Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VFMO (Vanguard U.S. Momentum Factor ETF) | 18.46% | 36.83% | 25.15% | 12.93% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 02/20/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFMO (Vanguard U.S. Momentum Factor ETF) | 02/20/2018 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.22 | 36.83 | 25.15 | 12.93 | NA | NA | NA | … | … | 18.46 | 17.39 | 26.14 | 16.24 | -12.84 | 19.17 | 31.36 | 28.22 | -10.96 |
| Sharpe Ratio | NA | 1.64 | 1.07 | 0.48 | NA | NA | NA | … | … | 1.92 | 0.58 | 1.16 | 0.75 | -0.58 | 0.83 | 0.83 | 1.98 | -0.66 |
| Standard Deviation(%) | NA | 21.79 | 21.76 | 21.81 | NA | NA | NA | … | … | 24.81 | 24.98 | 19.49 | 16.85 | 24.66 | 22.99 | 37.47 | 13.53 | 21.40 |
| Draw Down(%) | NA | 10.98 | 24.40 | 25.79 | NA | NA | NA | … | … | 10.55 | 23.74 | 12.18 | 15.77 | 21.48 | 11.19 | 36.77 | 6.77 | 27.21 |
| Yield(%) | 0.00 | 0.89 | 1.07 | 1.09 | 1.20 | 0.80 | 0.60 | … | … | 0.12 | 0.95 | 0.92 | 1.04 | 1.47 | 0.96 | 0.58 | 1.55 | 0.62 |
Data as of 06/10/2026, Common starting date is 02/20/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFMO (Vanguard U.S. Momentum Factor ETF) |
4.91%
Apr 2021 – Apr 2024 |
6.68%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFMO (Vanguard U.S. Momentum Factor ETF) |
28.70%
May 2023 – May 2026 |
18.70%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart