VMOT vs. VOO
Compare and contrast key facts about Alpha Architect Value Momentum Trend ETF (VMOT) and Vanguard S&P 500 ETF (VOO).
VMOT and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both VMOT and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMOT or VOO.
Key characteristics
| VMOT | VOO | |
|---|---|---|
| YTD Return | 17.78% | 27.26% |
| 1Y Return | 28.96% | 37.86% |
| 3Y Return (Ann) | 0.93% | 10.35% |
| 5Y Return (Ann) | 4.01% | 16.03% |
| Sharpe Ratio | 1.51 | 3.25 |
| Sortino Ratio | 2.06 | 4.31 |
| Omega Ratio | 1.33 | 1.61 |
| Calmar Ratio | 1.20 | 4.74 |
| Martin Ratio | 11.92 | 21.63 |
| Ulcer Index | 2.55% | 1.85% |
| Daily Std Dev | 20.15% | 12.25% |
| Max Drawdown | -34.71% | -33.99% |
| Current Drawdown | -3.61% | 0.00% |
Correlation
The correlation between VMOT and VOO is 0.63, 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.
Performance
VMOT vs. VOO - Performance Comparison
In the year-to-date period, VMOT achieves a 17.78% return, which is significantly lower than VOO's 27.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VMOT vs. VOO - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VMOT vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
VMOT vs. VOO - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 3.51%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 3.51% | 4.13% | 2.24% | 0.81% | 0.00% | 1.76% | 0.92% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VMOT vs. VOO - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VMOT and VOO. For additional features, visit the drawdowns tool.
Volatility
VMOT vs. VOO - Volatility Comparison
The current volatility for Alpha Architect Value Momentum Trend ETF (VMOT) is 3.64%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that VMOT experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.