QMOM vs. VAMO
QMOM (Alpha Architect U.S. Quantitative Momentum ETF) and VAMO (Cambria Value and Momentum ETF) are both Momentum funds. Both are actively managed. Over the past 10 years, QMOM returned 13.57%/yr vs 5.87%/yr for VAMO. A 0.53 correlation means they provide meaningful diversification when combined. QMOM charges 0.28%/yr vs 0.65%/yr for VAMO.
Performance
QMOM vs. VAMO - Performance Comparison
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Returns By Period
In the year-to-date period, QMOM achieves a 19.77% return, which is significantly higher than VAMO's 4.39% return. Over the past 10 years, QMOM has outperformed VAMO with an annualized return of 13.57%, while VAMO has yielded a comparatively lower 5.87% annualized return.
QMOM
- 1D
- -2.68%
- 1M
- 0.91%
- YTD
- 19.77%
- 6M
- 17.29%
- 1Y
- 23.83%
- 3Y*
- 21.42%
- 5Y*
- 10.17%
- 10Y*
- 13.57%
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%
QMOM vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 19.77% | 2.36% | 30.43% | 9.50% | -6.99% | -4.06% | 61.94% | 28.39% | -11.75% | 15.92% |
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 QMOM and VAMO is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.53 |
The correlation between QMOM and VAMO has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
QMOM vs. VAMO — Risk / Return Rank
QMOM
VAMO
QMOM vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Momentum ETF (QMOM) 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.
| QMOM | VAMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 3.58 | -1.68 |
| Martin ratioReturn relative to average drawdown | 6.64 | 10.28 | -3.64 |
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Drawdowns
QMOM vs. VAMO - Drawdown Comparison
The maximum QMOM drawdown since its inception was -39.13%, smaller than the maximum VAMO drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for QMOM and VAMO.
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Drawdown Indicators
| QMOM | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.13% | -41.84% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -5.55% | -7.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.46% | -11.61% | -14.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -17.25% | -9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -41.84% | +2.71% |
Current DrawdownCurrent decline from peak | -4.27% | -1.59% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -9.94% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 1.93% | +1.67% |
Volatility
QMOM vs. VAMO - Volatility Comparison
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has a higher volatility of 9.55% compared to Cambria Value and Momentum ETF (VAMO) at 2.70%. This indicates that QMOM'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
| QMOM | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 2.70% | +6.85% |
Volatility (6M)Calculated over the trailing 6-month period | 21.17% | 7.65% | +13.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.71% | 11.23% | +13.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.42% | 17.18% | +7.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.62% | 18.10% | +8.52% |
QMOM vs. VAMO - Expense Ratio Comparison
QMOM has a 0.28% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Dividends
QMOM vs. VAMO - Dividend Comparison
QMOM's dividend yield for the trailing twelve months is around 0.45%, less than VAMO's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QMOM Alpha Architect U.S. Quantitative Momentum ETF | 0.45% | 0.54% | 1.40% | 0.87% | 1.59% | 0.12% | 0.08% | 0.01% | 0.05% | 0.13% | 0.34% | 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
QMOM and VAMO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QMOM has higher volatility (9.55%) compared to VAMO (2.70%). In terms of maximum drawdown, QMOM dropped -39.13% vs VAMO's -41.84%.
On 10-year performance, QMOM leads with 13.57% vs 5.87% for VAMO. On fees, QMOM is cheaper at 0.28% 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, QMOM has performed better with a 13.57% return vs 5.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QMOM is cheaper with a 0.28% expense ratio, compared with 0.65% for VAMO.
VAMO has the higher dividend yield at 0.62%, compared with 0.45% for QMOM.
They also come from different issuers: Alpha Architect and Cambria. Their fees differ too: 0.28% for QMOM and 0.65% for VAMO.
VAMO currently has the higher Sharpe Ratio (1.77 vs 0.97), 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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