EZMO vs. VFMO

Last updated Aug 2, 2026

EZMO (AlphaDroid Broad Markets Momentum ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both Momentum funds. Both are actively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. EZMO charges 0.94%/yr vs 0.13%/yr for VFMO.

Performance

EZMO vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AlphaDroid Broad Markets Momentum ETF (EZMO) 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, EZMO achieves a -3.36% return, which is significantly lower than VFMO's 17.34% return.

EZMO

• 1D: 0.77%
• 1M: -2.19%
• 6M: -7.82%
• YTD: -3.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

VFMO

• 1D: -0.07%
• 1M: -5.28%
• 6M: 11.12%
• YTD: 17.34%
• 1Y: 31.08%
• 3Y*: 22.39%
• 5Y*: 12.83%
• 10Y*: —
• ALL TIME*: 14.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EZMO AlphaDroid Broad Markets Momentum ETF	$253.93K	$173.70K	$167.73K
VFMO Vanguard U.S. Momentum Factor ETF	$16.62M	$18.12M	$17.04M

EZMO vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025
EZMO AlphaDroid Broad Markets Momentum ETF	-3.36%	4.05%
VFMO Vanguard U.S. Momentum Factor ETF	17.34%	-3.64%

Correlation

The correlation between EZMO and VFMO is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 16, 2025	0.71

Return for Risk

EZMO vs. VFMO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EZMO

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

VFMO

VFMO Risk / Return Rank: 54
VFMO Sharpe Ratio Rank: 50
VFMO Sortino Ratio Rank: 48
VFMO Omega Ratio Rank: 47
VFMO Calmar Ratio Rank: 60
VFMO Martin Ratio Rank: 64

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EZMO vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AlphaDroid Broad Markets Momentum ETF (EZMO) 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.

	EZMO	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.21	—
Sortino ratio: Return per unit of downside risk	—	1.71	—
Omega ratio: Gain probability vs. loss probability	—	1.21	—
Calmar ratio: Return relative to maximum drawdown	—	2.07	—
Martin ratio: Return relative to average drawdown	—	7.71	—

Drawdowns

EZMO vs. VFMO - Drawdown Comparison

The maximum EZMO drawdown since its inception was -15.45%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for EZMO and VFMO.

Drawdown Indicators

	EZMO	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-15.45%	-36.77%	+21.32%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.97%	—
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	-12.43%	-10.34%	-2.09%
Average Drawdown Average peak-to-trough decline	-5.54%	-7.71%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.75%	—

Volatility

Volatility by Period

	EZMO	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.21%	24.04%	-6.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	22.11%	-4.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	23.74%	-6.53%

EZMO vs. VFMO - Expense Ratio Comparison

EZMO has a 0.94% expense ratio, which is higher than VFMO's 0.13% expense ratio.

Dividends

EZMO vs. VFMO - Dividend Comparison

EZMO has not paid dividends to shareholders, while VFMO's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EZMO AlphaDroid Broad Markets Momentum 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	0.63%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both EZMO and VFMO in my portfolio?

EZMO and VFMO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EZMO 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, EZMO or VFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.94% for EZMO.

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

VFMO has the higher dividend yield at 0.63%, compared with 0.00% for EZMO.

What is the main difference between EZMO and VFMO?

They also come from different issuers: AlphaDroid and Vanguard. Their fees differ too: 0.94% for EZMO and 0.13% for VFMO.