MTUM vs. VFMO

In the year-to-date period, MTUM achieves a 10.93% return, which is significantly higher than VFMO's -0.60% return.

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MTUM has a 0.15% expense ratio, which is higher than VFMO's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor ETF (MTUM) 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.

The current MTUM Sharpe Ratio is 0.89, which is higher than the VFMO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MTUM and VFMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MTUM's dividend yield for the trailing twelve months is around 0.84%, more than VFMO's 0.82% yield.

The maximum MTUM drawdown since its inception was -34.08%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for MTUM and VFMO. For additional features, visit the drawdowns tool.

iShares Edge MSCI USA Momentum Factor ETF (MTUM) has a higher volatility of 6.78% compared to Vanguard U.S. Momentum Factor ETF (VFMO) at 6.30%. This indicates that MTUM's price experiences larger fluctuations and is considered to be riskier than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.