VAMO vs. VTI

Last updated Jun 4, 2026

VAMO (Cambria Value and Momentum ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - VAMO is a Momentum fund actively managed by Cambria, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. VAMO is actively managed, while VTI is passively managed. Over the past 10 years, VAMO returned 5.64%/yr vs 15.05%/yr for VTI. At a 0.46 correlation, their price movements are largely independent. VAMO charges 0.65%/yr vs 0.03%/yr for VTI.

Performance

VAMO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Value and Momentum ETF (VAMO) and Vanguard Total Stock Market ETF (VTI). 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 VTI's 11.20% return. Over the past 10 years, VAMO has underperformed VTI with an annualized return of 5.64%, while VTI has yielded a comparatively higher 15.05% annualized 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%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

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

VAMO vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VAMO Cambria Value and Momentum ETF	3.15%	16.51%	6.11%	5.58%	8.55%	32.16%	-4.92%	-4.63%	-11.43%	3.82%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between VAMO and VTI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015	0.46

The correlation between VAMO and VTI has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

VAMO vs. VTI - Sectors Allocation Comparison

Sectors	VAMO	VTI
Financial Services	38.8%	12.0%
Energy	34.0%	3.7%
Consumer Cyclical	33.5%	10.0%
Industrials	21.4%	9.8%
Healthcare	17.5%	9.2%
Technology	8.3%	33.5%
Basic Materials	7.3%	2.0%
Consumer Defensive	6.5%	4.7%
Communication Services	5.0%	10.3%
Utilities	1.6%	2.3%
Real Estate	-	2.4%

Return for Risk

VAMO vs. VTI — 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

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Value and 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.

	VAMO	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.63	2.33	-0.70
Sortino ratio: Return per unit of downside risk	2.40	3.18	-0.78
Omega ratio: Gain probability vs. loss probability	1.28	1.42	-0.14
Calmar ratio: Return relative to maximum drawdown	3.28	3.17	+0.10
Martin ratio: Return relative to average drawdown	9.47	14.62	-5.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAMO vs. VTI - Sharpe Ratio Comparison

The current VAMO Sharpe Ratio is 1.63, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of VAMO and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VAMO	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	2.33	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.73	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.82	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.51	-0.26

Drawdowns

VAMO vs. VTI - Drawdown Comparison

The maximum VAMO drawdown since its inception was -41.84%, 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.

Drawdown Indicators

	VAMO	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-41.84%	-55.45%	+13.61%
Max Drawdown (1Y) Largest decline over 1 year	-5.55%	-8.92%	+3.37%
Max Drawdown (3Y) Largest decline over 3 years	-11.61%	-19.30%	+7.69%
Max Drawdown (5Y) Largest decline over 5 years	-17.25%	-25.36%	+8.11%
Max Drawdown (10Y) Largest decline over 10 years	-41.84%	-35.00%	-6.84%
Current Drawdown Current decline from peak	-2.76%	-0.72%	-2.04%
Average Drawdown Average peak-to-trough decline	-9.98%	-8.03%	-1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	1.93%	-0.01%

Volatility

VAMO vs. VTI - Volatility Comparison

Cambria Value and Momentum ETF (VAMO) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.97% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VAMO	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	2.96%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	7.66%	9.13%	-1.47%
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	12.17%	-0.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	17.40%	-0.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	18.30%	-0.21%

VAMO vs. VTI - Expense Ratio Comparison

VAMO has a 0.65% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

VAMO vs. VTI - Dividend Comparison

VAMO's dividend yield for the trailing twelve months is around 0.63%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VAMO and VTI in my portfolio?

VAMO and VTI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VAMO or VTI?

VAMO has higher volatility (2.97%) compared to VTI (2.96%). In terms of maximum drawdown, VAMO dropped -41.84% vs VTI's -55.45%.

Which ETF is better, VAMO or VTI?

On 10-year performance, VTI leads with 15.05% vs 5.64% for VAMO. On fees, VTI is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VAMO or VTI?

Over the 10-year period, VTI has performed better with a 15.05% return vs 5.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VAMO or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.65% for VAMO.

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

VTI has the higher dividend yield at 1.01%, compared with 0.63% for VAMO.

What is the main difference between VAMO and VTI?

VAMO is categorized as Momentum, while VTI is Large Cap Blend Equities. They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.65% for VAMO and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.