VANGUARD U.S. MOMENTUM FACTOR ETF ETF SHARES
Symbol: VFMO
Exchange: BATS
Sector: Technology
Category: Mid-Cap Blend
Inception date: 13/02/2018
Latest date: 15/10/2026
Current price: $222.33
Expense ratio: 0.13%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.80%
Ann. -39.03% (Sharpe / Sortino numerator)
Volatility
32.29%
Sharpe ratio
-1.321
VaR 95%
-2.87%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-4.42%
Ann. 13.18% (Sharpe / Sortino numerator)
Volatility
26.27%
Sharpe ratio
0.363
VaR 95%
-2.79%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.18%
Ann. 8.13% (Sharpe / Sortino numerator)
Volatility
25.25%
Sharpe ratio
0.178
VaR 95%
-2.80%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.52%
Ann. 30.73% (Sharpe / Sortino numerator)
Volatility
25.07%
Sharpe ratio
1.081
VaR 95%
-2.61%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.45%
Ann. 17.08% (Sharpe / Sortino numerator)
Volatility
23.38%
Sharpe ratio
0.575
VaR 95%
-2.54%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
101.75%
Ann. 22.30% (Sharpe / Sortino numerator)
Volatility
21.37%
Sharpe ratio
0.874
VaR 95%
-2.25%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.059%
Best day
4.817%
Worst day
-4.588%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $220.10 | $222.34 | $218.40 | $222.33 | 72,700 |
| 14/10/2026 | $224.50 | $225.40 | $221.55 | $222.24 | 50,400 |
| 13/10/2026 | $226.52 | $227.56 | $225.15 | $226.75 | 48,000 |
| 12/10/2026 | $229.89 | $230.49 | $227.38 | $227.71 | 35,100 |
| 09/10/2026 | $228.56 | $230.65 | $228.56 | $230.11 | 25,900 |
| 08/10/2026 | $228.00 | $228.10 | $226.67 | $227.78 | 186,400 |
| 07/10/2026 | $228.96 | $229.30 | $228.31 | $228.78 | 43,800 |
| 06/10/2026 | $233.80 | $233.80 | $231.02 | $231.29 | 46,500 |
| 05/10/2026 | $231.27 | $233.15 | $230.44 | $232.61 | 60,200 |
| 02/10/2026 | $230.40 | $231.84 | $230.40 | $231.25 | 33,300 |