VFMO

Vanguard U.S. Momentum Factor ETF
*Unless otherwise stated, data provided by FactSet.

VFMO Fund Description

VFMO is an actively managed fund that invests in large-, mid-, and small-cap US stocks with high momentum. The fund seeks long-term capital appreciation.

VFMO Factset Analytics Insight

While VFMO is an active fund, the portfolio manager follows a rules-based, quantitative approach to offer high momentum exposure to US equities of all sizes. Stocks are evaluated on their momentum for the past year, then selected and weighted using a proprietary model. The fund seeks diverse holdings, incorporating stocks of different market caps and sectors. What sets VFMO apart is its low expense ratio—it charges a fee on par with many index funds, and undercuts actively managed peers significantly. VFMO offers investors active management for a passive-management price.

VFMO MSCI ESG Analytics Insight

Vanguard U.S. Momentum Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.44 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard U.S. Momentum Factor ETF ranks in the 27th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VFMO MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

VFMO Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/15/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VFMO 2.06% 2.75% 23.50% 10.93% -- -- --
VFMO (NAV) 2.05% 2.87% 23.07% 10.76% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 4.37% 9.89% 26.32% 15.94% 14.37% 10.77% 13.38%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VFMO Summary Data

Vanguard
02/13/18
Open-Ended Fund
0.13%
$31.12M
$90.63K
0.07%

VFMO Portfolio Data

$42.32B
49.05
4.31
1.05%
N/A
508

VFMO Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VFMO Portfolio Management

0.13%
--
--
--

VFMO Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VFMO Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Medium
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VFMO Factset Analytics Block Liquidity

As of 11/18/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VFMO. VFMO is rated a 5 out of 5.

VFMO Tradability

1,070
$90.63K
860
$70.80K
0.07%
$0.06
0.00%
0.64% / -0.42%
None
100.00%
25,000
0.03
0.00%
0.02%
0
$83.47
5

VFMO Sector/Industry Breakdown


VFMO
Segment Benchmark
21.59%
25.68%
21.38%
17.35%
14.56%
13.17%
12.63%
13.47%
9.49%
10.60%
7.79%
6.96%
6.53%
3.50%
3.05%
2.91%
2.00%
4.28%
0.98%
2.09%

VFMO Countries


VFMO
Segment Benchmark
100.00%
99.92%
--
0.08%

VFMO Regions


VFMO
Segment Benchmark
100.00%
100.00%

VFMO Economic Development


VFMO
Segment Benchmark
100.00%
100.00%

VFMO Performance Statistics

0.87
1.06
1.11
1.06
0.44%
MSCI USA IMI

VFMO MSCI ESG Ratings

BBB
4.44 / 10
8.47
26.68
4.91%
7.31%
211.83

VFMO Benchmark Comparison Holdings

508
2411
488
25.04%

VFMO Benchmark Comparison Summary


VFMO
Segment Benchmark
508
2411
$42.32B
$206.73B
49.05
24.01
4.31
3.14
1.24%
1.88%
Low
Low

VFMO Benchmark Comparison Market Cap Size


VFMO
Segment Benchmark
47.43%
82.53%
26.45%
13.05%
21.59%
3.99%
4.53%
0.43%