MSTB vs. VAMO
Compare and contrast key facts about LHA Market State Tactical Beta ETF (MSTB) and Cambria Value and Momentum ETF (VAMO).
MSTB and VAMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSTB is a passively managed fund by Little Harbor Advisors that tracks the performance of the S&P 500® Index. It was launched on Sep 29, 2020. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015.
Performance
MSTB vs. VAMO - Performance Comparison
Loading graphics...
MSTB vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MSTB LHA Market State Tactical Beta ETF | -4.06% | 18.57% | 18.82% | 16.94% | -22.72% | 21.89% | 9.45% |
VAMO Cambria Value and Momentum ETF | 4.13% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | 8.30% |
Returns By Period
In the year-to-date period, MSTB achieves a -4.06% return, which is significantly lower than VAMO's 4.13% return.
MSTB
- 1D
- 2.06%
- 1M
- -4.32%
- YTD
- -4.06%
- 6M
- -3.31%
- 1Y
- 19.00%
- 3Y*
- 14.50%
- 5Y*
- 6.74%
- 10Y*
- —
VAMO
- 1D
- 0.15%
- 1M
- 0.99%
- YTD
- 4.13%
- 6M
- 6.61%
- 1Y
- 22.55%
- 3Y*
- 13.50%
- 5Y*
- 9.63%
- 10Y*
- 5.50%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSTB vs. VAMO - Expense Ratio Comparison
MSTB has a 1.40% expense ratio, which is higher than VAMO's 0.65% expense ratio.
Return for Risk
MSTB vs. VAMO — Risk / Return Rank
MSTB
VAMO
MSTB vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LHA Market State Tactical Beta ETF (MSTB) 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.
| MSTB | VAMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.99 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.86 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 4.01 | -1.65 |
Martin ratioReturn relative to average drawdown | 9.27 | 13.07 | -3.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSTB | VAMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.99 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.54 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.25 | +0.42 |
Correlation
The correlation between MSTB and VAMO is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MSTB vs. VAMO - Dividend Comparison
MSTB's dividend yield for the trailing twelve months is around 0.43%, less than VAMO's 0.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTB LHA Market State Tactical Beta ETF | 0.43% | 0.41% | 0.95% | 0.16% | 1.34% | 2.20% | 1.78% | 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% |
Drawdowns
MSTB vs. VAMO - Drawdown Comparison
The maximum MSTB drawdown since its inception was -25.64%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for MSTB and VAMO.
Loading graphics...
Drawdown Indicators
| MSTB | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.64% | -41.84% | +16.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -5.55% | -2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | -17.25% | -8.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.84% | — |
Current DrawdownCurrent decline from peak | -6.43% | -1.83% | -4.60% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -10.10% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.70% | +0.42% |
Volatility
MSTB vs. VAMO - Volatility Comparison
LHA Market State Tactical Beta ETF (MSTB) has a higher volatility of 3.58% compared to Cambria Value and Momentum ETF (VAMO) at 3.04%. This indicates that MSTB'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.
Loading graphics...
Volatility by Period
| MSTB | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.04% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.00% | 8.77% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.39% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 17.92% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.94% | 18.09% | -4.15% |