See what your fund actually adds
Vanguard U.S. Momentum Factor ETF VFMO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | VFMO | Replication |
|---|---|---|
| Annualized growth | 12.7% | 10.9% |
| Annualized volatility | 20.5% | 18.9% |
| Sharpe ratio | 0.69 | 0.64 |
| Maximum drawdown | 25.3% | 29.4% |
| Replication fit (R²) | 0.94 · Tracking error 4.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model VFMO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 50.0% |
| IWC | Micro Cap | 33.3% |
| VBK | Small-Cap · Growth | 7.9% |
| XLE | Sector · Energy | 6.2% |
| IJH | US Mid Cap | 2.7% |