VFMO vs. SMOM
VFMO (Vanguard U.S. Momentum Factor ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - VFMO is a Momentum fund actively managed by Vanguard, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. Both are actively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. VFMO charges 0.13%/yr vs 0.63%/yr for SMOM.
Performance
VFMO vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, VFMO achieves a 22.74% return, which is significantly higher than SMOM's 11.75% return.
VFMO
- 1D
- 3.23%
- 1M
- -0.92%
- 6M
- 13.59%
- YTD
- 22.74%
- 1Y
- 33.91%
- 3Y*
- 25.40%
- 5Y*
- 13.53%
- 10Y*
- —
- ALL TIME*
- 15.04%
SMOM
- 1D
- 1.80%
- 1M
- 4.08%
- 6M
- 11.56%
- YTD
- 11.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $263.09K | $199.51K | $176.30K | |
| $17.21M | $17.43M | $17.03M |
VFMO vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VFMO Vanguard U.S. Momentum Factor ETF | 22.74% | 4.63% |
SMOM Symmetry Panoramic Sector Momentum ETF | 11.75% | 2.78% |
Correlation
The correlation between VFMO and SMOM is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.78 |
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Return for Risk
VFMO vs. SMOM — Risk / Return Rank
VFMO
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VFMO vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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 | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | — | — |
| Martin ratioReturn relative to average drawdown | 8.91 | — | — |
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Drawdowns
VFMO vs. SMOM - Drawdown Comparison
The maximum VFMO drawdown since its inception was -36.77%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for VFMO and SMOM.
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Drawdown Indicators
| VFMO | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.77% | -7.45% | -29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.97% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | — | — |
Current DrawdownCurrent decline from peak | -6.21% | 0.00% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -1.47% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | — | — |
Volatility
VFMO vs. SMOM - Volatility Comparison
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Volatility by Period
| VFMO | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.20% | 12.50% | +11.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.17% | 12.50% | +9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 12.50% | +11.25% |
VFMO vs. SMOM - Expense Ratio Comparison
VFMO has a 0.13% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
VFMO vs. SMOM - Dividend Comparison
VFMO's dividend yield for the trailing twelve months is around 0.60%, more than SMOM's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SMOM Symmetry Panoramic Sector Momentum ETF | 0.14% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMO Vanguard U.S. Momentum Factor ETF | 0.60% | 0.82% | 0.72% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% |
Frequently Asked Questions
VFMO and SMOM have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
VFMO is cheaper with a 0.13% expense ratio, compared with 0.63% for SMOM.
VFMO has the higher dividend yield at 0.60%, compared with 0.14% for SMOM.
VFMO is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: Vanguard and Symmetry Partners. Their fees differ too: 0.13% for VFMO and 0.63% for SMOM.
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