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Vanguard Global Momentum Factor ETF (VMO.TO)
About this ETF
This fund utilizes an active investment strategy, aiming to achieve its objective by employing a proprietary quantitative model. This model assesses a diverse universe of large, mid, and small-capitalization equity securities originating from developed markets worldwide, covering a wide spectrum of companies, industries, and sectors. The foundation of this investment universe is primarily built upon equity securities found within the FTSE Developed All Cap Index and the Russell 3000 Index. The manager's quantitative model applies a systematic, rules-based methodology designed to identify factor exposures in securities. It prioritizes those equities that demonstrate strong relative historical performance compared to others in the investment universe. This past performance is evaluated based on both unadjusted and risk-adjusted returns over both shorter (around 6-month)…
Price
Top 10 holdings
| GE Vernova Inc GEV | 0.83% |
| Micron Technology Inc MU | 0.70% |
| Lam Research Corp LRCX | 0.69% |
| Johnson & Johnson JNJ | 0.68% |
| Advanced Micro Devices Inc AMD | 0.68% |
| Alphabet Inc GOOGL | 0.68% |
| Intel Corp INTC | 0.66% |
| Newmont Corp NEM | 0.66% |
| Howmet Aerospace Inc HWM | 0.58% |
| KLA Corp KLAC | 0.56% |
Sector mix
Price chart
Returns
| 1 month | -2.34% |
| 3 months | +6.87% |
| 6 months | +13.31% |
| Year to date | +21.81% |
| 1 year | +36.54% |
| 3 years (ann.) | +28.56% |
| 5 years (ann.) | +15.40% |
| 10 years (ann.) | — |
Risk profile
| Volatility (1y, ann.) | 21.70% |
| Sharpe (1y) | 1.54 |
| Sharpe (3y) | 1.40 |
| Sortino (1y) | 2.17 |
| Max drawdown (1y) | -10.07% |
| Max drawdown (5y) | -24.09% |
| Max drawdown (full) | -30.53% |
| Beta vs S&P 500 (1y) | 1.39 |
| Correlation vs S&P 500 (1y) | 0.80 |
Technical outlook as of 2026-07-13
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Cost vs. peers
Comparison universe: 6,948 funds of the same asset class.
Cost impact calculator
Dividend history
Distributing share class Income is paid out to shareholders.
| Ex-date | Payment | Amount |
|---|---|---|
| 2025-12-30 | 2026-01-07 | CAD 0.6666 |
| 2024-12-30 | 2025-01-07 | CAD 0.5770 |
| 2023-12-28 | 2024-01-08 | CAD 0.5128 |
| 2022-12-29 | 2023-01-09 | CAD 0.7227 |
| 2021-12-30 | 2022-01-10 | CAD 0.5345 |
| 2020-12-30 | 2021-01-08 | CAD 0.3004 |
| 2019-12-30 | 2020-01-08 | CAD 0.6014 |
| 2018-12-28 | 2019-01-08 | CAD 0.2423 |
| 2017-12-28 | 2018-01-08 | CAD 0.3702 |
| 2016-12-28 | 2017-01-09 | CAD 0.1417 |
Splits
| 2025-12-30 | 247:250 |
| 2024-12-30 | 247:250 |
ESG profile
Benchmark: average of 4,066 funds of the same asset class with derived ESG data.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 1.05% | +19.93% | 1.48 |
| Vanguard S&P 500 ETF VOO | 0.03% | 1.70T | 1.07% | +19.68% | 1.49 |
| iShares Core S&P 500 ETF IVV | 0.03% | 894.38B | 1.09% | +19.68% | 1.49 |
| State Street SPDR S&P 500 ETF SPY | 0.09% | 789.23B | 1.00% | +19.71% | 1.49 |
| SPDR S&P 500 ETF Trust 1557.T | 0.09% | 789.09B | 0.49% | +37.54% | 2.26 |
| State Street SPDR S&P 500 ETF SPY.AX | 0.09% | 788.13B | 1.00% | +11.84% | 1.13 |
| Vanguard Total International Stock ETF VXUS | 0.05% | 652.30B | 2.61% | +20.58% | 1.21 |
| Invesco QQQ Trust, Series 1 QQQ | 0.18% | 481.14B | 0.43% | +28.14% | 1.43 |
| Vanguard Growth ETF VUG | 0.03% | 393.80B | 0.39% | +16.85% | 0.99 |
| Vanguard FTSE Developed Markets ETF VEA | 0.03% | 317.30B | 2.60% | +21.64% | 1.23 |
Cheaper alternatives
No fund of the class reaches 60% portfolio overlap — showing the cheapest funds of the class instead.
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| Vanguard Total Stock Market ETF VTI | 0.03% | 2.30T | 21.2% |
| iShares Core MSCI World UCITS ETF EUNL.DE | 0.20% | 143.20B | 21.2% |
| iShares Core MSCI World UCITS ETF SWDA.MI | 0.20% | 143.20B | 21.2% |
| iShares Core MSCI World UCITS ETF IWDA.AS | 0.20% | 143.20B | 21.2% |
| iShares Core MSCI World UCITS ETF IWDA.L | 0.20% | 143.34B | 21.2% |
