VFMO vs. MFMO

Last updated Jun 5, 2026

VFMO (Vanguard U.S. Momentum Factor ETF) and MFMO (Motley Fool Momentum Factor ETF) are both Momentum funds. Both are actively managed. Their correlation of 0.91 suggests significant overlap in exposure. VFMO charges 0.13%/yr vs 0.50%/yr for MFMO.

Performance

VFMO vs. MFMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Momentum Factor ETF (VFMO) and Motley Fool Momentum Factor ETF (MFMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with VFMO having a 24.71% return and MFMO slightly higher at 24.93%.

VFMO

• 1D: 0.84%
• 1M: 4.64%
• YTD: 24.71%
• 6M: 22.49%
• 1Y: 44.76%
• 3Y*: 28.43%
• 5Y*: 14.03%
• 10Y*: —

MFMO

• 1D: -0.44%
• 1M: 8.66%
• YTD: 24.93%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VFMO vs. MFMO - Yearly Performance Comparison

	2026 (YTD)	2025
VFMO Vanguard U.S. Momentum Factor ETF	24.71%	-1.74%
MFMO Motley Fool Momentum Factor ETF	24.93%	-1.90%

Correlation

The correlation between VFMO and MFMO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025	0.91

Return for Risk

VFMO vs. MFMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFMO

VFMO Risk / Return Rank: 69
VFMO Sharpe Ratio Rank: 65
VFMO Sortino Ratio Rank: 60
VFMO Omega Ratio Rank: 60
VFMO Calmar Ratio Rank: 80
VFMO Martin Ratio Rank: 80

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.

VFMO vs. MFMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and Motley Fool Momentum Factor ETF (MFMO). 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	MFMO	Difference
Sharpe ratio: Return per unit of total volatility	2.12	—	—
Sortino ratio: Return per unit of downside risk	2.77	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	4.09	—	—
Martin ratio: Return relative to average drawdown	15.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VFMO	MFMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	2.17	-1.51

Drawdowns

VFMO vs. MFMO - Drawdown Comparison

The maximum VFMO drawdown since its inception was -36.77%, which is greater than MFMO's maximum drawdown of -12.05%. Use the drawdown chart below to compare losses from any high point for VFMO and MFMO.

Drawdown Indicators

	VFMO	MFMO	Difference
Max Drawdown Largest peak-to-trough decline	-36.77%	-12.05%	-24.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.98%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.80%	—	—
Current Drawdown Current decline from peak	0.00%	-0.44%	+0.44%
Average Drawdown Average peak-to-trough decline	-7.76%	-2.41%	-5.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	—	—

Volatility

Volatility by Period

	VFMO	MFMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.21%	24.42%	-3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.70%	24.42%	-2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.56%	24.42%	-0.86%

VFMO vs. MFMO - Expense Ratio Comparison

VFMO has a 0.13% expense ratio, which is lower than MFMO's 0.50% expense ratio.

Dividends

VFMO vs. MFMO - Dividend Comparison

VFMO's dividend yield for the trailing twelve months is around 0.62%, while MFMO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MFMO Motley Fool Momentum Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFMO Vanguard U.S. Momentum Factor ETF	0.62%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%

Frequently Asked Questions

Can I hold both VFMO and MFMO in my portfolio?

With a correlation of 0.91, VFMO and MFMO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, VFMO or MFMO?

On fees, VFMO is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VFMO or MFMO?

VFMO is cheaper with a 0.13% expense ratio, compared with 0.50% for MFMO.

Which ETF pays a higher dividend yield, VFMO or MFMO?

VFMO has the higher dividend yield at 0.62%, compared with 0.00% for MFMO.

What is the main difference between VFMO and MFMO?

They also come from different issuers: Vanguard and Motley Fool. Their fees differ too: 0.13% for VFMO and 0.50% for MFMO.