VAMO vs. SCHG
Compare and contrast key facts about Cambria Value & Momentum ETF (VAMO) and Schwab U.S. Large-Cap Growth ETF (SCHG).
VAMO and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAMO or SCHG.
Correlation
The correlation between VAMO and SCHG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VAMO vs. SCHG - Performance Comparison
Key characteristics
VAMO:
0.67
SCHG:
1.82
VAMO:
1.08
SCHG:
2.40
VAMO:
1.13
SCHG:
1.33
VAMO:
1.08
SCHG:
2.60
VAMO:
2.44
SCHG:
9.98
VAMO:
4.01%
SCHG:
3.22%
VAMO:
14.56%
SCHG:
17.73%
VAMO:
-41.83%
SCHG:
-34.59%
VAMO:
-6.47%
SCHG:
-5.46%
Returns By Period
In the year-to-date period, VAMO achieves a 2.15% return, which is significantly higher than SCHG's -1.29% return.
VAMO
2.15%
-0.88%
3.84%
9.99%
9.23%
N/A
SCHG
-1.29%
-4.35%
5.47%
32.23%
18.46%
16.78%
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VAMO vs. SCHG - Expense Ratio Comparison
VAMO has a 0.64% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
VAMO vs. SCHG — Risk-Adjusted Performance Rank
VAMO
SCHG
VAMO vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
Dividends
VAMO vs. SCHG - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.82%, more than SCHG's 0.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAMO Cambria Value & Momentum ETF | 0.82% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.16% | 1.03% | 0.36% | 0.56% | 0.20% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
VAMO vs. SCHG - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.83%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VAMO and SCHG. For additional features, visit the drawdowns tool.
Volatility
VAMO vs. SCHG - Volatility Comparison
The current volatility for Cambria Value & Momentum ETF (VAMO) is 3.95%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.87%. This indicates that VAMO experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.