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: 02/04/2026
Current Price: $200.69
Expense Ratio: 0.13%
Assets Under Management
$1.4B
2.82% 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
-4.42%
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
3.09%
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
3.96%
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
30.59%
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
36.90%
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
82.49%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.119%
Best Day
9.527%
09/04/2025
Worst Day
-6.432%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $194.39 | $195.79 | $192.36 | $192.80 | 42,500 |
| 26/03/2026 | $198.48 | $199.80 | $195.47 | $195.78 | 30,600 |
| 25/03/2026 | $200.68 | $202.16 | $200.41 | $201.32 | 32,300 |
| 24/03/2026 | $194.91 | $199.28 | $194.65 | $198.52 | 32,800 |
| 23/03/2026 | $195.90 | $199.60 | $195.90 | $196.76 | 34,500 |
| 20/03/2026 | $197.46 | $197.76 | $191.34 | $192.87 | 19,200 |