VMOT vs. AAVM

Last updated Aug 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 6.32%/yr vs 6.32%/yr for AAVM. Their 1.00 correlation means they have historically moved very closely together. 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 13.93% and AAVM at 13.93%.

VMOT

• 1D: 0.25%
• 1M: 0.02%
• 6M: 6.39%
• YTD: 13.93%
• 1Y: 28.99%
• 3Y*: 16.72%
• 5Y*: 6.32%
• 10Y*: —
• ALL TIME*: 4.81%

AAVM

• 1D: 0.25%
• 1M: 0.02%
• 6M: 6.39%
• YTD: 13.93%
• 1Y: 28.99%
• 3Y*: 16.72%
• 5Y*: 6.32%
• 10Y*: —
• ALL TIME*: 4.81%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AAVM Alpha Architect Global Factor Equity ETF	$66.38K	$54.09K	$71.17K
VMOT Alpha Architect Value Momentum Trend ETF	$66.38K	$54.09K	$71.17K

VMOT vs. AAVM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VMOT Alpha Architect Value Momentum Trend ETF	13.93%	18.54%	12.07%	-0.74%	-7.00%	3.52%	4.69%	4.59%	-15.64%	14.98%
AAVM Alpha Architect Global Factor Equity ETF	13.93%	18.54%	12.07%	-0.74%	-7.00%	3.52%	4.69%	4.59%	-15.64%	14.98%

Correlation

The correlation between VMOT and AAVM is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	1.00
Correlation (3Y) Balances recent behavior with more history.	1.00
Correlation (5Y) Shows whether the relationship held over a longer period.	1.00
Correlation (All Time) Calculated using the full available price history since Jun 13, 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%	24.3%
Consumer Cyclical	18.8%	11.6%
Technology	11.4%	15.4%
Energy	8.6%	13.9%
Consumer Defensive	8.5%	4.0%
Healthcare	8.4%	8.7%
Financial Services	8.1%	1.8%
Communication Services	7.3%	4.6%
Basic Materials	5.1%	12.5%
Utilities	3.3%	2.8%
Real Estate	0.6%	0.6%

Return for Risk

VMOT vs. AAVM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VMOT

VMOT Risk / Return Rank: 75
VMOT Sharpe Ratio Rank: 76
VMOT Sortino Ratio Rank: 76
VMOT Omega Ratio Rank: 76
VMOT Calmar Ratio Rank: 74
VMOT Martin Ratio Rank: 76

AAVM

AAVM Risk / Return Rank: 75
AAVM Sharpe Ratio Rank: 75
AAVM Sortino Ratio Rank: 76
AAVM Omega Ratio Rank: 75
AAVM Calmar Ratio Rank: 74
AAVM Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	VMOT	AAVM	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.81	0.00
Sortino ratio: Return per unit of downside risk	2.57	2.57	0.00
Omega ratio: Gain probability vs. loss probability	1.33	1.33	0.00
Calmar ratio: Return relative to maximum drawdown	2.68	2.68	0.00
Martin ratio: Return relative to average drawdown	10.01	10.01	0.00

VMOT vs. AAVM - Sharpe Ratio Comparison

The current VMOT Sharpe Ratio is 1.81, which is comparable to the AAVM Sharpe Ratio of 1.81. 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.

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	-3.40%	-3.40%	0.00%
Average Drawdown Average peak-to-trough decline	-13.13%	-13.13%	0.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.90%	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 4.03% and 4.03%, 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	4.03%	4.03%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	13.85%	13.85%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	16.17%	16.17%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	15.74%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	14.93%	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 1.80%, which matches AAVM's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAVM Alpha Architect Global Factor Equity ETF	1.80%	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	1.80%	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 (4.03%) compared to VMOT (4.03%). 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 6.32% vs 6.32% 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 6.32% return vs 6.32%. 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 1.80%.

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 (1.81 vs 1.81), 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.