SAMM vs. VFMO

Last updated Jun 25, 2026

SAMM (Strategas Macro Momentum ETF) and VFMO (Vanguard U.S. Momentum Factor ETF) are both Momentum funds. Both are actively managed. Over the past year, SAMM returned 19.53% vs 41.57% for VFMO. Their correlation of 0.88 suggests significant overlap in exposure. SAMM charges 0.66%/yr vs 0.13%/yr for VFMO.

Performance

SAMM vs. VFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Momentum ETF (SAMM) 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, SAMM achieves a 6.77% return, which is significantly lower than VFMO's 25.32% return.

SAMM

• 1D: -1.42%
• 1M: 0.09%
• YTD: 6.77%
• 6M: 4.99%
• 1Y: 19.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFMO

• 1D: -0.42%
• 1M: 4.25%
• YTD: 25.32%
• 6M: 21.76%
• 1Y: 41.57%
• 3Y*: 27.70%
• 5Y*: 13.88%
• 10Y*: —

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

SAMM vs. VFMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAMM Strategas Macro Momentum ETF	6.77%	12.01%	8.32%
VFMO Vanguard U.S. Momentum Factor ETF	25.32%	17.39%	10.29%

Correlation

The correlation between SAMM and VFMO is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Apr 4, 2024	0.88

The correlation between SAMM and VFMO has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

SAMM vs. VFMO - Sectors Allocation Comparison

Sectors	SAMM	VFMO
Industrials	22.3%	24.7%
Technology	19.7%	17.5%
Basic Materials	14.3%	6.4%
Healthcare	9.9%	22.9%
Consumer Cyclical	9.7%	8.7%
Financial Services	8.9%	6.5%
Energy	8.7%	7.3%
Utilities	3.3%	0.2%
Communication Services	3.2%	3.4%
Consumer Defensive	2.8%	2.5%
Real Estate	-	0.1%

Return for Risk

SAMM vs. VFMO — Risk / Return Rank

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

SAMM

SAMM Risk / Return Rank: 40
SAMM Sharpe Ratio Rank: 32
SAMM Sortino Ratio Rank: 30
SAMM Omega Ratio Rank: 31
SAMM Calmar Ratio Rank: 54
SAMM Martin Ratio Rank: 50

VFMO

VFMO Risk / Return Rank: 68
VFMO Sharpe Ratio Rank: 63
VFMO Sortino Ratio Rank: 58
VFMO Omega Ratio Rank: 58
VFMO Calmar Ratio Rank: 80
VFMO Martin Ratio Rank: 80

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.

SAMM vs. VFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Momentum ETF (SAMM) 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.

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.

	SAMM	VFMO	Difference
Sharpe ratio: Return per unit of total volatility	1.05	1.87	-0.82
Sortino ratio: Return per unit of downside risk	1.50	2.47	-0.96
Omega ratio: Gain probability vs. loss probability	1.19	1.32	-0.13
Calmar ratio: Return relative to maximum drawdown	2.33	3.80	-1.47
Martin ratio: Return relative to average drawdown	7.52	14.13	-6.61

SAMM vs. VFMO - Sharpe Ratio Comparison

The current SAMM Sharpe Ratio is 1.05, which is lower than the VFMO Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SAMM 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.

Drawdowns

SAMM vs. VFMO - Drawdown Comparison

The maximum SAMM drawdown since its inception was -24.09%, smaller than the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for SAMM and VFMO.

Drawdown Indicators

	SAMM	VFMO	Difference
Max Drawdown Largest peak-to-trough decline	-24.09%	-36.77%	+12.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-10.98%	+2.55%
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	-5.58%	-2.72%	-2.86%
Average Drawdown Average peak-to-trough decline	-4.37%	-7.72%	+3.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.95%	-0.35%

Volatility

SAMM vs. VFMO - Volatility Comparison

Strategas Macro Momentum ETF (SAMM) and Vanguard U.S. Momentum Factor ETF (VFMO) have volatilities of 8.75% and 8.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAMM	VFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.75%	8.35%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	14.84%	17.38%	-2.54%
Volatility (1Y) Calculated over the trailing 1-year period	18.74%	22.32%	-3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.39%	21.89%	-2.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.39%	23.63%	-4.24%

SAMM vs. VFMO - Expense Ratio Comparison

SAMM has a 0.66% expense ratio, which is higher than VFMO's 0.13% expense ratio.

Dividends

SAMM vs. VFMO - Dividend Comparison

SAMM's dividend yield for the trailing twelve months is around 0.97%, more than VFMO's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SAMM Strategas Macro Momentum ETF	0.97%	1.03%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMO Vanguard U.S. Momentum Factor ETF	0.39%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both SAMM and VFMO in my portfolio?

SAMM and VFMO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMM or VFMO?

SAMM has higher volatility (8.75%) compared to VFMO (8.35%). In terms of maximum drawdown, SAMM dropped -24.09% vs VFMO's -36.77%.

Which ETF is better, SAMM or VFMO?

On 1-year performance, VFMO leads with 41.57% vs 19.53% for SAMM. On fees, VFMO is cheaper at 0.13% per year. On volatility, VFMO has been the lower-risk option at 8.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAMM or VFMO?

Over the 1-year period, VFMO has performed better with a 41.57% return vs 19.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAMM or VFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.66% for SAMM.

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

SAMM has the higher dividend yield at 0.97%, compared with 0.39% for VFMO.

What is the main difference between SAMM and VFMO?

They also come from different issuers: Strategas and Vanguard. Their fees differ too: 0.66% for SAMM and 0.13% for VFMO.

Which has better risk-adjusted returns?

VFMO currently has the higher Sharpe Ratio (1.87 vs 1.05), 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.