as Mid Cap Blend Equities, while VFMO is Momentum. They also come from different issuers: MFS and Vanguard. Their fees differ too: 0.38% for BRSM and 0.13% for VFMO.