VAMO vs. EZMO
VAMO (Cambria Value and Momentum ETF) and EZMO (AlphaDroid Broad Markets Momentum ETF) are both Momentum funds. Both are actively managed. At a 0.38 correlation, their price movements are largely independent. VAMO charges 0.65%/yr vs 0.94%/yr for EZMO.
Performance
VAMO vs. EZMO - Performance Comparison
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Returns By Period
In the year-to-date period, VAMO achieves a 4.86% return, which is significantly higher than EZMO's -2.07% return.
VAMO
- 1D
- 0.44%
- 1M
- 1.78%
- YTD
- 4.86%
- 6M
- 3.48%
- 1Y
- 19.83%
- 3Y*
- 14.12%
- 5Y*
- 8.99%
- 10Y*
- 5.92%
EZMO
- 1D
- -0.55%
- 1M
- -3.20%
- YTD
- -2.07%
- 6M
- -4.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VAMO vs. EZMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VAMO Cambria Value and Momentum ETF | 4.86% | 1.56% |
EZMO AlphaDroid Broad Markets Momentum ETF | -2.07% | 4.05% |
Correlation
The correlation between VAMO and EZMO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 16, 2025 | 0.38 |
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Return for Risk
VAMO vs. EZMO — Risk / Return Rank
VAMO
EZMO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VAMO vs. EZMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value and Momentum ETF (VAMO) and AlphaDroid Broad Markets Momentum ETF (EZMO). 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.
| VAMO | EZMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | — | — |
| Martin ratioReturn relative to average drawdown | 10.30 | — | — |
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Drawdowns
VAMO vs. EZMO - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.84%, which is greater than EZMO's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for VAMO and EZMO.
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Drawdown Indicators
| VAMO | EZMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -12.82% | -29.02% |
Max Drawdown (1Y)Largest decline over 1 year | -5.55% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.84% | — | — |
Current DrawdownCurrent decline from peak | -1.15% | -11.26% | +10.11% |
Average DrawdownAverage peak-to-trough decline | -9.93% | -4.69% | -5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
Volatility
VAMO vs. EZMO - Volatility Comparison
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Volatility by Period
| VAMO | EZMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 16.91% | -5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 16.91% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 16.91% | +1.19% |
VAMO vs. EZMO - Expense Ratio Comparison
VAMO has a 0.65% expense ratio, which is lower than EZMO's 0.94% expense ratio.
Dividends
VAMO vs. EZMO - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.62%, while EZMO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EZMO AlphaDroid Broad Markets Momentum ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
VAMO and EZMO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAMO is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAMO is cheaper with a 0.65% expense ratio, compared with 0.94% for EZMO.
VAMO has the higher dividend yield at 0.62%, compared with 0.00% for EZMO.
They also come from different issuers: Cambria and AlphaDroid. Their fees differ too: 0.65% for VAMO and 0.94% for EZMO.
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