VMOT vs. VT
Compare and contrast key facts about Alpha Architect Value Momentum Trend ETF (VMOT) and Vanguard Total World Stock ETF (VT).
VMOT and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both VMOT and VT 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 VT.
Key characteristics
| VMOT | VT | |
|---|---|---|
| YTD Return | 15.78% | 18.43% |
| 1Y Return | 23.27% | 26.74% |
| 3Y Return (Ann) | 0.35% | 5.61% |
| 5Y Return (Ann) | 3.55% | 11.17% |
| Sharpe Ratio | 1.31 | 2.52 |
| Sortino Ratio | 1.82 | 3.45 |
| Omega Ratio | 1.29 | 1.46 |
| Calmar Ratio | 1.10 | 3.65 |
| Martin Ratio | 10.30 | 16.54 |
| Ulcer Index | 2.55% | 1.79% |
| Daily Std Dev | 20.15% | 11.78% |
| Max Drawdown | -34.71% | -50.27% |
| Current Drawdown | -5.25% | -1.17% |
Correlation
The correlation between VMOT and VT is 0.70, 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.
Performance
VMOT vs. VT - Performance Comparison
In the year-to-date period, VMOT achieves a 15.78% return, which is significantly lower than VT's 18.43% 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. VT - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
VMOT vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 3.57%, more than VT's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 3.57% | 4.13% | 2.24% | 0.81% | 0.00% | 1.76% | 0.92% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
VMOT vs. VT - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VMOT and VT. For additional features, visit the drawdowns tool.
Volatility
VMOT vs. VT - Volatility Comparison
Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 3.82% compared to Vanguard Total World Stock ETF (VT) at 3.14%. This indicates that VMOT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.