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VFMO vs. VFMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VFMO vs. VFMV

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard U.S. Momentum Factor ETF (VFMO) and Vanguard U.S. Minimum Volatility ETF (VFMV).

VFMO and VFMV 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. VFMV is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.

Performance

VFMO vs. VFMV - Performance Comparison

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

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VFMO vs. VFMV - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VFMO
Vanguard U.S. Momentum Factor ETF		4.82%17.39%26.14%16.25%-12.84%19.16%31.36%28.22%-11.41%
VFMV
Vanguard U.S. Minimum Volatility ETF		2.90%10.52%16.91%8.86%-5.73%20.75%-0.19%27.26%-1.10%

Returns By Period

In the year-to-date period, VFMO achieves a 4.82% return, which is significantly higher than VFMV's 2.90% return.

VFMO

1D
1.59%
1M
-4.52%
YTD
4.82%
6M
4.66%
1Y
32.56%
3Y*
22.16%
5Y*
10.89%
10Y*
—

VFMV

1D
0.35%
1M
-4.26%
YTD
2.90%
6M
3.50%
1Y
7.75%
3Y*
12.83%
5Y*
9.31%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Vanguard U.S. Momentum Factor ETF

Vanguard U.S. Minimum Volatility ETF

Often compared with VFMO:
VFMO vs. SPMOVFMO vs. MTUMVFMO vs. VOOVFMO vs. QMOMVFMO vs. VFMFVFMO vs. QQQVFMO vs. AVUV
Often compared with VFMV:
VFMV vs. USMVVFMV vs. VOOVFMV vs. VYMVFMV vs. SCHDVFMV vs. VIGVFMV vs. VFMFVFMV vs. SPY

VFMO vs. VFMV - Expense Ratio Comparison

Both VFMO and VFMV have an expense ratio of 0.13%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

VFMO
Vanguard U.S. Momentum Factor ETF
VFMV
Vanguard U.S. Minimum Volatility ETF

Return for Risk

VFMO vs. VFMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VFMO
VFMO Risk / Return Rank: 7575
Overall Rank
VFMO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VFMO Sortino Ratio Rank: 7171
Sortino Ratio Rank
VFMO Omega Ratio Rank: 6767
Omega Ratio Rank
VFMO Calmar Ratio Rank: 8383
Calmar Ratio Rank
VFMO Martin Ratio Rank: 8282
Martin Ratio Rank
VFMV
VFMV Risk / Return Rank: 3333
Overall Rank
VFMV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 3030
Sortino Ratio Rank
VFMV Omega Ratio Rank: 3131
Omega Ratio Rank
VFMV Calmar Ratio Rank: 3131
Calmar Ratio Rank
VFMV Martin Ratio Rank: 3939
Martin Ratio Rank
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. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.

VFMOVFMVDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.63

+0.67

Sortino ratio

Return per unit of downside risk

1.83

0.94

+0.88

Omega ratio

Gain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

2.50

0.80

+1.70

Martin ratio

Return relative to average drawdown

9.55

3.69

+5.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFMO vs. VFMV - Sharpe Ratio Comparison

The current VFMO Sharpe Ratio is 1.30, which is higher than the VFMV Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VFMO and VFMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VFMOVFMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.63

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.80

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.66

-0.08

Correlation

The correlation between VFMO and VFMV is 0.76, 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. VFMV - Dividend Comparison

VFMO's dividend yield for the trailing twelve months is around 0.74%, less than VFMV's 2.04% yield.

TTM20252024202320222021202020192018
VFMO
Vanguard U.S. Momentum Factor ETF		0.74%0.82%0.72%0.89%1.72%0.81%0.45%1.22%0.70%
VFMV
Vanguard U.S. Minimum Volatility ETF		2.04%2.12%1.46%2.20%2.08%1.31%2.14%2.43%2.29%

Drawdowns

VFMO vs. VFMV - Drawdown Comparison

The maximum VFMO drawdown since its inception was -36.77%, which is greater than VFMV's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for VFMO and VFMV.

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Drawdown Indicators

VFMOVFMVDifference

Max Drawdown

Largest peak-to-trough decline

-36.77%

-33.64%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-9.63%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.80%

-15.41%

-10.39%

Current Drawdown

Current decline from peak

-4.87%

-4.26%

-0.61%

Average Drawdown

Average peak-to-trough decline

-7.91%

-3.69%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.09%

+1.37%

Volatility

VFMO vs. VFMV - Volatility Comparison

Vanguard U.S. Momentum Factor ETF (VFMO) has a higher volatility of 9.31% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.43%. This indicates that VFMO's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VFMOVFMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

3.43%

+5.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

6.62%

+11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

25.09%

12.28%

+12.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.73%

11.77%

+9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.64%

14.34%

+9.30%