Vanguard U.S. Momentum Factor ETF (VFMO)

Key Metrics

TER 0.13% per year

Distribution policy Distributing

Fund size USD 1,837 M

Inception date February 13, 2018

Holdings 708

Fund currency USD

Fund domicile US

Provider Vanguard

For full official fund details, factsheets, and holdings, visit investor.vanguard.com (opens in new tab).

Historical Return

Last updated: Aug 01, 2026

1 Year +30.2% +0.6% Div

3 Years (avg.) +21.4% +0.6% Div

5 Years (avg.) +11.7% +0.6% Div

Risk & Analysis Metrics

Last updated: Aug 01, 2026

Volatility

22.52% 1 Year

21.80% 3 Years

21.68% 5 Years

23.46% 10 Years

Max Drawdown

-13.97% 1 Year

-24.74% 3 Years

-26.99% 5 Years

-36.92% 10 Years

Sharpe Ratio

0.97 1 Year

0.76 3 Years

0.41 5 Years

0.46 10 Years

Return Triangle (Heatmap)

Last updated: Aug 01, 2026

	2018	2019	2020	2021	2022	2023	2024	2025
2018	-12.0%	5.7%	13.2%	14.8%	8.2%	9.6%	12.0%	12.5%
2019		26.8%	28.4%	25.4%	13.9%	14.5%	16.6%	16.5%
2020			30.0%	24.7%	9.9%	11.7%	14.6%	14.8%
2021				19.5%	1.1%	6.1%	11.1%	12.0%
2022					-14.6%	0.0%	8.4%	10.2%
2023						17.1%	22.1%	20.0%
2024							27.3%	21.4%
2025								15.8%

Distributions

*by ETF Portfolio Weight Last updated: Aug 01, 2026

Profit Margin Distribution

< 0%

22%

1y 3y N/A N/A

0 - 5%

17%

1y 3y N/A N/A

5 - 10%

17%

1y 3y N/A N/A

10 - 15%

11%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

11%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

26%

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

1y 3y N/A N/A

15 - 20

10%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

13%

1y 3y N/A N/A

35 - 50

16%

1y 3y N/A N/A

> 50

17%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

1.2%

1y 3y N/A N/A

Small Cap

13.3%

1y 3y N/A N/A

Mid Cap

24.9%

1y 3y N/A N/A

Large Cap

44.6%

1y 3y N/A N/A

Mega Cap

16.0%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Aug 02, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$194B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.58%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.21	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	41.9	30.76
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-34.02	-
Profitable Companies	76%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	24.03	9.33
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	7.85	7.93
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	10.29	10.19

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	20.35	18.56
Enterprise Value to Revenue Enterprise value divided by revenue	8.16	7.93
Total Debt to Enterprise Value Total debt divided by enterprise value	0.14	0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	1.13	0.29
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	9.01%	21.90%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+26.7%	-116.0%
Return on Equity Equity divided by market cap.	17.77%	2.81%
Return on Assets Indicates a company's profitability in relation to its total assets.	3.65%	4.15%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	8.58%	3.82%

Sectors

Manufacturing	54.0%
Mining, Quarrying, and Oil and Gas Extraction	8.3%
Transportation and Warehousing	4.5%
Finance and Insurance	3.9%
Information	3.6%
Professional, Scientific, and Technical Services	3.0%
Construction	2.9%
Retail Trade	2.4%
Wholesale Trade	1.5%
Health Care and Social Assistance	1.2%
Healthcare	1.0%
Administrative and Support and Waste Management and Remediation Services	0.7%
Real Estate and Rental and Leasing	0.6%
Financial Services	0.5%
Arts, Entertainment, and Recreation	0.3%
Industrial Services	0.2%
Educational Services	0.2%
Accommodation and Food Services	0.2%
Transportation	0.1%
Agriculture, Forestry, Fishing and Hunting	0.1%
Basic Materials	0.1%
Other Services (except Public Administration)	0.1%
Utilities	0.1%
Energy	0.1%
Industrials	0.1%
Technology	0.1%
Other	10.1%

Countries

United States	93.3%
Other	1.4%
Bermuda	1.0%
United Kingdom	0.9%
Ireland	0.8%
Cayman Islands	0.6%
Luxembourg	0.6%
Canada	0.4%
Switzerland	0.2%
Monaco	0.2%
Virgin Islands (British)	0.2%
Puerto Rico	0.2%
Guernsey	0.1%
Singapore	0.1%
France	0.1%
Jersey	0.0%
Panama	0.0%
Bahamas	0.0%
Brazil	0.0%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Micron Technology Inc.

MU - Manufacturing

Market Cap $929.52B

P/E Ratio 18.4

Dividends 0.1%

Total Investment $24.97M

Weight 1.36%

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Intel Corp.

INTC - Manufacturing

Market Cap $454.97B

P/E Ratio -42.7

Dividends 0.0%

Total Investment $22.94M

Weight 1.25%

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Advanced Micro Devices Inc.

AMD - Manufacturing

Market Cap $776.41B

P/E Ratio 154.6

Dividends 0.0%

Total Investment $20.61M

Weight 1.12%

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Western Digital Corp.

WDC - Manufacturing

Market Cap $187.8B

P/E Ratio 29.2

Dividends 0.1%

Total Investment $16.26M

Weight 0.89%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.32T

P/E Ratio 17.7

Dividends 0.2%

Total Investment $15.99M

Weight 0.87%

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KLA Corp.

KLAC - Manufacturing

Market Cap $238.81B

P/E Ratio 49.6

Dividends 0.4%

Total Investment $15.76M

Weight 0.86%

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Applied Materials Inc.

AMAT - Manufacturing

Market Cap $403.07B

P/E Ratio 47.5

Dividends 0.4%

Total Investment $15.16M

Weight 0.82%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $366.44B

P/E Ratio 50.6

Dividends 0.4%

Total Investment $15.01M

Weight 0.82%

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Corning, Inc.

GLW - Manufacturing

Market Cap $118.98B

P/E Ratio 62.6

Dividends 0.8%

Total Investment $14.22M

Weight 0.77%

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Vertiv Holdings Co - Ordinary Shares - Class A

VRT - Manufacturing

Market Cap $93B

P/E Ratio 53.4

Dividends 0.1%

Total Investment $14.03M

Weight 0.76%

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GE Vernova Inc.

GEV

Market Cap $263.75B

P/E Ratio 28.1

Dividends 0.2%

Total Investment $13.89M

Weight 0.76%

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Caterpillar Inc.

CAT - Manufacturing

Market Cap $375.33B

P/E Ratio 40.4

Dividends 0.8%

Total Investment $13.52M

Weight 0.74%

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Howmet Aerospace Inc

HWM - Manufacturing

Market Cap $112.93B

P/E Ratio 64.9

Dividends 0.2%

Total Investment $13.08M

Weight 0.71%

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Marathon Petroleum Corp

MPC - Manufacturing

Market Cap $92.39B

P/E Ratio 20.6

Dividends 1.2%

Total Investment $13.05M

Weight 0.71%

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Johnson & Johnson

JNJ - Manufacturing

Market Cap $617.78B

P/E Ratio 29.6

Dividends 2.0%

Total Investment $12.67M

Weight 0.69%

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General Motors Company

GM - Manufacturing

Market Cap $80.37B

P/E Ratio 44.4

Dividends 0.7%

Total Investment $12.39M

Weight 0.67%

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Marvell Technology Inc

MRVL - Manufacturing

Market Cap $164.26B

P/E Ratio 63.8

Dividends 0.1%

Total Investment $12.2M

Weight 0.66%

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Fedex Corp

FDX - Transportation and Warehousing

Market Cap $72.73B

P/E Ratio 16.7

Dividends 1.5%

Total Investment $11.98M

Weight 0.65%

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Phillips 66

PSX - Manufacturing

Market Cap $84.87B

P/E Ratio 20.8

Dividends 2.3%

Total Investment $11.79M

Weight 0.64%

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Quanta Services, Inc.

PWR - Construction

Market Cap $100.14B

P/E Ratio 75.5

Dividends 0.1%

Total Investment $11.63M

Weight 0.63%

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Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

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Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Micron Technology Inc.

Micron Technology Inc.

Intel Corp.

Intel Corp.

Advanced Micro Devices Inc.

Advanced Micro Devices Inc.

Western Digital Corp.

Western Digital Corp.

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

KLA Corp.

KLA Corp.

Applied Materials Inc.

Applied Materials Inc.

Lam Research Corp.

Lam Research Corp.

Corning, Inc.

Corning, Inc.

Vertiv Holdings Co - Ordinary Shares - Class A

Vertiv Holdings Co - Ordinary Shares - Class A

GE Vernova Inc.

GE Vernova Inc.

Caterpillar Inc.

Caterpillar Inc.

Howmet Aerospace Inc

Howmet Aerospace Inc

Marathon Petroleum Corp

Marathon Petroleum Corp

Johnson & Johnson

Johnson & Johnson

General Motors Company

General Motors Company

Marvell Technology Inc

Marvell Technology Inc

Fedex Corp

Fedex Corp

Phillips 66

Phillips 66

Quanta Services, Inc.

Quanta Services, Inc.

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