GRNJ vs. VFMO

Last updated Jun 24, 2026

GRNJ (Fundstrat Granny Shots US Small- & Mid-Cap ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both exchange-traded funds - GRNJ is a Mid Cap Blend Equities fund actively managed by Fundstrat, while VFMO is a Momentum fund actively managed by Vanguard. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. GRNJ charges 0.75%/yr vs 0.13%/yr for VFMO.

Performance

GRNJ vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots US Small- & Mid-Cap ETF (GRNJ) 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, GRNJ achieves a 22.19% return, which is significantly lower than VFMO's 25.84% return.

GRNJ

• 1D: -2.56%
• 1M: 1.56%
• YTD: 22.19%
• 6M: 17.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMO

• 1D: -2.31%
• 1M: 4.69%
• YTD: 25.84%
• 6M: 22.71%
• 1Y: 44.30%
• 3Y*: 27.88%
• 5Y*: 14.02%
• 10Y*: —

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

GRNJ vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025
GRNJ Fundstrat Granny Shots US Small- & Mid-Cap ETF	22.19%	6.02%
VFMO Vanguard U.S. Momentum Factor ETF	25.84%	5.15%

Correlation

The correlation between GRNJ and VFMO is 0.92, 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 Nov 18, 2025	0.92

Return for Risk

GRNJ vs. VFMO — Risk / Return Rank

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

GRNJ

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

VFMO

VFMO Risk / Return Rank: 67
VFMO Sharpe Ratio Rank: 63
VFMO Sortino Ratio Rank: 56
VFMO Omega Ratio Rank: 57
VFMO Calmar Ratio Rank: 80
VFMO Martin Ratio Rank: 80

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.

GRNJ vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Small- & Mid-Cap ETF (GRNJ) 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.

	GRNJ	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.99	—
Sortino ratio: Return per unit of downside risk	—	2.59	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	4.05	—
Martin ratio: Return relative to average drawdown	—	15.07	—

Drawdowns

GRNJ vs. VFMO - Drawdown Comparison

The maximum GRNJ drawdown since its inception was -17.32%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for GRNJ and VFMO.

Drawdown Indicators

	GRNJ	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-17.32%	-36.77%	+19.45%
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	-4.23%	-2.31%	-1.92%
Average Drawdown Average peak-to-trough decline	-4.09%	-7.73%	+3.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.95%	—

Volatility

Volatility by Period

	GRNJ	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.49%	—
Volatility (1Y) Calculated over the trailing 1-year period	30.86%	22.34%	+8.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.86%	21.90%	+8.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.86%	23.64%	+7.22%

GRNJ vs. VFMO - Expense Ratio Comparison

GRNJ has a 0.75% expense ratio, which is higher than VFMO's 0.13% expense ratio.

Dividends

GRNJ vs. VFMO - Dividend Comparison

GRNJ has not paid dividends to shareholders, while VFMO's dividend yield for the trailing twelve months is around 0.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GRNJ Fundstrat Granny Shots US 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	0.39%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both GRNJ and VFMO in my portfolio?

With a correlation of 0.92, GRNJ 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, GRNJ 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, GRNJ or VFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.75% for GRNJ.

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

VFMO has the higher dividend yield at 0.39%, compared with 0.00% for GRNJ.

What is the main difference between GRNJ and VFMO?

GRNJ is categorized as Mid Cap Blend Equities, while VFMO is Momentum. They also come from different issuers: Fundstrat and Vanguard. Their fees differ too: 0.75% for GRNJ and 0.13% for VFMO.