Performance analysis of VFMO (VANGUARD U.S. MOMENTUM FACTOR ETF ETF SHARES)
Annual Return
Over the past 3 years, VFMO has had an average annual return of +25.02%, outperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, VFMO has had an average annual return of +14.06%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Feb 15, 2018, VFMO has had an average annual return of +15.13%, outperforming the benchmark SPY, which returned +14.46% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +22.98% | +17.40% | +26.13% | +16.26% | -12.82% | +19.15% | +31.36% | +28.22% | -11.41% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.60% | +3.43% | -5.53% | +13.58% | +4.03% | +7.34% | -6.03% | +22.98% | |||||
| 2025 | +5.08% | -4.29% | -8.04% | +0.45% | +7.90% | +5.27% | +1.32% | +3.59% | +6.01% | +2.65% | -2.23% | -0.37% | +17.40% |
| 2024 | +2.20% | +9.18% | +3.37% | -6.22% | +5.75% | +0.33% | +3.85% | +1.50% | +1.83% | +0.60% | +10.02% | -7.49% | +26.13% |
| 2023 | +4.05% | -2.34% | -2.58% | -0.97% | +0.43% | +8.59% | +3.22% | -3.45% | -6.03% | -5.08% | +11.89% | +9.33% | +16.26% |
| 2022 | -8.96% | +1.27% | +3.26% | -8.43% | +2.35% | -9.58% | +8.36% | -0.39% | -7.63% | +12.87% | +2.14% | -5.99% | -12.82% |
| 2021 | +5.27% | +5.65% | -1.01% | +2.72% | +1.41% | +2.02% | -1.96% | +3.39% | -3.32% | +6.70% | -3.72% | +1.14% | +19.15% |
| 2020 | +0.58% | -7.34% | -15.77% | +13.56% | +7.97% | +3.90% | +6.87% | +4.81% | -1.28% | -2.43% | +14.68% | +6.17% | +31.36% |
| 2019 | +10.05% | +5.55% | +0.41% | +1.94% | -3.47% | +6.03% | +2.05% | -1.09% | -2.66% | +1.59% | +3.78% | +1.72% | +28.22% |
| 2018 | -0.44% | +0.04% | -0.39% | +5.97% | -0.17% | +1.57% | +6.62% | -1.23% | -10.59% | -0.96% | -10.88% | -11.41% |
Drawdown analysis of VFMO (VANGUARD U.S. MOMENTUM FACTOR ETF ETF SHARES)
The maximum drawdown for the VFMO was -36.77%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.
The current VFMO drawdown is -6.03%.
Since Feb 15, 2018 VFMO has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.77% | Feb 19, 2020 | 23 | Mar 23, 2020 | 90 | Jul 30, 2020 | 113 |
| -27.22% | Sep 4, 2018 | 77 | Dec 24, 2018 | 250 | Dec 20, 2019 | 327 |
| -25.79% | Nov 8, 2021 | 221 | Sep 26, 2022 | 340 | Feb 2, 2024 | 561 |
| -24.40% | Nov 26, 2024 | 89 | Apr 8, 2025 | 86 | Aug 12, 2025 | 175 |
| -12.17% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -11.06% | Feb 12, 2021 | 13 | Mar 4, 2021 | 111 | Aug 11, 2021 | 124 |
| -10.99% | Oct 15, 2025 | 26 | Nov 20, 2025 | 14 | Dec 11, 2025 | 40 |
| -10.55% | Feb 26, 2026 | 22 | Mar 30, 2026 | 7 | Apr 9, 2026 | 29 |
| -9.98% | Oct 13, 2020 | 13 | Oct 30, 2020 | 16 | Nov 23, 2020 | 29 |
| -9.24% | Jun 30, 2026 | 13 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -8.89% | Sep 2, 2020 | 3 | Sep 8, 2020 | 19 | Oct 5, 2020 | 22 |
| -8.29% | Mar 21, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
| -8.01% | Mar 12, 2018 | 14 | Apr 2, 2018 | 32 | May 16, 2018 | 46 |
| -6.16% | Jan 22, 2026 | 10 | Feb 5, 2026 | 13 | Feb 25, 2026 | 23 |
| -5.93% | Dec 11, 2025 | 4 | Dec 17, 2025 | 12 | Jan 6, 2026 | 16 |
| -5.83% | Aug 12, 2021 | 5 | Aug 19, 2021 | 6 | Aug 27, 2021 | 11 |
| -5.08% | Sep 2, 2021 | 11 | Sep 20, 2021 | 20 | Oct 18, 2021 | 31 |
| -5.02% | Jun 4, 2026 | 4 | Jun 10, 2026 | 2 | Jun 12, 2026 | 6 |
| -4.52% | Jun 20, 2018 | 5 | Jun 27, 2018 | 20 | Jul 26, 2018 | 25 |
| -4.39% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -4.20% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -3.96% | Jan 22, 2021 | 3 | Jan 27, 2021 | 4 | Feb 2, 2021 | 7 |
| -3.53% | Aug 5, 2020 | 4 | Aug 11, 2020 | 4 | Aug 17, 2020 | 8 |
| -3.44% | Jul 26, 2018 | 2 | Jul 30, 2018 | 16 | Aug 21, 2018 | 18 |
| -3.44% | Dec 22, 2020 | 7 | Jan 4, 2021 | 3 | Jan 7, 2021 | 10 |