VFMO vs. IMCB
Compare and contrast key facts about Vanguard U.S. Momentum Factor ETF (VFMO) and iShares Morningstar Mid-Cap ETF (IMCB).
VFMO and IMCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMO is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. IMCB is a passively managed fund by iShares that tracks the performance of the IMCB-US - Morningstar U.S. Mid Cap Index. It was launched on Jun 28, 2004.
Performance
VFMO vs. IMCB - Performance Comparison
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VFMO vs. IMCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMO Vanguard U.S. Momentum Factor ETF | 3.18% | 17.39% | 26.14% | 16.25% | -12.84% | 19.16% | 31.36% | 28.22% | -11.41% |
IMCB iShares Morningstar Mid-Cap ETF | 1.14% | 10.25% | 15.10% | 16.37% | -16.09% | 22.81% | 13.35% | 31.49% | -11.45% |
Returns By Period
In the year-to-date period, VFMO achieves a 3.18% return, which is significantly higher than IMCB's 1.14% return.
VFMO
- 1D
- 4.68%
- 1M
- -5.53%
- YTD
- 3.18%
- 6M
- 3.17%
- 1Y
- 30.98%
- 3Y*
- 21.52%
- 5Y*
- 10.54%
- 10Y*
- —
IMCB
- 1D
- 2.52%
- 1M
- -5.47%
- YTD
- 1.14%
- 6M
- 1.17%
- 1Y
- 14.21%
- 3Y*
- 12.90%
- 5Y*
- 7.16%
- 10Y*
- 10.27%
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VFMO vs. IMCB - Expense Ratio Comparison
VFMO has a 0.13% expense ratio, which is higher than IMCB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VFMO vs. IMCB — Risk / Return Rank
VFMO
IMCB
VFMO vs. IMCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and iShares Morningstar Mid-Cap ETF (IMCB). 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.
| VFMO | IMCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.79 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.22 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.16 | +1.21 |
Martin ratioReturn relative to average drawdown | 9.07 | 5.35 | +3.72 |
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
| VFMO | IMCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.79 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.41 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.48 | +0.09 |
Correlation
The correlation between VFMO and IMCB is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VFMO vs. IMCB - Dividend Comparison
VFMO's dividend yield for the trailing twelve months is around 0.75%, less than IMCB's 1.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFMO Vanguard U.S. Momentum Factor ETF | 0.75% | 0.82% | 0.72% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% | 0.00% | 0.00% | 0.00% |
IMCB iShares Morningstar Mid-Cap ETF | 1.38% | 1.42% | 1.43% | 1.55% | 1.70% | 1.08% | 1.12% | 1.32% | 1.80% | 1.31% | 1.79% | 1.47% |
Drawdowns
VFMO vs. IMCB - Drawdown Comparison
The maximum VFMO drawdown since its inception was -36.77%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for VFMO and IMCB.
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Drawdown Indicators
| VFMO | IMCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.77% | -58.80% | +22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.25% | -12.92% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -25.15% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.99% | — |
Current DrawdownCurrent decline from peak | -6.36% | -5.73% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -7.79% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.79% | +0.66% |
Volatility
VFMO vs. IMCB - Volatility Comparison
Vanguard U.S. Momentum Factor ETF (VFMO) has a higher volatility of 9.55% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 5.32%. This indicates that VFMO's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFMO | IMCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 5.32% | +4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 17.71% | 9.96% | +7.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.05% | 17.98% | +7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 17.57% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.64% | 19.63% | +4.01% |