VFQY vs. VFMO

In the year-to-date period, VFQY achieves a 0.05% return, which is significantly higher than VFMO's -1.14% return.

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Both VFQY and VFMO 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and Vanguard U.S. Momentum Factor ETF (VFMO). 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 current VFQY Sharpe Ratio is 0.32, which is comparable to the VFMO Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of VFQY and VFMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VFQY's dividend yield for the trailing twelve months is around 1.38%, more than VFMO's 0.83% yield.

The maximum VFQY drawdown since its inception was -37.41%, roughly equal to the maximum VFMO drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for VFQY and VFMO. For additional features, visit the drawdowns tool.

Vanguard U.S. Quality Factor ETF (VFQY) and Vanguard U.S. Momentum Factor ETF (VFMO) have volatilities of 6.09% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.