IMOM vs. VAMO
IMOM (Alpha Architect International Quantitative Momentum ETF) and VAMO (Cambria Value and Momentum ETF) are both Momentum funds. IMOM is passively managed, while VAMO is actively managed. Over the past 10 years, IMOM returned 7.38%/yr vs 5.87%/yr for VAMO. At a 0.35 correlation, their price movements are largely independent. IMOM charges 0.38%/yr vs 0.65%/yr for VAMO.
Performance
IMOM vs. VAMO - Performance Comparison
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Returns By Period
In the year-to-date period, IMOM achieves a 13.79% return, which is significantly higher than VAMO's 4.39% return. Over the past 10 years, IMOM has outperformed VAMO with an annualized return of 7.38%, while VAMO has yielded a comparatively lower 5.87% annualized return.
IMOM
- 1D
- -2.92%
- 1M
- -3.30%
- YTD
- 13.79%
- 6M
- 13.08%
- 1Y
- 36.25%
- 3Y*
- 23.30%
- 5Y*
- 8.09%
- 10Y*
- 7.38%
VAMO
- 1D
- -0.39%
- 1M
- 1.34%
- YTD
- 4.39%
- 6M
- 3.05%
- 1Y
- 19.78%
- 3Y*
- 13.95%
- 5Y*
- 9.24%
- 10Y*
- 5.87%
IMOM vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 13.79% | 47.20% | 5.22% | 9.15% | -21.92% | -0.75% | 28.39% | 18.26% | -23.07% | 34.83% |
VAMO Cambria Value and Momentum ETF | 4.39% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
Correlation
The correlation between IMOM and VAMO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.35 |
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Return for Risk
IMOM vs. VAMO — Risk / Return Rank
IMOM
VAMO
IMOM vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and Cambria Value and Momentum ETF (VAMO). 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.
| IMOM | VAMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 3.58 | -1.24 |
| Martin ratioReturn relative to average drawdown | 9.33 | 10.28 | -0.95 |
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Drawdowns
IMOM vs. VAMO - Drawdown Comparison
The maximum IMOM drawdown since its inception was -45.74%, which is greater than VAMO's maximum drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for IMOM and VAMO.
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Drawdown Indicators
| IMOM | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.74% | -41.84% | -3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -5.55% | -10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.51% | -11.61% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -39.27% | -17.25% | -22.02% |
Max Drawdown (10Y)Largest decline over 10 years | -45.74% | -41.84% | -3.90% |
Current DrawdownCurrent decline from peak | -5.97% | -1.59% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -14.13% | -9.94% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 1.93% | +1.97% |
Volatility
IMOM vs. VAMO - Volatility Comparison
Alpha Architect International Quantitative Momentum ETF (IMOM) has a higher volatility of 8.35% compared to Cambria Value and Momentum ETF (VAMO) at 2.70%. This indicates that IMOM's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMOM | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.35% | 2.70% | +5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.24% | 7.65% | +10.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 11.23% | +9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.07% | 17.18% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 18.10% | +2.18% |
IMOM vs. VAMO - Expense Ratio Comparison
IMOM has a 0.38% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Dividends
IMOM vs. VAMO - Dividend Comparison
IMOM's dividend yield for the trailing twelve months is around 2.22%, more than VAMO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 2.22% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.00% |
VAMO Cambria Value and Momentum ETF | 0.62% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Frequently Asked Questions
IMOM and VAMO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMOM has higher volatility (8.35%) compared to VAMO (2.70%). In terms of maximum drawdown, IMOM dropped -45.74% vs VAMO's -41.84%.
On 10-year performance, IMOM leads with 7.38% vs 5.87% for VAMO. On fees, IMOM is cheaper at 0.38% per year. On volatility, VAMO has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IMOM has performed better with a 7.38% return vs 5.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IMOM is cheaper with a 0.38% expense ratio, compared with 0.65% for VAMO.
IMOM has the higher dividend yield at 2.22%, compared with 0.62% for VAMO.
They also come from different issuers: Alpha Architect and Cambria. Their fees differ too: 0.38% for IMOM and 0.65% for VAMO.
VAMO currently has the higher Sharpe Ratio (1.77 vs 1.76), 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.
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