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%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.23%
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
4.98%
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
10.36%
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
31.44%
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
43.62%
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
85.84%
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: 16/07/2025 - 16/07/2026.
Average daily return
0.12%
Best day
4.817%
Worst day
-4.588%
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 |