VMOT vs. AAVM

Last updated Jun 4, 2026

VMOT (Alpha Architect Value Momentum Trend ETF) and AAVM (Alpha Architect Global Factor Equity ETF) are both exchange-traded funds - VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index, while AAVM is a Multi-factor fund actively managed by Alpha Architect. VMOT is passively managed, while AAVM is actively managed. Over the past 5 years, VMOT returned 6.94%/yr vs 6.94%/yr for AAVM. With a 1.00 correlation, they move nearly in lockstep. VMOT charges 1.75%/yr vs 0.45%/yr for AAVM.

Performance

VMOT vs. AAVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect Value Momentum Trend ETF (VMOT) and Alpha Architect Global Factor Equity ETF (AAVM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VMOT at 17.28% and AAVM at 17.28%.

VMOT

• 1D: -0.37%
• 1M: 3.80%
• YTD: 17.28%
• 6M: 20.07%
• 1Y: 34.59%
• 3Y*: 19.57%
• 5Y*: 6.94%
• 10Y*: —

AAVM

• 1D: -0.37%
• 1M: 3.80%
• YTD: 17.28%
• 6M: 20.07%
• 1Y: 34.59%
• 3Y*: 19.57%
• 5Y*: 6.94%
• 10Y*: —

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

VMOT vs. AAVM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VMOT Alpha Architect Value Momentum Trend ETF	17.28%	18.54%	12.07%	-0.74%	-7.00%	3.52%	4.69%	4.59%	-15.64%	14.62%
AAVM Alpha Architect Global Factor Equity ETF	17.28%	18.54%	12.07%	-0.74%	-7.00%	3.52%	4.69%	4.59%	-15.64%	14.62%

Correlation

The correlation between VMOT and AAVM is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jun 14, 2017	1.00

The correlation between VMOT and AAVM has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

VMOT vs. AAVM - Sectors Allocation Comparison

Sectors	VMOT	AAVM
Industrials	19.9%	28.7%
Consumer Cyclical	18.8%	15.3%
Technology	11.4%	14.4%
Energy	8.6%	6.0%
Consumer Defensive	8.5%	4.0%
Healthcare	8.4%	5.8%
Financial Services	8.1%	1.3%
Communication Services	7.3%	3.4%
Basic Materials	5.1%	15.4%
Utilities	3.3%	4.3%
Real Estate	0.6%	1.4%

Return for Risk

VMOT vs. AAVM — Risk / Return Rank

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

VMOT

VMOT Risk / Return Rank: 69
VMOT Sharpe Ratio Rank: 69
VMOT Sortino Ratio Rank: 70
VMOT Omega Ratio Rank: 69
VMOT Calmar Ratio Rank: 65
VMOT Martin Ratio Rank: 71

AAVM

AAVM Risk / Return Rank: 69
AAVM Sharpe Ratio Rank: 69
AAVM Sortino Ratio Rank: 70
AAVM Omega Ratio Rank: 69
AAVM Calmar Ratio Rank: 65
AAVM Martin Ratio Rank: 72

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.

VMOT vs. AAVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and Alpha Architect Global Factor Equity ETF (AAVM). 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.

	VMOT	AAVM	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.28	0.00
Sortino ratio: Return per unit of downside risk	3.20	3.20	0.00
Omega ratio: Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio: Return relative to maximum drawdown	3.20	3.20	0.00
Martin ratio: Return relative to average drawdown	13.42	13.42	0.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VMOT vs. AAVM - Sharpe Ratio Comparison

The current VMOT Sharpe Ratio is 2.28, which is comparable to the AAVM Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of VMOT and AAVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VMOT	AAVM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	2.28	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.44	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.35	0.00

Drawdowns

VMOT vs. AAVM - Drawdown Comparison

The maximum VMOT drawdown since its inception was -34.71%, roughly equal to the maximum AAVM drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for VMOT and AAVM.

Drawdown Indicators

	VMOT	AAVM	Difference
Max Drawdown Largest peak-to-trough decline	-34.71%	-34.71%	0.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-10.85%	0.00%
Max Drawdown (3Y) Largest decline over 3 years	-20.23%	-20.23%	0.00%
Max Drawdown (5Y) Largest decline over 5 years	-23.73%	-23.73%	0.00%
Current Drawdown Current decline from peak	-0.55%	-0.55%	0.00%
Average Drawdown Average peak-to-trough decline	-13.32%	-13.32%	0.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.58%	0.00%

Volatility

VMOT vs. AAVM - Volatility Comparison

Alpha Architect Value Momentum Trend ETF (VMOT) and Alpha Architect Global Factor Equity ETF (AAVM) have volatilities of 5.00% and 5.00%, 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.

Volatility by Period

	VMOT	AAVM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	5.00%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	12.87%	12.87%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	15.26%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	15.68%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.90%	14.90%	0.00%

VMOT vs. AAVM - Expense Ratio Comparison

VMOT has a 1.75% expense ratio, which is higher than AAVM's 0.45% expense ratio.

Dividends

VMOT vs. AAVM - Dividend Comparison

VMOT's dividend yield for the trailing twelve months is around 1.75%, which matches AAVM's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAVM Alpha Architect Global Factor Equity ETF	1.75%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%
VMOT Alpha Architect Value Momentum Trend ETF	1.75%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%

Frequently Asked Questions

Can I hold both VMOT and AAVM in my portfolio?

With a correlation of 1.00, VMOT and AAVM 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 is riskier, VMOT or AAVM?

AAVM has higher volatility (5.00%) compared to VMOT (5.00%). In terms of maximum drawdown, VMOT dropped -34.71% vs AAVM's -34.71%.

Which ETF is better, VMOT or AAVM?

On 5-year performance, AAVM leads with 6.94% vs 6.94% for VMOT. On fees, AAVM is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VMOT or AAVM?

Over the 5-year period, AAVM has performed better with a 6.94% return vs 6.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VMOT or AAVM?

AAVM is cheaper with a 0.45% expense ratio, compared with 1.75% for VMOT.

Which ETF pays a higher dividend yield, VMOT or AAVM?

VMOT and AAVM have nearly identical dividend yields, around 1.75%.

What is the main difference between VMOT and AAVM?

VMOT is categorized as Momentum, while AAVM is Multi-factor. Their fees differ too: 1.75% for VMOT and 0.45% for AAVM.

Which has better risk-adjusted returns?

AAVM currently has the higher Sharpe Ratio (2.28 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.