VAMO
Cambria Value & Momentum ETF
The Cambria Value and Momentum ETF is an actively managed portfolio of large-, mid- and small-cap US stocks selected by long-term value factors and midterm momentum factors. The managers have discretion to hedge up to 100% of the portfolio.
US
EQUITY
Active
MANAGEMENT STYLE
52.0 M
ASSETS UNDER MGMT
61 bp
EXPENSES
Fund Basics
| Fund sponsor | Cambria |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Sep 08, 2015 |
| Assets (mns) | $52 |
| Expense ratio | 61 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-End Investment Company |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| CASH & OTHER | 23.1 % |
| ARGAN INC | 1.0 % |
| K12 INC | 0.9 % |
| PERIMETER SOLUTIONS SA | 0.9 % |
| ADTALEM GLOBAL EDUCATION INC. | 0.9 % |
| RUSH STREET INTERACTIVE, INC. CLASS A | 0.9 % |
| SKYWARD SPECIALTY INSURANCE GROUP, INC. | 0.9 % |
| CARDINAL HEALTH INC | 0.9 % |
| UGI CORP | 0.9 % |
| MOLSON COORS BREWING CO -B | 0.9 % |
Constituent Breakdown
| Number of holdings | 99 |
| Herfindahl-Hirschman Index | 6,385 |
| Wgt avg mkt cap (mns) | $11,511 |
| Large cap (>$10bn) | 35.9% |
| Mid cap ($2-10bn) | 41.9% |
| Small cap (<$2bn) | 21.2% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 64.2 % |
 |
LUXEMBOURG | 0.9 % |
 |
CANADA | 0.8 % |
 |
CHINA | 0.7 % |
Historical Performance
Standardized Performance (as of 04/30/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | -2.9% | 0.7% | 8.4% | 3.0% | 12.3% | -- | -- | 1.5% |
| Dividend Yield | 1.1% | 1.8% | 1.5% | 1.6% | 1.5% | -- | -- | 1.1% |
| Total Returns | -1.8% | 2.5% | 9.9% | 4.5% | 13.9% | -- | -- | 2.6% | Ann. Volatility | 12.7% | 14.6% | 14.1% | 15.7% | 20.6% | -- | -- | 18.5% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.44 | 23% |
| MSCI EAFE | 0.39 | 19% |
| MSCI Emg Mkts | 0.16 | 3% |
Liquidity Measures
| Avg. volume (000) | 4 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.64% |
| ADV of underlying (mns) | $5,923 |
Technical Indicators
| Recent close | $28.90 |
| 30d moving avg. | $29.09 |
| Annualized volatility | 15.1% |
| Relative strength (RSI) | 46 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 7.6% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial
Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. VAMO |
Expenses vs. VAMO |
ALTAR Score™ vs. VAMO |
|---|---|---|---|---|
| AFMC | First Trust Active Factor Mid Cap ETF | 14.0% | +4 bp | +2.1% |
| SDVY | First Trust SMID Cap Rising Dividend Achievers ETF | 13.8% | -1 bp | +1.6% |
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 13.4% | -36 bp | +1.5% |
| SYLD | Cambria Shareholder Yield ETF | 13.2% | -2 bp | +5.7% |
| VFMF | Vanguard U.S. Multifactor ETF | 12.6% | -43 bp | +1.5% |
| SPVM | Invesco S&P 500 Value with Momentum ETF | 12.5% | -22 bp | +1.7% |
| LSAF | LeaderShares AlphaFactor US Core Equity ETF | 12.4% | +14 bp | +0.6% |
| FDLS | Inspire Fidelis Multi Factor ETF | 11.5% | +15 bp | -1.5% |
| DFAT | Dimensional U.S. Targeted Value ETF | 11.4% | -33 bp | +3.4% |
| XSMO | Invesco S&P SmallCap Momentum ETF | 11.4% | -22 bp | -1.1% |
Risk and Returns: VAMO vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| Fwd Est | 2024 | 2025 | 2026 | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 4/30/2025
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
VAMO
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
ALTAR Score™
VAMO
7.4%
Cat. Avg
6.3%
ALTAR Score™ Calculation
Category Overview
There are 921 funds in the US Equity category, with an average ALTAR Score™
of 6.3% and a standard deviation of
2.2%. VAMO's ALTAR Score™ is approximately
0.5 standard deviations
above
the category average. This places VAMO in the 69th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
VAMOSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active US Equity ETFs |
| # of ETFs | 308 |
| Avg. Expense Ratio | 67.1 bp |
| Std. Deviation | 37 bp |
| VAMO (61 bp) Percentile rank | 46 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| VAMO | 61.0 | 64.0 | 125 |
| Peer Avg. | 67.5 | 46.5 | 114.1 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .