Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFMO (Vanguard U.S. Momentum Factor ETF) | 0.04% | 10.67% | 12.73% | 15.65% | NA | NA | NA | 12.53% |
Data as of 05/30/2025, AR inception is 02/20/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFMO (Vanguard U.S. Momentum Factor ETF) | 02/20/2018 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.51 | 10.67 | 12.73 | 15.65 | NA | NA | NA | 12.53 | 0.04 | 26.14 | 16.24 | -12.84 | 19.17 | 31.36 | 28.22 | -10.96 |
| Sharpe Ratio | NA | 0.16 | 0.46 | 0.65 | NA | NA | NA | 0.41 | -0.06 | 1.00 | 0.72 | -0.58 | 0.83 | 0.83 | 1.98 | -0.65 |
| Standard Deviation(%) | NA | 25.63 | 21.68 | 22.51 | NA | NA | NA | 24.04 | 32.89 | 19.49 | 16.85 | 24.66 | 22.99 | 37.47 | 13.53 | 21.40 |
| Draw Down(%) | NA | 24.54 | 24.54 | 25.79 | NA | NA | NA | 36.77 | 23.89 | 12.18 | 15.77 | 21.48 | 11.19 | 36.77 | 6.77 | 27.21 |
| Yield(%) | 0.00 | 0.69 | 1.12 | 1.38 | 0.97 | 0.64 | 0.48 | 1.38 | 0.00 | 0.92 | 1.04 | 1.47 | 0.96 | 0.58 | 1.55 | 0.62 |
Data as of 05/30/2025, AR inception 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) |
26.15%
Dec 2018 - Dec 2021 |
18.66%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart