VAMO vs. SPY
Compare and contrast key facts about Cambria Value & Momentum ETF (VAMO) and SPDR S&P 500 ETF (SPY).
VAMO and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAMO or SPY.
Correlation
The correlation between VAMO and SPY is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VAMO vs. SPY - Performance Comparison
Key characteristics
VAMO:
0.67
SPY:
1.88
VAMO:
1.08
SPY:
2.51
VAMO:
1.13
SPY:
1.35
VAMO:
1.08
SPY:
2.83
VAMO:
2.44
SPY:
11.89
VAMO:
4.01%
SPY:
2.00%
VAMO:
14.56%
SPY:
12.69%
VAMO:
-41.83%
SPY:
-55.19%
VAMO:
-6.47%
SPY:
-3.89%
Returns By Period
In the year-to-date period, VAMO achieves a 2.15% return, which is significantly higher than SPY's -0.66% return.
VAMO
2.15%
-0.88%
3.84%
9.99%
9.23%
N/A
SPY
-0.66%
-3.32%
3.73%
23.70%
13.73%
13.18%
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VAMO vs. SPY - Expense Ratio Comparison
VAMO has a 0.64% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
VAMO vs. SPY — Risk-Adjusted Performance Rank
VAMO
SPY
VAMO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.82%, less than SPY's 1.21% 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% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
VAMO vs. SPY - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VAMO and SPY. For additional features, visit the drawdowns tool.
Volatility
VAMO vs. SPY - Volatility Comparison
The current volatility for Cambria Value & Momentum ETF (VAMO) is 3.95%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.61%. This indicates that VAMO experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.