Alpha Architect Value Momentum Trend ETF

Alpha Architect Value Momentum Trend ETF (VMOT)

Description

The investment seeks to track the performance of the Alpha Architect Value Momentum Trend Index. The VMOT ETF contains 192 constituents. It is focused on blend holdings in the North America region.

Price $26.02 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	0.75%
Expense ratio	1.75%
Average spread	0.269%
1Y roundtrip cost	2.019%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-6.8%	1.5%	1.8%	-3.5%	1.1%	-5.3%	1.1%	3.4%	-0.1%	4.5%			-2.3%
2021	3.5%	-0.7%	0.9%	2.4%	-0.2%	-0.4%	0.4%	1.7%	-5.1%	3.8%	-3.7%	1.3%	3.8%
2020	-2.1%	-9.4%	-6.6%	3.7%	3.6%	0.3%	3.7%	3.6%	-0.1%	-2.2%	5.5%	5.8%	5.9%
2019	3.5%	-0.5%	-0.5%	1.5%	-6.8%	2.0%	0.9%	-2.5%	0.1%	2.4%	3.1%	1.9%	5.0%
2018	5.0%	-2.4%	-1.5%	-1.9%	2.6%	-1.6%	0.6%	1.1%	-1.0%	-9.7%	-1.4%	-5.8%	-16.1%
2017						0.5%	3.5%	0.8%	3.6%	2.9%	3.0%	1.3%	15.5%
	3.2%	-11.6%	-5.9%	2.2%	0.2%	-4.5%	10.2%	8.0%	-2.6%	1.5%	6.6%	4.5%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2021									0.02			0.20	0.22
2019			0.08									0.36	0.44
2018			0.02			0.13			0.04			0.04	0.22
2017									0.10			0.14	0.24
	0.00	0.00	0.11	0.00	0.00	0.13	0.00	0.00	0.15	0.00	0.00	0.73

Sectors and Top Holdings

Security	% Assets
Alpha Architect International Quantitative Momentum ETF	30.48%
Alpha Architect International Quantitative Value ETF	26.19%
Alpha Architect U.S. Quantitative Value ETF	22.00%
Alpha Architect U.S. Quantitative Momentum ETF	20.91%
First American Funds Inc X Government Obligations Fund	0.44%
Top 5 Weights	100.02%

Compare with similar ETFs

	VMOT	FRDM	IQM	JIG	KEMX	TPIF
Product name	Alpha Architect Value Momentum Trend ETF	Freedom 100 Emerging Markets ETF	Franklin Intelligent Machines ETF	JPMorgan International Growth ETF	KraneShares MSCI Emerging Markets ex China Index ETF	Timothy Plan International ETF
Issuer	Alpha Architect	Alpha Architect	Franklin	JPMorgan	KraneShares	Timothy
Price	$26.015	$25.485	$33.185	$46.6824	$22.93	$20.5
Expense Ratio	1.75%	0.49%	0.5%	0.55%	0.25%	0.62%
Average Spread	0.269%	0.471%	0.301%	0.386%	0.174%	0.488%
AUM	$44,445,400	$79,732,200	$8,276,770	$35,931,900	$18,255,200	$57,857,900
Shares	1,708,453	3,128,593	249,413	769,710	796,129	2,822,335
Average Daily Volume	3,453	63,589	660	13,700	3,737	23,827
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2017-05-03	2019-05-23	2020-02-25	2020-05-20	2019-04-12	2019-12-02
Index Tracked	Alpha Architect Value Momentum Trend Index	Life + Liberty Freedom 100 Emerging Markets Index	No Underlying Index	No Underlying Index	MSCI Emerging Markets ex China Index	Victory International Volatility Weighted BRI Index
Category	Global Equities	Foreign Large Cap Equities	Large Cap Growth Equities	Foreign Large Cap Equities	Foreign Large Cap Equities	Foreign Large Cap Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large Caps	Large/Mid Caps	Large/Mid Caps
Value or Growth	Blend	Blend	Blend	Growth	Blend	Blend
Region	North America	Asia-Pacific	North America	Europe	Asia-Pacific	Europe
Countries	Broad	Broad	U.S.	Broad	Broad	Broad
Annual Dividend Rate	$0.195	$0.5	$0.094	$1.029	$1.491	$0.684
Annual Dividend Yield	0.007%	0.020%	0.003%	0.022%	0.065%	0.033%
Number of Holdings	192	100	60	57	289	383
YTD Return	-2.93%	-23.05%	-38.85%	-38.83%	-26.36%	-27.98%
Beta	0.08	0.94	1.25	0.64	0.86	0.72
Upside Beta	-0.13	0.65	0.76	0.04	0.57	0.40
Downside Beta	-0.22	0.12	-0.27	-0.69	-0.04	-0.51
Volatility 1Y	15.14%	22.62%	35.03%	25.10%	19.76%	19.60%
Sharpe Ratio 3Y	0.27	-0.09	0.00	0.00	-0.13	0.00
Treynor Ratio 3Y	0.04	0.00	0.00	0.00	0.00	0.00

Securities Database