PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VMOT vs. IMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VMOT vs. IMOM

Last updated Apr 1, 2026

Compare and contrast key facts about Alpha Architect Value Momentum Trend ETF (VMOT) and Alpha Architect International Quantitative Momentum ETF (IMOM).

VMOT and IMOM 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. IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015. Both VMOT and IMOM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VMOT vs. IMOM - 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 International Quantitative Momentum ETF (IMOM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VMOT vs. IMOM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VMOT
Alpha Architect Value Momentum Trend ETF		6.19%18.54%12.07%-0.74%-7.00%3.52%4.69%4.59%-15.64%14.62%
IMOM
Alpha Architect International Quantitative Momentum ETF		4.48%47.20%5.22%9.15%-21.92%-0.75%28.39%18.26%-23.07%15.83%

Returns By Period

In the year-to-date period, VMOT achieves a 6.19% return, which is significantly higher than IMOM's 4.48% return.

VMOT

1D
3.68%
1M
-7.57%
YTD
6.19%
6M
11.24%
1Y
30.33%
3Y*
13.80%
5Y*
5.09%
10Y*
—

IMOM

1D
4.18%
1M
-11.99%
YTD
4.48%
6M
11.43%
1Y
44.75%
3Y*
18.46%
5Y*
6.53%
10Y*
7.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Alpha Architect Value Momentum Trend ETF

Alpha Architect International Quantitative Momentum ETF

Often compared with VMOT:
VMOT vs. VOOVMOT vs. SPMOVMOT vs. VXUSVMOT vs. VTVMOT vs. QVALVMOT vs. AVUVVMOT vs. QQQ
Often compared with IMOM:
IMOM vs. IMTMIMOM vs. IVALIMOM vs. AVDVIMOM vs. VOOIMOM vs. SPYIMOM vs. OSEAIMOM vs. DGS

VMOT vs. IMOM - Expense Ratio Comparison

VMOT has a 1.75% expense ratio, which is higher than IMOM's 0.59% expense ratio.

VMOT
Alpha Architect Value Momentum Trend ETF
IMOM
Alpha Architect International Quantitative Momentum ETF

Return for Risk

VMOT vs. IMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VMOT
VMOT Risk / Return Rank: 8585
Overall Rank
VMOT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VMOT Sortino Ratio Rank: 8484
Sortino Ratio Rank
VMOT Omega Ratio Rank: 8686
Omega Ratio Rank
VMOT Calmar Ratio Rank: 8383
Calmar Ratio Rank
VMOT Martin Ratio Rank: 8787
Martin Ratio Rank
IMOM
IMOM Risk / Return Rank: 9090
Overall Rank
IMOM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IMOM Sortino Ratio Rank: 9191
Sortino Ratio Rank
IMOM Omega Ratio Rank: 9191
Omega Ratio Rank
IMOM Calmar Ratio Rank: 8888
Calmar Ratio Rank
IMOM Martin Ratio Rank: 9191
Martin Ratio Rank
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. IMOM - 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 International Quantitative Momentum ETF (IMOM). 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.

VMOTIMOMDifference

Sharpe ratio

Return per unit of total volatility

1.62

2.01

-0.39

Sortino ratio

Return per unit of downside risk

2.21

2.57

-0.35

Omega ratio

Gain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratio

Return relative to maximum drawdown

2.38

2.72

-0.34

Martin ratio

Return relative to average drawdown

10.49

11.73

-1.24

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. IMOM - Sharpe Ratio Comparison

The current VMOT Sharpe Ratio is 1.62, which is comparable to the IMOM Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VMOT and IMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

VMOTIMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.01

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.33

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.36

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.34

-0.06

Correlation

The correlation between VMOT and IMOM is 0.73, 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. IMOM - Dividend Comparison

VMOT's dividend yield for the trailing twelve months is around 1.93%, less than IMOM's 2.42% yield.

TTM2025202420232022202120202019201820172016
VMOT
Alpha Architect Value Momentum Trend ETF		1.93%2.05%2.54%4.13%2.24%0.82%0.00%1.76%0.93%0.81%0.00%
IMOM
Alpha Architect International Quantitative Momentum ETF		2.42%2.53%4.52%2.95%6.06%1.27%0.59%1.17%0.78%1.11%0.54%

Drawdowns

VMOT vs. IMOM - Drawdown Comparison

The maximum VMOT drawdown since its inception was -34.71%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for VMOT and IMOM.

Loading graphics...

Drawdown Indicators

VMOTIMOMDifference

Max Drawdown

Largest peak-to-trough decline

-34.71%

-45.74%

+11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-15.61%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.73%

-39.27%

+15.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.74%

—

Current Drawdown

Current decline from peak

-7.57%

-12.08%

+4.51%

Average Drawdown

Average peak-to-trough decline

-13.55%

-14.37%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.61%

-0.65%

Volatility

VMOT vs. IMOM - Volatility Comparison

The current volatility for Alpha Architect Value Momentum Trend ETF (VMOT) is 8.08%, while Alpha Architect International Quantitative Momentum ETF (IMOM) has a volatility of 10.61%. This indicates that VMOT experiences smaller price fluctuations and is considered to be less risky than IMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

VMOTIMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

10.61%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

15.14%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

22.43%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

19.93%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

20.09%

-5.27%