Summary
VFMO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 31.44% Volatility 25.07% Sharpe 1.08
Official loaded data — not a live quote.

VANGUARD U.S. MOMENTUM FACTOR ETF ETF SHARES

Symbol: VFMO

Exchange: BATS

Sector: Industrials

Category: Mid-Cap Blend

Inception date: 13/02/2018

Latest date: 16/07/2026

Current price: $227.32

Expense ratio: 0.13%

Assets under management
$2.0B
-1.32% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.23%

Ann. -39.03% (Sharpe / Sortino numerator)

Volatility

32.29%

Sharpe ratio

-1.321

VaR 95%

-2.87%

CVaR 95%: -2.95%
Max drawdown: -8.90%
Sortino ratio: -2.730
Calmar ratio: -4.39

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

4.98%

Ann. 13.18% (Sharpe / Sortino numerator)

Volatility

26.27%

Sharpe ratio

0.363

VaR 95%

-2.79%

CVaR 95%: -2.92%
Max drawdown: -10.65%
Sortino ratio: 0.590
Calmar ratio: 1.24

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

10.36%

Ann. 8.13% (Sharpe / Sortino numerator)

Volatility

25.25%

Sharpe ratio

0.178

VaR 95%

-2.80%

CVaR 95%: -3.13%
Max drawdown: -10.98%
Sortino ratio: 0.268
Calmar ratio: 0.74

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

31.44%

Ann. 30.73% (Sharpe / Sortino numerator)

Volatility

25.07%

Sharpe ratio

1.081

VaR 95%

-2.61%

CVaR 95%: -3.62%
Max drawdown: -10.98%
Sortino ratio: 1.394
Calmar ratio: 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

43.62%

Ann. 17.08% (Sharpe / Sortino numerator)

Volatility

23.38%

Sharpe ratio

0.575

VaR 95%

-2.54%

CVaR 95%: -3.46%
Max drawdown: -24.40%
Sortino ratio: 0.767
Calmar ratio: 0.70

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

85.84%

Ann. 22.30% (Sharpe / Sortino numerator)

Volatility

21.37%

Sharpe ratio

0.874

VaR 95%

-2.25%

CVaR 95%: -3.11%
Max drawdown: -24.40%
Sortino ratio: 1.202
Calmar ratio: 0.91

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

4.817%

06/02/2026
Worst day

-4.588%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $230.35 $231.62 $226.21 $227.32 70,400
15/07/2026 $236.24 $236.49 $229.09 $232.92 64,100
14/07/2026 $236.22 $236.74 $234.38 $235.17 49,500
13/07/2026 $234.60 $234.74 $231.36 $231.74 181,700
10/07/2026 $237.80 $237.80 $234.80 $236.22 75,900
09/07/2026 $238.72 $240.28 $237.74 $238.37 78,100
08/07/2026 $231.96 $235.16 $230.60 $234.48 41,900
07/07/2026 $235.67 $235.67 $230.23 $233.30 93,400
06/07/2026 $238.66 $241.24 $237.90 $237.90 92,000
02/07/2026 $244.19 $244.89 $233.30 $236.19 106,800