VAMO vs. VTI
Compare and contrast key facts about Cambria Value & Momentum ETF (VAMO) and Vanguard Total Stock Market ETF (VTI).
VAMO and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAMO or VTI.
Correlation
The correlation between VAMO and VTI is 0.46, 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. VTI - Performance Comparison
Key characteristics
VAMO:
0.67
VTI:
1.80
VAMO:
1.08
VTI:
2.41
VAMO:
1.13
VTI:
1.33
VAMO:
1.08
VTI:
2.72
VAMO:
2.44
VTI:
10.93
VAMO:
4.01%
VTI:
2.13%
VAMO:
14.56%
VTI:
13.00%
VAMO:
-41.83%
VTI:
-55.45%
VAMO:
-6.47%
VTI:
-4.33%
Returns By Period
In the year-to-date period, VAMO achieves a 2.15% return, which is significantly higher than VTI's -0.48% return.
VAMO
2.15%
-0.88%
3.84%
9.99%
9.23%
N/A
VTI
-0.48%
-3.53%
3.99%
23.27%
13.13%
12.70%
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VAMO vs. VTI - Expense Ratio Comparison
VAMO has a 0.64% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
VAMO vs. VTI — Risk-Adjusted Performance Rank
VAMO
VTI
VAMO vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Value & Momentum ETF (VAMO) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
VAMO's dividend yield for the trailing twelve months is around 0.82%, less than VTI's 1.27% 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% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
VAMO vs. VTI - Drawdown Comparison
The maximum VAMO drawdown since its inception was -41.83%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VAMO and VTI. For additional features, visit the drawdowns tool.
Volatility
VAMO vs. VTI - Volatility Comparison
The current volatility for Cambria Value & Momentum ETF (VAMO) is 3.95%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.67%. This indicates that VAMO experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.