VAMO vs. VOO
Compare and contrast key facts about Cambria Value & Momentum ETF (VAMO) and Vanguard S&P 500 ETF (VOO).
VAMO and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAMO or VOO.
Key characteristics
| VAMO | VOO | |
|---|---|---|
| YTD Return | 4.66% | 11.83% |
| 1Y Return | 23.61% | 31.13% |
| 3Y Return (Ann) | 8.38% | 10.03% |
| 5Y Return (Ann) | 9.34% | 15.07% |
| Sharpe Ratio | 1.66 | 2.60 |
| Daily Std Dev | 13.51% | 11.62% |
| Max Drawdown | -41.84% | -33.99% |
| Current Drawdown | -1.04% | 0.00% |
Correlation
The correlation between VAMO and VOO 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. VOO - Performance Comparison
In the year-to-date period, VAMO achieves a 4.66% return, which is significantly lower than VOO's 11.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VAMO vs. VOO - Expense Ratio Comparison
VAMO has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VAMO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.88%, less than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAMO Cambria Value & Momentum ETF | 0.88% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VAMO vs. VOO - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VAMO and VOO. For additional features, visit the drawdowns tool.
Volatility
VAMO vs. VOO - Volatility Comparison
The current volatility for Cambria Value & Momentum ETF (VAMO) is 3.04%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.49%. This indicates that VAMO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.