sotnkVFMO Vanguard U.S. Momentum Factor ETF
- Last close
- 203.81
- 504-day return
- +28.30%
- Median $/day
- $7.1M
- Significant pairs
- 3654
VFMO vs PDP
Both indexed to 100 at 2026-05-11.
Moves with VFMO
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| PDP Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Momentum ETF | $2.3M | 0d | +0.94 | +0.95 | 100% | <1e-15 | robust |
| MMSC First Trust Multi-Manager Small Cap Opportunities ETF | $103k | 0d | +0.94 | +0.92 | 100% | <1e-15 | robust |
| FNY First Trust Mid Cap Growth AlphaDEX Fund | $1.2M | 0d | +0.93 | +0.91 | 100% | <1e-15 | robust |
| DWAS Invesco Exchange-Traded Fund Trust II Invesco Dorsey Wright SmallCap Momentum ETF | $1.8M | 0d | +0.93 | +0.93 | 100% | <1e-15 | robust |
| FTC First Trust Large Cap Growth AlphaDEX Fund | $2.1M | 0d | +0.93 | +0.95 | 100% | <1e-15 | robust |
| JMOM JPMorgan U.S. Momentum Factor ETF | $5.0M | 0d | +0.93 | +0.94 | 100% | <1e-15 | robust |
| SMIZ Zacks Small/Mid Cap ETF | $683k | 0d | +0.92 | +0.91 | 100% | <1e-15 | robust |
| IWO iShares Russell 2000 Growth ETF | $121.6M | 0d | +0.92 | +0.88 | 100% | <1e-15 | robust |
| RPG Invesco S&P 500 Pure Growth ETF | $13.3M | 0d | +0.91 | +0.92 | 100% | <1e-15 | robust |
| RFG Invesco S&P MidCap 400 Pure Growth ETF | $388k | 0d | +0.90 | +0.93 | 100% | <1e-15 | robust |
| XMMO Invesco S&P MidCap Momentum ETF | $41.2M | 0d | +0.90 | +0.92 | 100% | <1e-15 | robust |
| FYC First Trust Small Cap Growth AlphaDEX Fund | $4.5M | 0d | +0.90 | +0.84 | 100% | <1e-15 | robust |
| FPX First Trust US Equity Opportunities ETF | $3.7M | 0d | +0.90 | +0.91 | 100% | <1e-15 | robust |
| FDMO Fidelity Momentum Factor ETF | $3.3M | 0d | +0.90 | +0.94 | 100% | <1e-15 | robust |
| QMOM EA Series Trust Alpha Architect U.S. Quantitative Momentum ETF | $1.4M | 0d | +0.90 | +0.93 | 100% | <1e-15 | robust |
Moves against VFMO
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| BTAL AGF U.S. Market Neutral Anti-Beta Fund | $8.6M | 0d | -0.78 | -0.83 | 100% | <1e-15 | robust |
| YQQQ Tidal Trust II YieldMax Short N100 Option Income Strategy ETF | $353k | 0d | -0.76 | -0.81 | 100% | <1e-15 | robust |
| VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | $222.2M | 0d | -0.65 | -0.57 | 100% | <1e-15 | robust |
| VIXM ProShares VIX Mid-Term Futures ETF | $2.7M | 0d | -0.58 | -0.43 | 100% | <1e-15 | robust |
| VXZ iPath Series B S&P 500 VIX Mid-Term Futures ETN | $572k | 0d | -0.58 | -0.41 | 100% | <1e-15 | robust |
| TAIL Cambria Tail Risk ETF | $1.9M | 0d | -0.57 | -0.45 | 100% | <1e-15 | robust |
| CRSH YieldMax Short TSLA Option Income Strategy ETF | $455k | 0d | -0.52 | -0.63 | 100% | <1e-15 | robust |
| DIPS YieldMax Short NVDA Option Income Strategy ETF | $211k | 0d | -0.51 | -0.56 | 100% | <1e-15 | robust |
| HDGE AdvisorShares Active Bear ETF | $1.1M | 0d | -0.42 | -0.08 | 88% | <1e-15 | moderate |
| QBER TrueShares Quarterly Bear Hedge ETF | $424k | 0d | -0.41 | -0.35 | 88% | <1e-15 | robust |