VMOT vs. CGDG

Last updated Apr 3, 2026

Compare and contrast key facts about Alpha Architect Value Momentum Trend ETF (VMOT) and Capital Group Dividend Growers ETF (CGDG).

VMOT and CGDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VMOT is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Value Momentum Trend Index. It was launched on May 3, 2017. CGDG is an actively managed fund by Capital Group. It was launched on Sep 26, 2023.

Performance

VMOT vs. CGDG - Performance Comparison

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

VMOT vs. CGDG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VMOT Alpha Architect Value Momentum Trend ETF	7.37%	18.54%	12.07%	6.68%
CGDG Capital Group Dividend Growers ETF	1.66%	22.74%	11.52%	9.54%

Returns By Period

In the year-to-date period, VMOT achieves a 7.37% return, which is significantly higher than CGDG's 1.66% return.

VMOT

• 1D: -0.77%
• 1M: -2.58%
• YTD: 7.37%
• 6M: 11.99%
• 1Y: 30.23%
• 3Y*: 13.87%
• 5Y*: 5.32%
• 10Y*: —

CGDG

• 1D: 0.08%
• 1M: -1.81%
• YTD: 1.66%
• 6M: 4.53%
• 1Y: 18.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VMOT vs. CGDG - Expense Ratio Comparison

VMOT has a 1.75% expense ratio, which is higher than CGDG's 0.47% expense ratio.

VMOT

Alpha Architect Value Momentum Trend ETF

CGDG

Capital Group Dividend Growers ETF

Return for Risk

VMOT vs. CGDG — Risk / Return Rank

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

VMOT

VMOT Risk / Return Rank: 80
VMOT Sharpe Ratio Rank: 80
VMOT Sortino Ratio Rank: 80
VMOT Omega Ratio Rank: 82
VMOT Calmar Ratio Rank: 76
VMOT Martin Ratio Rank: 82

CGDG

CGDG Risk / Return Rank: 69
CGDG Sharpe Ratio Rank: 70
CGDG Sortino Ratio Rank: 70
CGDG Omega Ratio Rank: 69
CGDG Calmar Ratio Rank: 64
CGDG Martin Ratio Rank: 71

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. CGDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and Capital Group Dividend Growers ETF (CGDG). 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	CGDG	Difference
Sharpe ratio Return per unit of total volatility	1.61	1.31	+0.29
Sortino ratio Return per unit of downside risk	2.21	1.87	+0.33
Omega ratio Gain probability vs. loss probability	1.34	1.27	+0.06
Calmar ratio Return relative to maximum drawdown	2.42	1.91	+0.51
Martin ratio Return relative to average drawdown	10.49	8.55	+1.95
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. CGDG - Sharpe Ratio Comparison

The current VMOT Sharpe Ratio is 1.61, which is comparable to the CGDG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of VMOT and CGDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VMOT	CGDG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.31	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	1.51	-1.22

Correlation

The correlation between VMOT and CGDG is 0.83, 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

VMOT vs. CGDG - Dividend Comparison

VMOT's dividend yield for the trailing twelve months is around 1.91%, less than CGDG's 1.94% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VMOT Alpha Architect Value Momentum Trend ETF	1.91%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%
CGDG Capital Group Dividend Growers ETF	1.94%	1.95%	2.15%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VMOT vs. CGDG - Drawdown Comparison

The maximum VMOT drawdown since its inception was -34.71%, which is greater than CGDG's maximum drawdown of -10.52%. Use the drawdown chart below to compare losses from any high point for VMOT and CGDG.

Drawdown Indicators

	VMOT	CGDG	Difference
Max Drawdown Largest peak-to-trough decline	-34.71%	-10.52%	-24.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-8.04%	-2.81%
Max Drawdown (5Y) Largest decline over 5 years	-23.73%	—	—
Current Drawdown Current decline from peak	-6.55%	-4.53%	-2.02%
Average Drawdown Average peak-to-trough decline	-13.54%	-1.29%	-12.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.02%	2.21%	+0.81%

Volatility

VMOT vs. CGDG - Volatility Comparison

Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 7.64% compared to Capital Group Dividend Growers ETF (CGDG) at 4.62%. This indicates that VMOT's price experiences larger fluctuations and is considered to be riskier than CGDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VMOT	CGDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.64%	4.62%	+3.02%
Volatility (6M) Calculated over the trailing 6-month period	11.91%	8.28%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	18.93%	14.10%	+4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.66%	12.21%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.83%	12.21%	+2.62%