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
52.5 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 | 22.4 % |
| ARGAN INC | 1.0 % |
| CORECIVIC, INC. | 0.9 % |
| PERIMETER SOLUTIONS SA | 0.9 % |
| K12 INC | 0.9 % |
| ADTALEM GLOBAL EDUCATION INC. | 0.9 % |
| PILGRIM'S PRIDE CORP | 0.9 % |
| RUSH STREET INTERACTIVE, INC. CLASS A | 0.9 % |
| CARDINAL HEALTH INC | 0.9 % |
| SKYWARD SPECIALTY INSURANCE GROUP, INC. | 0.9 % |
Constituent Breakdown
| Number of holdings | 100 |
| 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 | 73.3 % |
 |
LUXEMBOURG | 0.9 % |
 |
CANADA | 0.8 % |
 |
CHINA | 0.7 % |
Historical Performance
Standardized Performance (as of 03/31/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | -1.0% | 2.1% | 3.9% | 3.5% | 9.6% | -- | -- | 1.8% |
| Dividend Yield | -1.1% | -4.0% | 4.7% | 2.1% | 3.8% | -- | -- | 1.0% |
| Total Returns | -2.1% | -1.9% | 8.6% | 5.6% | 13.4% | -- | -- | 2.8% | Ann. Volatility | 11.8% | 14.3% | 14.7% | 16.8% | 22.8% | -- | -- | 18.5% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.36 | 17% |
| MSCI EAFE | 0.34 | 15% |
| MSCI Emg Mkts | 0.13 | 2% |
Liquidity Measures
| Avg. volume (000) | 3 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.62% |
| ADV of underlying (mns) | $5,923 |
Technical Indicators
| Recent close | $29.15 |
| 30d moving avg. | $28.99 |
| Annualized volatility | 15.2% |
| Relative strength (RSI) | 48 |
| 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)
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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 | 15.6% | +4 bp | +2.0% |
| SDVY | First Trust SMID Cap Rising Dividend Achievers ETF | 15.3% | -1 bp | +2.3% |
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 15.2% | -36 bp | +1.5% |
| XSMO | Invesco S&P SmallCap Momentum ETF | 14.9% | -22 bp | -1.2% |
| VFMF | Vanguard U.S. Multifactor ETF | 14.4% | -43 bp | +2.3% |
| AVUV | Avantis U.S. Small Cap Value ETF | 14.3% | -36 bp | +5.0% |
| SYLD | Cambria Shareholder Yield ETF | 14.3% | -2 bp | +6.3% |
| FDLS | Inspire Fidelis Multi Factor ETF | 14.0% | +15 bp | -0.6% |
| LSAF | LeaderShares AlphaFactor US Core Equity ETF | 13.4% | +14 bp | +1.4% |
| SPVM | Invesco S&P 500 Value with Momentum ETF | 12.5% | -22 bp | +2.7% |
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 | 2025E | 2026E | ||
|---|---|---|---|---|---|---|---|---|
| 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
| 2024 | 2025E | Fwd Est | 2026E | |
| 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 4/17/2025
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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
NEUTRAL
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.
ALTAR Score™
VAMO
7.0%
Cat. Avg
6.2%
ALTAR Score™ Calculation
Category Overview
There are 960 funds in the US Equity category, with an average ALTAR Score™
of 6.2% and a standard deviation of
3.0%. VAMO's ALTAR Score™ is approximately
0.3 standard deviations
above
the category average. This places VAMO in the 60th 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 | 62.1 | 123.1 |
| Peer Avg. | 67.5 | 46.6 | 114.1 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .