VEGA vs. VMOT
Compare and contrast key facts about AdvisorShares STAR Global Buy-Write ETF (VEGA) and Alpha Architect Value Momentum Trend ETF (VMOT).
VEGA and VMOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEGA is an actively managed fund by AdvisorShares. It was launched on Sep 17, 2012. VMOT is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Value Momentum Trend Index. It was launched on May 3, 2017.
Performance
VEGA vs. VMOT - Performance Comparison
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VEGA vs. VMOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEGA AdvisorShares STAR Global Buy-Write ETF | -1.70% | 15.83% | 11.20% | 15.12% | -15.02% | 12.36% | 8.37% | 19.29% | -6.58% | 5.87% |
VMOT Alpha Architect Value Momentum Trend ETF | 6.19% | 18.54% | 12.07% | -0.74% | -7.00% | 3.52% | 4.69% | 4.59% | -15.64% | 14.62% |
Returns By Period
In the year-to-date period, VEGA achieves a -1.70% return, which is significantly lower than VMOT's 6.19% return.
VEGA
- 1D
- 2.04%
- 1M
- -4.55%
- YTD
- -1.70%
- 6M
- 0.52%
- 1Y
- 13.73%
- 3Y*
- 11.68%
- 5Y*
- 6.03%
- 10Y*
- 7.20%
VMOT
- 1D
- 3.68%
- 1M
- -7.57%
- YTD
- 6.19%
- 6M
- 11.24%
- 1Y
- 30.33%
- 3Y*
- 13.80%
- 5Y*
- 5.09%
- 10Y*
- —
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VEGA vs. VMOT - Expense Ratio Comparison
VEGA has a 2.02% expense ratio, which is higher than VMOT's 1.75% expense ratio.
Return for Risk
VEGA vs. VMOT — Risk / Return Rank
VEGA
VMOT
VEGA vs. VMOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and Alpha Architect Value Momentum Trend ETF (VMOT). 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.
| VEGA | VMOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.62 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.68 | 2.21 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.38 | -0.63 |
Martin ratioReturn relative to average drawdown | 8.16 | 10.49 | -2.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEGA | VMOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.62 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.33 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.28 | +0.20 |
Correlation
The correlation between VEGA and VMOT is 0.58, 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.
Dividends
VEGA vs. VMOT - Dividend Comparison
VEGA's dividend yield for the trailing twelve months is around 1.37%, less than VMOT's 1.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.37% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% |
VMOT Alpha Architect Value Momentum Trend ETF | 1.93% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% | 0.00% |
Drawdowns
VEGA vs. VMOT - Drawdown Comparison
The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum VMOT drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for VEGA and VMOT.
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Drawdown Indicators
| VEGA | VMOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.37% | -34.71% | +6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -13.08% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -23.73% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -28.37% | — | — |
Current DrawdownCurrent decline from peak | -4.95% | -7.57% | +2.62% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -13.55% | +9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.96% | -1.18% |
Volatility
VEGA vs. VMOT - Volatility Comparison
The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 4.30%, while Alpha Architect Value Momentum Trend ETF (VMOT) has a volatility of 8.08%. This indicates that VEGA experiences smaller price fluctuations and is considered to be less risky than VMOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEGA | VMOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 8.08% | -3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 11.74% | -4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 18.83% | -6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 15.65% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 14.82% | -2.15% |