REMC vs. VFMV

Last updated Jul 4, 2026

REMC (Columbia Research Enhanced Mid Cap ETF) and VFMV (Vanguard U.S. Minimum Volatility ETF) are both Mid Cap Blend Equities funds. REMC is passively managed, while VFMV is actively managed. A 0.75 correlation means they provide meaningful diversification when combined. REMC charges 0.32%/yr vs 0.13%/yr for VFMV.

Performance

REMC vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Mid Cap ETF (REMC) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REMC achieves a 11.94% return, which is significantly higher than VFMV's 8.81% return.

REMC

• 1D: 0.22%
• 1M: 2.40%
• 6M: 11.23%
• YTD: 11.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMV

• 1D: 0.81%
• 1M: 0.26%
• 6M: 8.84%
• YTD: 8.81%
• 1Y: 10.97%
• 3Y*: 14.16%
• 5Y*: 9.32%
• 10Y*: —

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

REMC vs. VFMV - Yearly Performance Comparison

	2026 (YTD)	2025
REMC Columbia Research Enhanced Mid Cap ETF	11.94%	-1.99%
VFMV Vanguard U.S. Minimum Volatility ETF	8.81%	-0.49%

Correlation

The correlation between REMC and VFMV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.75

Return for Risk

REMC vs. VFMV — Risk / Return Rank

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

REMC

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

VFMV

VFMV Risk / Return Rank: 46
VFMV Sharpe Ratio Rank: 45
VFMV Sortino Ratio Rank: 45
VFMV Omega Ratio Rank: 42
VFMV Calmar Ratio Rank: 46
VFMV Martin Ratio Rank: 51

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.

REMC vs. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Mid Cap ETF (REMC) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.

	REMC	VFMV	Difference
Sharpe ratio: Return per unit of total volatility	—	1.33	—
Sortino ratio: Return per unit of downside risk	—	1.93	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.95	—
Martin ratio: Return relative to average drawdown	—	7.28	—

Drawdowns

REMC vs. VFMV - Drawdown Comparison

The maximum REMC drawdown since its inception was -6.64%, smaller than the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for REMC and VFMV.

Drawdown Indicators

	REMC	VFMV	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-33.64%	+27.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.00%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-10.35%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.41%	—
Current Drawdown Current decline from peak	-0.01%	-0.76%	+0.75%
Average Drawdown Average peak-to-trough decline	-1.46%	-3.62%	+2.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.60%	—

Volatility

Volatility by Period

	REMC	VFMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.49%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.25%	8.80%	+3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.25%	11.75%	+0.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.25%	14.20%	-1.95%

REMC vs. VFMV - Expense Ratio Comparison

REMC has a 0.32% expense ratio, which is higher than VFMV's 0.13% expense ratio.

Dividends

REMC vs. VFMV - Dividend Comparison

REMC's dividend yield for the trailing twelve months is around 0.07%, less than VFMV's 1.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
REMC Columbia Research Enhanced Mid Cap ETF	0.07%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMV Vanguard U.S. Minimum Volatility ETF	1.78%	2.12%	1.46%	2.20%	2.08%	1.31%	2.14%	2.43%	2.29%

Frequently Asked Questions

Can I hold both REMC and VFMV in my portfolio?

REMC and VFMV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, REMC or VFMV?

On fees, VFMV is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REMC or VFMV?

VFMV is cheaper with a 0.13% expense ratio, compared with 0.32% for REMC.

Which ETF pays a higher dividend yield, REMC or VFMV?

VFMV has the higher dividend yield at 1.78%, compared with 0.07% for REMC.

What is the main difference between REMC and VFMV?

They also come from different issuers: Columbia Threadneedle and Vanguard. Their fees differ too: 0.32% for REMC and 0.13% for VFMV.