VAMO vs. SMOM

Last updated Jun 4, 2026

VAMO (Cambria Value and Momentum ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - VAMO is a Momentum fund actively managed by Cambria, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. At a 0.47 correlation, their price movements are largely independent. VAMO charges 0.65%/yr vs 0.63%/yr for SMOM.

Performance

VAMO vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Value and Momentum ETF (VAMO) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VAMO achieves a 3.15% return, which is significantly lower than SMOM's 9.82% return.

VAMO

• 1D: 0.04%
• 1M: -1.08%
• YTD: 3.15%
• 6M: 4.57%
• 1Y: 18.13%
• 3Y*: 13.91%
• 5Y*: 8.12%
• 10Y*: 5.64%

SMOM

• 1D: 0.27%
• 1M: 5.93%
• YTD: 9.82%
• 6M: 10.58%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VAMO vs. SMOM - Yearly Performance Comparison

	2026 (YTD)	2025
VAMO Cambria Value and Momentum ETF	3.15%	4.91%
SMOM Symmetry Panoramic Sector Momentum ETF	9.82%	2.81%

Correlation

The correlation between VAMO and SMOM is 0.47, 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 Sep 11, 2025	0.47

Return for Risk

VAMO vs. SMOM — Risk / Return Rank

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

VAMO

VAMO Risk / Return Rank: 52
VAMO Sharpe Ratio Rank: 46
VAMO Sortino Ratio Rank: 49
VAMO Omega Ratio Rank: 44
VAMO Calmar Ratio Rank: 66
VAMO Martin Ratio Rank: 55

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.

VAMO vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Value and Momentum ETF (VAMO) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.

	VAMO	SMOM	Difference
Sharpe ratio: Return per unit of total volatility	1.63	—	—
Sortino ratio: Return per unit of downside risk	2.40	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	3.28	—	—
Martin ratio: Return relative to average drawdown	9.47	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VAMO	SMOM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.45	-1.20

Drawdowns

VAMO vs. SMOM - Drawdown Comparison

The maximum VAMO drawdown since its inception was -41.84%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for VAMO and SMOM.

Drawdown Indicators

	VAMO	SMOM	Difference
Max Drawdown Largest peak-to-trough decline	-41.84%	-7.45%	-34.39%
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 Drawdown Current decline from peak	-2.76%	0.00%	-2.76%
Average Drawdown Average peak-to-trough decline	-9.98%	-1.48%	-8.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	—	—

Volatility

Volatility by Period

	VAMO	SMOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	12.62%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	12.62%	+4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	12.62%	+5.47%

VAMO vs. SMOM - Expense Ratio Comparison

VAMO has a 0.65% expense ratio, which is higher than SMOM's 0.63% expense ratio.

Dividends

VAMO vs. SMOM - Dividend Comparison

VAMO's dividend yield for the trailing twelve months is around 0.63%, more than SMOM's 0.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SMOM Symmetry Panoramic Sector Momentum ETF	0.15%	0.16%	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	0.63%	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

Can I hold both VAMO and SMOM in my portfolio?

VAMO and SMOM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VAMO or SMOM?

On fees, SMOM is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VAMO or SMOM?

SMOM is cheaper with a 0.63% expense ratio, compared with 0.65% for VAMO.

Which ETF pays a higher dividend yield, VAMO or SMOM?

VAMO has the higher dividend yield at 0.63%, compared with 0.15% for SMOM.

What is the main difference between VAMO and SMOM?

VAMO is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Cambria and Symmetry Partners. Their fees differ too: 0.65% for VAMO and 0.63% for SMOM.