VMOT vs. IGTR
Compare and contrast key facts about Alpha Architect Value Momentum Trend ETF (VMOT) and Innovator Gradient Tactical Rotation Strategy ETF (IGTR).
VMOT and IGTR 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. IGTR is an actively managed fund by Innovator. It was launched on Nov 16, 2022.
Performance
VMOT vs. IGTR - Performance Comparison
Loading graphics...
VMOT vs. IGTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 8.20% | 18.54% | 12.07% | -0.74% | -2.82% |
IGTR Innovator Gradient Tactical Rotation Strategy ETF | 2.71% | 15.25% | 4.02% | -0.31% | -2.08% |
Returns By Period
In the year-to-date period, VMOT achieves a 8.20% return, which is significantly higher than IGTR's 2.71% return.
VMOT
- 1D
- 1.90%
- 1M
- -5.09%
- YTD
- 8.20%
- 6M
- 13.04%
- 1Y
- 32.67%
- 3Y*
- 14.52%
- 5Y*
- 5.49%
- 10Y*
- —
IGTR
- 1D
- 1.66%
- 1M
- -5.25%
- YTD
- 2.71%
- 6M
- 8.42%
- 1Y
- 18.90%
- 3Y*
- 10.57%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VMOT vs. IGTR - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than IGTR's 0.80% expense ratio.
Return for Risk
VMOT vs. IGTR — Risk / Return Rank
VMOT
IGTR
VMOT vs. IGTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and Innovator Gradient Tactical Rotation Strategy ETF (IGTR). 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 | IGTR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.00 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.42 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.69 | +0.82 |
Martin ratioReturn relative to average drawdown | 10.98 | 5.75 | +5.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VMOT | IGTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.00 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.34 | -0.05 |
Correlation
The correlation between VMOT and IGTR is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VMOT vs. IGTR - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 1.90%, more than IGTR's 0.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 1.90% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% |
IGTR Innovator Gradient Tactical Rotation Strategy ETF | 0.78% | 0.80% | 2.40% | 0.87% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VMOT vs. IGTR - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, which is greater than IGTR's maximum drawdown of -20.06%. Use the drawdown chart below to compare losses from any high point for VMOT and IGTR.
Loading graphics...
Drawdown Indicators
| VMOT | IGTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -20.06% | -14.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -11.18% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | — | — |
Current DrawdownCurrent decline from peak | -5.82% | -6.82% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -7.23% | -6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.28% | -0.29% |
Volatility
VMOT vs. IGTR - Volatility Comparison
Alpha Architect Value Momentum Trend ETF (VMOT) and Innovator Gradient Tactical Rotation Strategy ETF (IGTR) have volatilities of 7.71% and 7.52%, 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.
Loading graphics...
Volatility by Period
| VMOT | IGTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 7.52% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 14.88% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 18.94% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 16.41% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 16.41% | -1.58% |