VFMO vs. GOOG
VFMO (Vanguard U.S. Momentum Factor ETF) is Momentum fund actively managed by Vanguard, while GOOG (Alphabet Inc) is a stock. Over the past 5 years, VFMO returned 14.45%/yr vs 24.12%/yr for GOOG. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
VFMO vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, VFMO achieves a 26.55% return, which is significantly higher than GOOG's 17.14% return.
VFMO
- 1D
- 1.28%
- 1M
- 6.71%
- YTD
- 26.55%
- 6M
- 26.16%
- 1Y
- 48.27%
- 3Y*
- 27.53%
- 5Y*
- 14.45%
- 10Y*
- —
GOOG
- 1D
- 2.50%
- 1M
- -6.61%
- YTD
- 17.14%
- 6M
- 18.84%
- 1Y
- 109.32%
- 3Y*
- 43.99%
- 5Y*
- 24.12%
- 10Y*
- 26.76%
VFMO vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMO Vanguard U.S. Momentum Factor ETF | 26.55% | 17.39% | 26.14% | 16.25% | -12.84% | 19.16% | 31.36% | 28.22% | -11.41% |
GOOG Alphabet Inc | 17.14% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -3.19% |
Correlation
The correlation between VFMO and GOOG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.55 |
The correlation between VFMO and GOOG shifts across timeframes, from 0.41 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VFMO vs. GOOG — Risk / Return Rank
VFMO
GOOG
VFMO vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and Alphabet Inc (GOOG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VFMO | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.62 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 5.30 | -0.88 |
| Martin ratioReturn relative to average drawdown | 16.46 | 18.58 | -2.12 |
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Drawdowns
VFMO vs. GOOG - Drawdown Comparison
The maximum VFMO drawdown since its inception was -36.77%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for VFMO and GOOG.
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Drawdown Indicators
| VFMO | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.77% | -44.60% | +7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -20.75% | +9.77% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -29.35% | +4.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -44.60% | +18.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.60% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.95% | +7.95% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -8.89% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 5.91% | -2.97% |
Volatility
VFMO vs. GOOG - Volatility Comparison
Vanguard U.S. Momentum Factor ETF (VFMO) has a higher volatility of 8.34% compared to Alphabet Inc (GOOG) at 7.87%. This indicates that VFMO's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFMO | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 7.87% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.55% | 20.46% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 28.85% | -6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.89% | 31.18% | -9.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 29.04% | -5.41% |
Dividends
VFMO vs. GOOG - Dividend Comparison
VFMO's dividend yield for the trailing twelve months is around 0.61%, more than GOOG's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMO Vanguard U.S. Momentum Factor ETF | 0.61% | 0.82% | 0.72% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% |
Frequently Asked Questions
VFMO and GOOG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFMO has higher volatility (8.34%) compared to GOOG (7.87%). In terms of maximum drawdown, VFMO dropped -36.77% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.82 vs 2.19), 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.
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