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MFMO vs. VAMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. VAMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) and Cambria Value and Momentum ETF (VAMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFMO achieves a 25.49% return, which is significantly higher than VAMO's 3.15% return.


MFMO

1D
0.71%
1M
11.78%
YTD
25.49%
6M
1Y
3Y*
5Y*
10Y*

VAMO

1D
0.04%
1M
-1.08%
YTD
3.15%
6M
4.57%
1Y
18.13%
3Y*
13.91%
5Y*
8.12%
10Y*
5.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. VAMO - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
25.49%-1.90%
VAMO
Cambria Value and Momentum ETF
3.15%0.53%

Correlation

The correlation between MFMO and VAMO is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.47

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Return for Risk

MFMO vs. VAMO — Risk / Return Rank

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

MFMO

VAMO
VAMO Risk / Return Rank: 5252
Overall Rank
VAMO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VAMO Sortino Ratio Rank: 4949
Sortino Ratio Rank
VAMO Omega Ratio Rank: 4444
Omega Ratio Rank
VAMO Calmar Ratio Rank: 6666
Calmar Ratio Rank
VAMO Martin Ratio Rank: 5555
Martin Ratio Rank
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.

MFMO vs. VAMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) 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.


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

MFMO vs. VAMO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MFMOVAMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

2.24

0.24

+2.00

Drawdowns

MFMO vs. VAMO - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for MFMO and VAMO.


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Drawdown Indicators


MFMOVAMODifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-41.84%

+29.79%

Max Drawdown (1Y)

Largest decline over 1 year

-5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-11.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.84%

Current Drawdown

Current decline from peak

0.00%

-2.76%

+2.76%

Average Drawdown

Average peak-to-trough decline

-2.42%

-9.98%

+7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

MFMO vs. VAMO - Volatility Comparison


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Volatility by Period


MFMOVAMODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

11.19%

+13.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.50%

17.34%

+7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

18.09%

+6.41%

MFMO vs. VAMO - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is lower than VAMO's 0.65% expense ratio.


Dividends

MFMO vs. VAMO - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VAMO
Cambria Value and Momentum ETF
0.63%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


MFMO and VAMO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MFMO is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MFMO is cheaper with a 0.50% expense ratio, compared with 0.65% for VAMO.

VAMO has the higher dividend yield at 0.63%, compared with 0.00% for MFMO.

They also come from different issuers: Motley Fool and Cambria. Their fees differ too: 0.50% for MFMO and 0.65% for VAMO.

Portfolio Optimizer

Find the right allocation for MFMO and VAMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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