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Vanguard U.S. Momentum Factor ETF ETF Shares (VFMO)

166.22 -0.30 (-0.18%)
As of 2:26 PM EDT. Market Open.

ETF Summary

The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with strong recent performance as determined by the advisor. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. Under normal circumstances, at least 80% of the fund's assets will be invested in securities issued by U.S. companies.

Risk Overview

Performance & Risk

YTD Return 27.45%
5y Average Return 16.57%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VFMOCategory AverageVFMOCategory AverageVFMOCategory Average
Alpha -2.46 -11.56 -0.08 -5.34 0 -3.06
BETA 1.04 1.11 1.04 1.1 0 1.08
Mean Annual Return 0.9 0.19 1.42 1.05 0 0.97
R-squared 79.91 79.06 80.89 78.35 0 78.78
Standard Deviation 20.45 22.14 20.83 22.6 0 18.61
Sharpe Ratio 0.34 -0.06 0.7 0.45 0 0.54
Treynor Ratio 4.99 -3.19 12.94 7.38 0 8.06

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