(VFMO) U.S. Momentum Factor - Overview

ETF Category: Mid-Cap Blend | Exchange: BATS (USA) | Market Cap: 1.668m USD | Total Return: 43.3% in 12m

U.S. Stocks, Exchange-Traded Funds, Momentum Securities
Total Rating 66
Safety 37
Buy Signal -0.14
Mid-Cap Blend
Category Rotation: +0.5
TER: 0.13%
AUM: 1.67B
Avg Turnover: 13.9M
Risk 3d forecast
Volatility18.7%
VaR 5th Pctl3.53%
VaR vs Median5.00%
Reward TTM
Sharpe Ratio1.61
Rel. Str. IBD72.9
Rel. Str. Peer Group83.3
Character TTM
Beta1.297
Beta Downside1.355
Hurst Exponent0.475
Drawdowns 3y
Max DD24.40%
CAGR/Max DD1.13
CAGR/Mean DD7.08

Warnings

No concerns identified

Tailwinds

Supp Ema20

Description: VFMO U.S. Momentum Factor

The Vanguard U.S. Momentum Factor ETF (VFMO) is an actively managed fund targeting domestic common stocks that demonstrate strong recent price appreciation relative to the broader market. By prioritizing securities with upward price trends, the advisor seeks to capture the momentum factor, which suggests that assets with high historical returns tend to persist in their performance over the short to medium term.

The fund maintains a diversified portfolio across various sectors and industry groups to mitigate idiosyncratic risk, with a mandate to invest at least 80% of its assets in U.S.-based companies. Unlike passive index funds, this ETF utilizes a rules-based quantitative model to periodically rebalance holdings based on shifting performance trends. For a deeper look into these factor metrics, consider evaluating the funds specific holdings on ValueRay.

Headlines to Watch Out For
  • Relative strength of price performance relative to broad US equity benchmarks
  • Portfolio turnover rates impact internal transaction costs and tracking error
  • Momentum factor decay during sudden market regime shifts and reversals
  • Concentration in high-growth sectors increases sensitivity to rising interest rates
  • Investor sentiment shifts drive capital flows into or out of factor-based ETFs
What is the price of VFMO shares?

As of May 31, 2026, the stock is trading at USD 232.90 with a total of 60,676 shares traded.
Over the past week, the price has changed by +2.03%, over one month by +6.83%, over three months by +11.63% and over the past year by +43.34%.

Is VFMO a buy, sell or hold?

U.S. Momentum Factor has no consensus analysts rating.