VFMO Performance — Vanguard U.s. Momentum Factor ETF
Data updated: 2026-07-29
VFMO returned +22.00% year to date and +42.86% over one year to May 2026. Annualised returns are +28.68% over 3 years and +13.72% over 5 years. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $213, against $147 for the category, and to $143 over one year, against $119. Volatility over the past three years was 19.41% a year. In the 12 months to May 2026 the fund took in a net $352.3M, and assets reached $1.84B.
VFMO Growth of $100
What $100 invested in Vanguard U.s. Momentum Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | VFMO | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $143 | $119 |
| 3 years (Jun 2023 – May 2026) | $213 | $147 |
| 5 years (Jun 2021 – May 2026) | $190 | $136 |
| Since data start (Sep 2019 – May 2026) | $299 | $173 |
VFMO Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +22.00% |
| 1 year | +42.86% |
| 3 years (annualised) | +28.68% |
| 5 years (annualised) | +13.72% |
VFMO Annual Returns
Calendar-year total returns of Vanguard U.s. Momentum Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +22.00% |
| 2025 | +17.55% |
| 2024 | +25.96% |
| 2023 | +16.33% |
| 2022 | −12.84% |
| 2021 | +19.14% |
| 2020 | +31.30% |
| 2019 (Sep–Dec) | +4.46% |
VFMO Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.6% | +3.4% | −5.5% | +13.6% | +4.1% | — | — | — | — | — | — | — |
| 2025 | +5.2% | −4.3% | −8.0% | +0.6% | +7.7% | +5.3% | +1.3% | +3.5% | +6.1% | +2.5% | −2.1% | −0.4% |
| 2024 | +2.1% | +9.4% | +3.3% | −6.2% | +5.6% | +0.5% | +3.7% | +1.6% | +1.7% | +0.1% | +10.7% | −7.6% |
| 2023 | +4.2% | −2.5% | −2.5% | −1.0% | +0.5% | +8.4% | +3.4% | −3.6% | −6.0% | −5.1% | +11.8% | +9.4% |
| 2022 | −8.9% | +1.2% | +3.1% | −8.2% | +2.2% | −9.3% | +8.0% | −0.5% | −7.6% | +12.9% | +2.1% | −6.0% |
| 2021 | +5.3% | +5.4% | −1.0% | +2.9% | +1.4% | +2.1% | −2.0% | +3.3% | −3.5% | +6.9% | −3.7% | +1.1% |
| 2020 | +0.6% | −7.2% | −15.8% | +13.3% | +8.1% | +3.8% | +7.2% | +4.6% | −1.3% | −2.1% | +14.5% | +6.1% |
| 2019 | — | — | — | — | — | — | — | — | −2.6% | +1.7% | +3.8% | +1.7% |
VFMO Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 19.41%
- 3-year Sharpe ratio: 1.25 (vs 4.5% risk-free rate)
- Best month: +13.64% (Apr 2026)
- Worst month: −8.02% (Mar 2025)
VFMO Fund Flows
Monthly money in and out of Vanguard U.s. Momentum Factor ETF, from SEC Form N-PORT.
- 12-month net flow: $352.3M
- 12-month gross sales (incl. reinvestments): $927.6M
- Sales ÷ redemptions: 1.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $178.0M | $2.2M | $175.8M |
| Apr 2026 | $221.0M | $148.4M | $72.6M |
| Mar 2026 | $29.0M | $8.2M | $20.9M |
| Feb 2026 | $37.0M | $6.1M | $30.9M |
| Jan 2026 | $149.3M | $91.7M | $57.6M |
| Dec 2025 | $26.4M | $0 | $26.4M |
| Nov 2025 | $15.1M | $25.9M | −$10.9M |
| Oct 2025 | $166.5M | $140.8M | $25.7M |
| Sep 2025 | $6.5M | $0 | $6.5M |
| Aug 2025 | $1.8M | $55.8M | −$54.0M |
| Jul 2025 | $87.8M | $94.5M | −$6.7M |
| Jun 2025 | $9.1M | $1.6M | $7.4M |
VFMO Assets Under Management
Net assets of Vanguard U.s. Momentum Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $1.84B |
| 2026-02-28 | $1.40B |
| 2025-11-30 | $1.18B |
| 2025-08-31 | $1.09B |
| 2025-05-31 | $1.04B |
| 2025-02-28 | $1.03B |
| 2024-11-30 | $919.25M |
| 2024-08-31 | $649.10M |
| 2024-05-31 | $568.43M |
| 2024-02-29 | $450.63M |
| 2023-11-30 | $333.83M |
| 2023-08-31 | $351.38M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.