Vanguard U.S. Momentum Factor ETF (VFMO)
Description
The VFMO ETF contains 760 constituents. It is focused on growth holdings in the North America region.
Price $111.31 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.71% |
| Expense ratio | 0.13% |
| Average spread | 0.162% |
| 1Y roundtrip cost | 0.292% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -9.0% | 1.3% | 3.3% | -8.4% | 2.3% | -9.6% | 8.4% | -0.4% | -7.6% | 5.2% | -14.5% | ||
| 2021 | 5.3% | 5.7% | -1.0% | 2.7% | 1.4% | 2.0% | -2.0% | 3.4% | -3.3% | 6.7% | -3.7% | 1.1% | 18.3% |
| 2020 | 0.6% | -7.3% | -15.8% | 13.6% | 8.0% | 3.9% | 6.9% | 4.8% | -1.3% | -2.4% | 14.7% | 6.2% | 31.7% |
| 2019 | 10.0% | 5.6% | 0.4% | 1.9% | -3.5% | 6.0% | 2.1% | -1.1% | -2.7% | 1.6% | 3.8% | 1.7% | 25.9% |
| 2018 | 0.0% | -0.4% | 6.0% | -0.2% | 1.6% | 6.6% | -1.2% | -10.6% | -1.0% | -10.9% | -10.0% | ||
| 6.9% | 5.1% | -13.1% | 9.4% | 14.2% | 2.2% | 16.9% | 13.4% | -16.1% | 0.5% | 13.8% | -1.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.36 | 0.56 | 0.49 | 1.40 | |||||||||
| 2021 | 0.11 | 0.21 | 0.26 | 0.50 | 1.07 | ||||||||
| 2020 | 0.13 | 0.13 | 0.06 | 0.19 | 0.51 | ||||||||
| 2019 | 0.20 | 0.29 | 0.20 | 0.36 | 1.06 | ||||||||
| 2018 | 0.17 | 0.12 | 0.18 | 0.47 | |||||||||
| 0.00 | 0.00 | 0.80 | 0.00 | 0.00 | 1.35 | 0.00 | 0.00 | 1.13 | 0.00 | 0.00 | 1.23 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Johnson Controls International plc | 1.29% |
| Morgan Stanley | 1.07% |
| Moderna, Inc. | 1.06% |
| HCA Healthcare Inc | 1.06% |
| Wells Fargo & Company | 1.01% |
| Blackstone Inc. | 1.01% |
| Charles Schwab Corporation | 1.00% |
| ConocoPhillips | 0.95% |
| Capital One Financial Corporation | 0.95% |
| American International Group, Inc. | 0.94% |
| Oracle Corporation | 0.91% |
| American Financial Group, Inc. | 0.90% |
| Tesla Inc | 0.88% |
| Target Corporation | 0.83% |
| PNC Financial Services Group, Inc. | 0.80% |
| Top 15 Weights | 14.66% |
Compare with similar ETFs
| VFMO | FAD | FNY | FV | VXF | XMHQ | |
|---|---|---|---|---|---|---|
| Product name | Vanguard U.S. Momentum Factor ETF | First Trust Multi Cap Growth AlphaDEX Fund | First Trust Mid Cap Growth AlphaDEX Fund | First Trust Dorsey Wright Focus 5 ETF | Vanguard Extended Market ETF | Invesco S&P MidCap Quality ETF |
| Issuer | Vanguard | First Trust | First Trust | First Trust | Vanguard | Invesco |
| Price | $111.309 | $93.95 | $55.7001 | $44.6589 | $129.02 | $64.85 |
| Expense Ratio | 0.13% |  0.63% | 0.7% | 0.87% |  0.06% | 0.25% |
| Average Spread | 0.162% | 0.277% | 0.144% | 0.090% | 0.101% | 0.278% |
| AUM | $153,137,000 | $191,981,000 | $313,797,000 | $2,603,620,000 | $12,019,000,000 | $235,463,000 |
| Shares | 1,375,779 | 2,043,441 | 5,633,695 | 58,300,101 | 93,156,173 | 3,630,885 |
| Average Daily Volume | 12,820 | 16,800 | 41,987 | 218,896 | 438,287 | 28,727 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2018-02-13 | 2007-05-08 | 2011-04-18 | 2014-03-06 | 2001-12-27 | 2006-12-01 |
| Index Tracked | No Underlying Index | NASDAQ AlphaDEX Multi Cap Growth Index | NASDAQ AlphaDEX Mid Cap Growth Index | Dorsey Wright Focus Five Index | S&P Completion | S&P MidCap 400 Quality Index |
| Category | All Cap Equities | All Cap Equities | Mid Cap Growth Equities | Global Equities | All Cap Equities | Mid Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid/Small Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large/Mid Caps |
| Value or Growth | Growth | Growth | Growth | Growth | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | Broad | U.S. | U.S. |
| Annual Dividend Rate | $1.902 | $0.404 | $0.023 | $0.442 | $1.604 | $1.027 |
| Annual Dividend Yield | 0.017% | 0.004% | 0.000% | 0.010% | 0.012% | 0.016% |
| Number of Holdings | 760 | 672 | 226 | 6 | 3417 | 78 |
| YTD Return | -15.36% | -24.98% | -24.88% | -8.31% | -29.00% | -18.18% |
| Beta | 1.14 | 1.04 | 1.15 | 1.14 | 1.13 | 1.03 |
| Upside Beta | 0.65 | 0.15 | 0.11 | 0.38 | 0.33 | 0.15 |
| Downside Beta | 0.59 | -0.18 | -0.30 | -0.18 | 0.17 | -0.13 |
| Volatility 1Y | 24.85% | 26.43% | 28.55% | 26.28% | 29.53% | 26.69% |
| Sharpe Ratio 3Y | 0.72 | 0.51 | 0.36 | 1.00 | 0.18 | 0.59 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 | 0.01 |