Vanguard U.S. Momentum Factor ETF(VFMO · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Snapshot
$230.21
- 52-Week Range
- $163.88 – $239.10
- YTD
- +18.26%
- IV Rank (30D)
- 48.87
- Straddle Price
- $16.15
- P/C Vol Ratio
- 2.24
Info
Vanguard U.S. Momentum Factor ETF (VFMO) ETF
- Exchange
- BATS
- Inception
- 2018-02-13
- Has Options
- Yes
ETF Profile
holdings as of 2026-03-31
Holdings
671
AUM
$1.3B
Provider
Vanguard
Inception
2018-02-13
Exchange
BATS
Data As Of
2026-03-31
Expense Ratio
0.13%
Dividend Yield
0.65%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-03-24 | 2026-03-26 | $0.2259 | CD |
| 2025-12-23 | 2025-12-26 | $0.3505 | CD |
| 2025-09-24 | 2025-09-26 | $0.3524 | CD |
| 2025-06-20 | 2025-06-24 | $0.5553 | CD |
| 2025-03-25 | 2025-03-27 | $0.3118 | CD |
| 2024-12-23 | 2024-12-26 | $0.4434 | CD |
Asset Allocation
Top Holdings
top 50 of 671 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| GEV | GE Vernova LLC | 1.13% | Equity (US) | — |
| LRCX | Lam Research Corp. | 1.08% | Equity (US) | — |
| JNJ | Johnson & Johnson | 1.02% | Equity (US) | — |
| AMD | Advanced Micro Devices Inc. | 0.98% | Equity (US) | — |
| NEM | Newmont Goldcorp Corp. | 0.97% | Equity (US) | — |
| KLAC | KLA Corp. | 0.97% | Equity (US) | — |
| VRT | Vertiv Holdings Co. Class A | 0.91% | Equity (US) | — |
| GOOGL | Alphabet Inc. Class A | 0.89% | Equity (US) | — |
| APH | Amphenol Corp. Class A | 0.87% | Equity (US) | — |
| HWM | Howmet Aerospace Inc. | 0.86% | Equity (US) | — |
| AMAT | Applied Materials Inc. | 0.85% | Equity (US) | — |
| GM | General Motors Co. | 0.84% | Equity (US) | — |
| GLW | Corning Inc. | 0.84% | Equity (US) | — |
| BK | Bank of New York Mellon Corp. | 0.84% | Equity (US) | — |
| CAT | Caterpillar Inc. | 0.81% | Equity (US) | — |
| MU | Micron Technology Inc. | 0.78% | Equity (US) | — |
| INTC | Intel Corp. | 0.76% | Equity (US) | — |
| HCA | HCA Healthcare Inc. | 0.74% | Equity (US) | — |
| FCX | Freeport-McMoRan Inc. | 0.66% | Equity (US) | — |
| COR | AmerisourceBergen Corp. Class A | 0.63% | Equity (US) | — |
| RTX | RTX Corp. | 0.63% | Equity (US) | — |
| NOC | Northrop Grumman Corp. | 0.62% | Equity (US) | — |
| AVGO | Broadcom Inc. | 0.62% | Equity (US) | — |
| GE | General Electric Co. | 0.62% | Equity (US) | — |
| LMT | Lockheed Martin Corp. | 0.59% | Equity (US) | — |
| GOOG | Alphabet Inc. Class C | 0.57% | Equity (US) | — |
| SLB | Schlumberger Ltd. | 0.57% | Equity (US) | — |
| CVS | CVS Health Corp. | 0.57% | Equity (US) | — |
| CMI | Cummins Inc. | 0.55% | Equity (US) | — |
| TIGO | Millicom International Cellular SA | 0.54% | Equity (US) | — |
| JCI | Johnson Controls International plc | 0.54% | Equity (US) | — |
| PWR | Quanta Services Inc. | 0.53% | Equity (US) | — |
| XOM | Exxon Mobil Corp. | 0.52% | Equity (US) | — |
| LLY | Eli Lilly & Co. | 0.46% | Equity (US) | — |
| GD | General Dynamics Corp. | 0.46% | Equity (US) | — |
| ROIV | Roivant Sciences Ltd. | 0.46% | Equity (US) | — |
| MPC | Marathon Petroleum Corp. | 0.45% | Equity (US) | — |
| FIX | Comfort Systems USA Inc. | 0.45% | Equity (US) | — |
| CHRW | CH Robinson Worldwide Inc. | 0.45% | Equity (US) | — |
| MRK | Merck & Co. Inc. | 0.44% | Equity (US) | — |
| TSLA | Tesla Inc. | 0.43% | Equity (US) | — |
| CSX | CSX Corp. | 0.42% | Equity (US) | — |
| USB | US Bancorp | 0.42% | Equity (US) | — |
| FDX | FedEx Corp. | 0.41% | Equity (US) | — |
| IBP | Installed Building Products Inc. | 0.40% | Equity (US) | — |
| TPR | Tapestry Inc. | 0.37% | Equity (US) | — |
| MS | Morgan Stanley | 0.37% | Equity (US) | — |
| FIVE | Five Below Inc. | 0.34% | Equity (US) | — |
| LITE | Lumentum Holdings Inc. | 0.34% | Equity (US) | — |
| CAH | Cardinal Health Inc. | 0.33% | Equity (US) | — |
Geographic Breakdown
Fund Holdings
VANGUARD U.S. MOMENTUM FACTOR ETF ·
NPORT-P period 2026-11-30
(filed 2026-04-28)
Net assets:
$1.40B
· 700 total positions
· equity 99.54%
· non-equity 1.76%
| # | Symbol | Issuer | Weight | Value |
|---|---|---|---|---|
| 1 | NEWMONT CORP | Newmont Corp | 1.21% | $16.9M |
| 2 | LAM RESEARCH | Lam Research Corp | 1.14% | $16.0M |
| 3 | GE VERNOVA INC | GE Vernova Inc | 1.10% | $15.4M |
| 4 | KLA CORP | KLA Corp | 1.03% | $14.4M |
| 5 | JOHNSON&JOHNSON | Johnson & Johnson | 1.00% | $14.0M |
| 6 | MICRON TECH | Micron Technology Inc | 1.00% | $14.0M |
| 7 | AMPHENOL CORP-A | Amphenol Corp | 0.98% | $13.6M |
| 8 | GENERAL MOTORS C | General Motors Co | 0.97% | $13.5M |
| 9 | HOWMET AEROSPACE | Howmet Aerospace Inc | 0.95% | $13.3M |
| 10 | ALPHABET INC-A | Alphabet Inc | 0.94% | $13.1M |
| 11 | ADV MICRO DEVICE | Advanced Micro Devices Inc | 0.93% | $13.0M |
| 12 | INTEL CORP | Intel Corp | 0.92% | $12.9M |
| 13 | VERTIV HOLDING-A | Vertiv Holdings Co | 0.90% | $12.6M |
| 14 | CORNING INC | Corning Inc | 0.90% | $12.6M |
| 15 | APPLIED MATERIAL | Applied Materials Inc | 0.90% | $12.5M |
| 16 | GENERAL ELECTRIC | General Electric Co | 0.84% | $11.7M |
| 17 | APPLOVIN CO-CL A | AppLovin Corp | 0.82% | $11.5M |
| 18 | BANK NY MELLON | Bank of New York Mellon Corp/The | 0.81% | $11.3M |
| 19 | HCA HEALTHCARE I | HCA Healthcare Inc | 0.81% | $11.2M |
| 20 | CATERPILLAR INC | Caterpillar Inc | 0.79% | $11.0M |
| 21 | CVS HEALTH CORP | CVS Health Corp | 0.77% | $10.8M |
| 22 | ALPHABET INC-C | Alphabet Inc | 0.76% | $10.7M |
| 23 | FREEPORT-MCMORAN | Freeport-McMoRan Inc | 0.74% | $10.3M |
| 24 | CENCORA INC | Cencora Inc | 0.72% | $10.1M |
| 25 | BROADCOM INC | Broadcom Inc | 0.68% | $9.5M |
Showing top 25 of 696 equity holdings.
Non-equity holdings
— 4 positions,
1.76% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.76% | $24.5M | 2 |
| Derivative (equity) | -0.00% | $-24178 | 2 |
Daily issuer data also available
(2026-06-09)
via ETF Constituents
Price History
Seasonality
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +1.48% | 6 |
| Feb | -0.12% | 6 |
| Mar | -2.18% | 6 |
| Apr | +1.56% | 6 |
| May | +3.14% | 6 |
| Jun | -0.23% | 6 |
| Jul | +2.33% | 5 |
| Aug | -0.38% | 5 |
| Sep | -1.93% | 5 |
| Oct | +2.29% | 5 |
| Nov | +3.51% | 5 |
| Dec | -0.00% | 5 |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $230.92
SMA 50: $221.30
SMA 200: $201.79
Current: $230.10
EMA 12: $231.94
EMA 26: $228.88
MACD: 3.0577 | Signal: -0.7272
BULLISH
ADX (14): 14.82
RANGE
+DI: 22.28
−DI: 25.69
Momentum Oscillators
RSI (14): 52.04
NEUTRAL
Stoch %K: 65.12
Stoch %D: 78.99
Williams %R: -43.49
Volume & Volatility
BB Upper: $239.28
BB Lower: $222.56
NEUTRAL
OBV: 1,205,318
Vol SMA 20: 64,249
Vol ROC: 32.96%
ATR: $4.63
True Range: $5.08
HV 20: 25.2%
HV 30: 24.9%
HV 60: 25.0%
Data Summary
Data Points: 500
Last Updated: 2026-06-08T21:15:14.207000
Date Range: 2024-06-10T00:00:00 – 2026-06-08T00:00:00
AI Analysis
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
News
Options Activity
- IV Rank (30D)
- 48.87
- IV Rank (7D)
- 40.67
- Avg IV
- 48.9%
- Straddle (30D)
- $16.15
- Straddle (7D)
- $8.60
- P/C Volume
- 2.24
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Volatility Surface
Enter a ticker to render the implied volatility surface.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
- Beta (1Y vs SPY)
- 1.50
- Correlation (SPY)
- 83.7%
- R²
- 0.70
- Ann. Volatility
- 21.8%
- SPY Volatility
- 12.1%
High volatility - stock moves more than market
Beta & Alpha Over Time
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Price | 1 Day | 1 Week | 1 Month |
|---|