VANGUARD U.S. MOMENTUM FACTOR ETF ETF SHARES
Symbol: VFMO
Exchange: BATS
Sector: Healthcare
Category: Mid-Cap Blend
Inception Date: 13/02/2018
Latest Date: 17/04/2026
Current Price: $220.18
Expense Ratio: 0.13%
Assets Under Management
$1.3B
0.76% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
11.91%
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
Return
7.39%
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
Return
12.42%
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
Return
53.63%
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
Return
58.16%
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
Return
98.87%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.184%
Best Day
5.446%
10/04/2026
Worst Day
-4.052%
13/11/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $218.52 | $220.90 | $218.26 | $220.18 | 58,000 |
| 16/04/2026 | $216.65 | $217.09 | $215.45 | $216.97 | 52,800 |
| 15/04/2026 | $216.85 | $216.85 | $214.10 | $216.20 | 57,000 |
| 14/04/2026 | $216.21 | $216.97 | $214.72 | $216.50 | 78,500 |
| 13/04/2026 | $210.48 | $214.37 | $210.48 | $214.33 | 74,400 |
| 10/04/2026 | $212.57 | $212.61 | $210.90 | $211.62 | 54,500 |
| 02/04/2026 | $195.19 | $201.86 | $195.19 | $200.69 | 56,300 |
| 01/04/2026 | $198.42 | $202.17 | $198.42 | $200.23 | 71,800 |
| 31/03/2026 | $191.47 | $197.10 | $191.47 | $197.10 | 44,000 |
| 30/03/2026 | $194.51 | $194.51 | $187.23 | $188.29 | 68,800 |