VFMO ETF Analysis: U.S. Momentum Factor | BATS

Mid-Cap Blend | BATS, USA | Market Cap: 1.865m USD | 12M Return: 35% | Charts, Fundamentals & Technical Analysis

U.S. Common Stocks, Mid-Cap Equities, Momentum Stocks, Diversified Sectors
Total Rating 66
Safety 43
Buy Signal -0.22
Mid-Cap Blend
Category Rotation: -8.0
TER: 0.13%
AUM: 1.86B
Avg Turnover: 17.9M
Risk 3d forecast
Volatility23.4%
VaR 5th Pctl4.44%
VaR vs Median5.14%
Reward TTM
Sharpe Ratio1.22
Rel. Str. IBD66.5
Rel. Str. Peer Group84.1
Character TTM
Beta1.322
Beta Downside1.359
Hurst Exponent0.438
Drawdowns 3y
Max DD24.40%
CAGR/Max DD1.03
CAGR/Mean DD6.31

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 8.4 years of data

Jan +2.3% 30
Feb +0.1% 14
Mar -3.7% 17
Apr -0.4% 16
May +1.1% 31
Jun +1.9% 16
Jul +1.0% 22
Aug -0.8% 10
Sep -3.9% 46
Oct -0.5% 9
Nov +2.0% 21
Dec -0.6% 23

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: VFMO U.S. Momentum Factor

Vanguard U.S. Momentum Factor ETF (VFMO) is a U.S.-listed exchange-traded fund on the BATS exchange that pursues a momentum investing strategy. The fund primarily invests in U.S. common stocks identified by the advisor as having strong recent performance, aiming to capture higher returns relative to the broad U.S. equity market. Under normal conditions, at least 80% of its assets are allocated to securities issued by U.S. companies, and the portfolio is constructed across a diverse mix of market sectors and industry groups.

Momentum investing is a well-established factor-based strategy that selects securities exhibiting recent upward price trends, based on the empirical tendency for prior winners to continue outperforming over the short-to-medium term. The fund launched in February 2018 and is categorized in the Mid-Cap Blend segment, reflecting its typical exposure to mid-sized U.S. companies, though its small overall market capitalization places it among the smaller ETFs by total assets.

Headlines to Watch Out For
  • U.S. equity bull market lifts momentum factor returns
  • Rising Treasury yields pressure high-multiple momentum holdings
  • Sector rotation into technology accelerates momentum outperformance
What is the price of VFMO shares?

As of July 23, 2026, the stock is trading at USD 233.50 with a total of 76,387 shares traded. Over the past week, the price has changed by +0.25%, over one month by -4.93%, over three months by +5.96% and over the past year by +34.96%.

Current recommended Stop Loss: 225.30 (which is 3.5% or 1.4 ATR below the current price).

Is VFMO a buy, sell or hold?

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