NEWZ vs. VFMO

Last updated Jun 4, 2026

NEWZ (StockSnips AI-Powered Sentiment US All Cap ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both exchange-traded funds - NEWZ is a Mid Cap Blend Equities fund actively managed by StockSnips, while VFMO is a Momentum fund actively managed by Vanguard. Both are actively managed. Over the past year, NEWZ returned 3.21% vs 43.34% for VFMO. A 0.79 correlation means they provide meaningful diversification when combined. NEWZ charges 0.75%/yr vs 0.13%/yr for VFMO.

Performance

NEWZ vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StockSnips AI-Powered Sentiment US All Cap ETF (NEWZ) 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, NEWZ achieves a 7.39% return, which is significantly lower than VFMO's 23.68% return.

NEWZ

• 1D: -0.25%
• 1M: 0.39%
• YTD: 7.39%
• 6M: 6.29%
• 1Y: 3.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMO

• 1D: 0.11%
• 1M: 5.53%
• YTD: 23.68%
• 6M: 23.37%
• 1Y: 43.34%
• 3Y*: 27.93%
• 5Y*: 13.84%
• 10Y*: —

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

NEWZ vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NEWZ StockSnips AI-Powered Sentiment US All Cap ETF	7.39%	-4.08%	15.16%
VFMO Vanguard U.S. Momentum Factor ETF	23.68%	17.39%	13.64%

Correlation

The correlation between NEWZ and VFMO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Apr 15, 2024	0.79

The correlation between NEWZ and VFMO has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

NEWZ vs. VFMO - Sectors Allocation Comparison

Sectors	NEWZ	VFMO
Healthcare	17.7%	22.9%
Financial Services	16.2%	6.5%
Technology	12.7%	17.5%
Communication Services	10.1%	3.4%
Industrials	10.0%	24.7%
Consumer Cyclical	9.2%	8.7%
Energy	7.4%	7.3%
Real Estate	6.9%	0.1%
Consumer Defensive	3.3%	2.5%
Utilities	3.3%	0.2%
Basic Materials	3.3%	6.4%

Return for Risk

NEWZ vs. VFMO — Risk / Return Rank

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

NEWZ

NEWZ Risk / Return Rank: 13
NEWZ Sharpe Ratio Rank: 13
NEWZ Sortino Ratio Rank: 12
NEWZ Omega Ratio Rank: 12
NEWZ Calmar Ratio Rank: 13
NEWZ Martin Ratio Rank: 13

VFMO

VFMO Risk / Return Rank: 65
VFMO Sharpe Ratio Rank: 59
VFMO Sortino Ratio Rank: 55
VFMO Omega Ratio Rank: 56
VFMO Calmar Ratio Rank: 77
VFMO Martin Ratio Rank: 76

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.

NEWZ vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StockSnips AI-Powered Sentiment US All Cap ETF (NEWZ) 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.

	NEWZ	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	0.24	2.05	-1.82
Sortino ratio: Return per unit of downside risk	0.43	2.70	-2.28
Omega ratio: Gain probability vs. loss probability	1.05	1.35	-0.30
Calmar ratio: Return relative to maximum drawdown	0.30	3.96	-3.67
Martin ratio: Return relative to average drawdown	0.83	14.97	-14.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEWZ vs. VFMO - Sharpe Ratio Comparison

The current NEWZ Sharpe Ratio is 0.24, which is lower than the VFMO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of NEWZ and VFMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NEWZ	VFMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	2.05	-1.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.66	-0.13

Drawdowns

NEWZ vs. VFMO - Drawdown Comparison

The maximum NEWZ drawdown since its inception was -19.40%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for NEWZ and VFMO.

Drawdown Indicators

	NEWZ	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-19.40%	-36.77%	+17.37%
Max Drawdown (1Y) Largest decline over 1 year	-10.82%	-10.98%	+0.16%
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	-3.45%	0.00%	-3.45%
Average Drawdown Average peak-to-trough decline	-5.34%	-7.77%	+2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	2.90%	+0.96%

Volatility

NEWZ vs. VFMO - Volatility Comparison

The current volatility for StockSnips AI-Powered Sentiment US All Cap ETF (NEWZ) is 3.71%, while Vanguard U.S. Momentum Factor ETF (VFMO) has a volatility of 6.20%. This indicates that NEWZ experiences smaller price fluctuations and is considered to be less risky than VFMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEWZ	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	6.20%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	8.78%	16.37%	-7.59%
Volatility (1Y) Calculated over the trailing 1-year period	13.71%	21.20%	-7.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.71%	21.70%	-5.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.71%	23.57%	-7.86%

NEWZ vs. VFMO - Expense Ratio Comparison

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

Dividends

NEWZ vs. VFMO - Dividend Comparison

NEWZ's dividend yield for the trailing twelve months is around 0.10%, less than VFMO's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
NEWZ StockSnips AI-Powered Sentiment US All Cap ETF	0.10%	0.27%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMO Vanguard U.S. Momentum Factor ETF	0.63%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both NEWZ and VFMO in my portfolio?

NEWZ and VFMO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NEWZ or VFMO?

VFMO has higher volatility (6.20%) compared to NEWZ (3.71%). In terms of maximum drawdown, NEWZ dropped -19.40% vs VFMO's -36.77%.

Which ETF is better, NEWZ or VFMO?

On 1-year performance, VFMO leads with 43.34% vs 3.21% for NEWZ. On fees, VFMO is cheaper at 0.13% per year. On volatility, NEWZ has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NEWZ or VFMO?

Over the 1-year period, VFMO has performed better with a 43.34% return vs 3.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NEWZ or VFMO?

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

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

VFMO has the higher dividend yield at 0.63%, compared with 0.10% for NEWZ.

What is the main difference between NEWZ and VFMO?

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

Which has better risk-adjusted returns?

VFMO currently has the higher Sharpe Ratio (2.05 vs 0.24), 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.