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VFMO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFMO and VOO is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VFMO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Momentum Factor ETF (VFMO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
109.54%
127.52%
VFMO
VOO

Key characteristics

Sharpe Ratio

VFMO:

0.24

VOO:

0.54

Sortino Ratio

VFMO:

0.51

VOO:

0.88

Omega Ratio

VFMO:

1.07

VOO:

1.13

Calmar Ratio

VFMO:

0.25

VOO:

0.55

Martin Ratio

VFMO:

0.85

VOO:

2.27

Ulcer Index

VFMO:

7.24%

VOO:

4.55%

Daily Std Dev

VFMO:

25.63%

VOO:

19.19%

Max Drawdown

VFMO:

-36.77%

VOO:

-33.99%

Current Drawdown

VFMO:

-14.81%

VOO:

-9.90%

Returns By Period

In the year-to-date period, VFMO achieves a -7.79% return, which is significantly lower than VOO's -5.74% return.


VFMO

YTD

-7.79%

1M

-2.22%

6M

-6.33%

1Y

5.70%

5Y*

15.72%

10Y*

N/A

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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VFMO vs. VOO - Expense Ratio Comparison

VFMO has a 0.13% expense ratio, which is higher than VOO's 0.03% 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%.


Expense ratio chart for VFMO: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFMO: 0.13%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

VFMO vs. VOO — Risk-Adjusted Performance Rank

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

VFMO
The Risk-Adjusted Performance Rank of VFMO is 4242
Overall Rank
The Sharpe Ratio Rank of VFMO is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VFMO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VFMO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VFMO is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VFMO is 4141
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFMO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for VFMO, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.00
VFMO: 0.24
VOO: 0.54
The chart of Sortino ratio for VFMO, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.00
VFMO: 0.51
VOO: 0.88
The chart of Omega ratio for VFMO, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
VFMO: 1.07
VOO: 1.13
The chart of Calmar ratio for VFMO, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.00
VFMO: 0.25
VOO: 0.55
The chart of Martin ratio for VFMO, currently valued at 0.85, compared to the broader market0.0020.0040.0060.00
VFMO: 0.85
VOO: 2.27

The current VFMO Sharpe Ratio is 0.24, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VFMO and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.24
0.54
VFMO
VOO

Dividends

VFMO vs. VOO - Dividend Comparison

VFMO's dividend yield for the trailing twelve months is around 0.89%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VFMO
Vanguard U.S. Momentum Factor ETF
0.89%0.72%0.89%1.72%0.81%0.45%1.23%0.70%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VFMO vs. VOO - Drawdown Comparison

The maximum VFMO drawdown since its inception was -36.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VFMO and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.81%
-9.90%
VFMO
VOO

Volatility

VFMO vs. VOO - Volatility Comparison

Vanguard U.S. Momentum Factor ETF (VFMO) has a higher volatility of 15.37% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that VFMO's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.37%
13.96%
VFMO
VOO