VMOT vs. MOOD

Last updated Aug 4, 2026

VMOT (Alpha Architect Value Momentum Trend ETF) and MOOD (Relative Sentiment Tactical Allocation ETF) are both exchange-traded funds - VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index, while MOOD is a Tactical Allocation fund actively managed by Alpha Architect. VMOT is passively managed, while MOOD is actively managed. Over the past 3 years, VMOT returned 16.72%/yr vs 19.85%/yr for MOOD. Their 0.61 correlation means they have sometimes moved together and sometimes differently. VMOT charges 1.75%/yr vs 0.73%/yr for MOOD.

Performance

VMOT vs. MOOD - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with VMOT having a 13.93% return and MOOD slightly lower at 13.59%.

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%

MOOD

• 1D: 0.28%
• 1M: 0.16%
• 6M: 7.23%
• YTD: 13.59%
• 1Y: 32.49%
• 3Y*: 19.85%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.20%

*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)
MOOD Relative Sentiment Tactical Allocation ETF	$508.55K	$604.31K	$738.84K
VMOT Alpha Architect Value Momentum Trend ETF	$66.38K	$54.09K	$71.17K

VMOT vs. MOOD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VMOT Alpha Architect Value Momentum Trend ETF	13.93%	18.54%	12.07%	-0.74%	0.66%
MOOD Relative Sentiment Tactical Allocation ETF	13.59%	30.39%	12.53%	12.56%	-3.31%

Correlation

The correlation between VMOT and MOOD is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (3Y) Balances recent behavior with more history.	0.79
Correlation (All Time) Calculated using the full available price history since May 19, 2022	0.61

Over the past year, VMOT and MOOD have become more correlated (0.82) than their long-term average of 0.61, meaning their price movements have been converging.

VMOT vs. MOOD - Sectors Allocation Comparison

Sectors	VMOT	MOOD
Industrials	19.9%	9.9%
Consumer Cyclical	18.8%	9.0%
Technology	11.4%	33.5%
Energy	8.6%	3.0%
Consumer Defensive	8.5%	4.4%
Healthcare	8.4%	9.0%
Financial Services	8.1%	12.4%
Communication Services	7.3%	8.6%
Basic Materials	5.1%	5.9%
Utilities	3.3%	2.2%
Real Estate	0.6%	2.1%

Return for Risk

VMOT vs. MOOD — 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

MOOD

MOOD Risk / Return Rank: 85
MOOD Sharpe Ratio Rank: 89
MOOD Sortino Ratio Rank: 80
MOOD Omega Ratio Rank: 91
MOOD Calmar Ratio Rank: 86
MOOD Martin Ratio Rank: 78

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. MOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and Relative Sentiment Tactical Allocation ETF (MOOD). 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	MOOD	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.23	-0.42
Sortino ratio: Return per unit of downside risk	2.57	2.66	-0.09
Omega ratio: Gain probability vs. loss probability	1.33	1.44	-0.11
Calmar ratio: Return relative to maximum drawdown	2.68	3.36	-0.68
Martin ratio: Return relative to average drawdown	10.01	10.17	-0.16

VMOT vs. MOOD - Sharpe Ratio Comparison

The current VMOT Sharpe Ratio is 1.81, which is comparable to the MOOD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VMOT and MOOD, 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. MOOD - Drawdown Comparison

The maximum VMOT drawdown since its inception was -34.71%, which is greater than MOOD's maximum drawdown of -14.34%. Use the drawdown chart below to compare losses from any high point for VMOT and MOOD.

Drawdown Indicators

	VMOT	MOOD	Difference
Max Drawdown Largest peak-to-trough decline	-34.71%	-14.34%	-20.37%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-9.71%	-1.14%
Max Drawdown (3Y) Largest decline over 3 years	-20.23%	-9.71%	-10.52%
Max Drawdown (5Y) Largest decline over 5 years	-23.73%	—	—
Current Drawdown Current decline from peak	-3.40%	-1.81%	-1.59%
Average Drawdown Average peak-to-trough decline	-13.13%	-2.30%	-10.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.20%	-0.30%

Volatility

VMOT vs. MOOD - Volatility Comparison

Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 4.03% compared to Relative Sentiment Tactical Allocation ETF (MOOD) at 2.46%. This indicates that VMOT's price experiences larger fluctuations and is considered to be riskier than MOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VMOT	MOOD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	2.46%	+1.57%
Volatility (6M) Calculated over the trailing 6-month period	13.85%	9.80%	+4.05%
Volatility (1Y) Calculated over the trailing 1-year period	16.17%	14.69%	+1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	12.08%	+3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.93%	12.08%	+2.85%

VMOT vs. MOOD - Expense Ratio Comparison

VMOT has a 1.75% expense ratio, which is higher than MOOD's 0.73% expense ratio.

Dividends

VMOT vs. MOOD - Dividend Comparison

VMOT's dividend yield for the trailing twelve months is around 1.80%, more than MOOD's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MOOD Relative Sentiment Tactical Allocation ETF	0.35%	0.40%	1.33%	1.34%	1.43%	0.00%	0.00%	0.00%	0.00%	0.00%
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 MOOD in my portfolio?

VMOT and MOOD have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VMOT or MOOD?

VMOT has higher volatility (4.03%) compared to MOOD (2.46%). In terms of maximum drawdown, VMOT dropped -34.71% vs MOOD's -14.34%.

Which ETF is better, VMOT or MOOD?

On 3-year performance, MOOD leads with 19.85% vs 16.72% for VMOT. On fees, MOOD is cheaper at 0.73% per year. On volatility, MOOD has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VMOT or MOOD?

Over the 3-year period, MOOD has performed better with a 19.85% return vs 16.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VMOT or MOOD?

MOOD is cheaper with a 0.73% expense ratio, compared with 1.75% for VMOT.

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

VMOT has the higher dividend yield at 1.80%, compared with 0.35% for MOOD.

What is the main difference between VMOT and MOOD?

VMOT is categorized as Momentum, while MOOD is Tactical Allocation. Their fees differ too: 1.75% for VMOT and 0.73% for MOOD.

Which has better risk-adjusted returns?

MOOD currently has the higher Sharpe Ratio (2.23 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.