VMOT

Value Momentum Trend ETF

We believe VMOT provides robust diversification through consistent exposure to the strongest momentum and cheapest stocks on the developed market.

Why VMOT?

Global Exposure

Allocates to Alpha Architect’s US and developed international ETFs

Active Approach

Rebalances frequently to maintain consistent factor exposure.

Diversification

Generally features 10% or less portfolio overlap with benchmakr index.
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Portfolio Managers

VMOT Overview
Value Momentum Trend ETF

Fee Disclosures

  • When a cash dividend is declared on a stock the Fund has sold short, the Fund is required to pay an amount equal to that dividend to the party from which the Fund borrowed the stock and to record the payment of the dividend as an expense.
  • Acquired Fund Fees and Expenses are indirect fees and expenses that the Fund incurs from investing in the shares of other investment companies, including the Alpha Architect ETFs.
  • The Fund’s investment adviser has contractually agreed to waive all or a portion of its management fee for VMOT until at least January 31, 2025 to the extent necessary to prevent (i) management fees paid to the investment adviser for the Fund plus (ii) the aggregate amount of management fees paid to the investment adviser for management of the Alpha Architect ETFs (defined below) that are directly attributable to the Fund’s ownership of shares of the Alpha Architect ETFs, from exceeding 0.69% of the Fund’s daily net assets. This waiver agreement may be terminated only by agreement of the investment adviser and the Fund’s Board of Trustees.
  • Excluding Other Expenses, the Fund’s Total Net Annual Fund Operating Expenses are 0.69%

As of Date
12/31/2024

Completed Calendar Quarters of Current Year



Most Recent Completed Calendar Year


As of Date 30-Day Median Bid/Ask Spread
02/06/2025 0.19

Performance

As of Date
01/31/2025

Returns are average annualized total returns, except those for periods of less than one year, which are cumulative.

The performance data quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor’s shares, when sold or redeemed, may be worth more or less than their original cost. Current performance may be higher or lower than the performance quoted. Market price returns are based upon the closing composite market price and do not represent the returns you would receive if you traded shares at other times.

Holdings

Effective Date
02/10/2025

Fund holdings and allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security.

Distributions

Documents

Strategy Constituents

Strategy Trend Following Signals

Calculation Notes:

Domestic Equity Signal

The strategy will engage in hedging of its U.S. portfolio by shorting a representative broad-based U.S. securities index ETF when either one or both of the following conditions are met. First, the strategy will hedge if the U.S. equity markets’ total return over a rolling twelve calendar month period is less than or equal to U.S. Treasury bill returns over the same period. Second, the strategy will hedge when the U.S. equity markets’ twelve-month moving average exceeds current prices. There is a 50 percent weight to each rule. If both rules are triggered the strategy’s U.S. equity portfolio will be fully hedged; if one rule is triggered the strategy’s U.S. equity portfolio will be 50 percent hedged; and if no rules are triggered the strategy’s U.S. equity portfolio will have no hedge.

International Equity Signal

The strategy will engage in hedging of its international portfolio by shorting a representative broad based international securities index ETF when either one or both of the following conditions are met. First, the strategy will hedge if the international equity markets’ total return over a rolling twelve calendar month period is less than or equal to the returns of the U.S. Treasury bill over the same period. Second, the strategy will hedge when the international equity markets’ twelve-month moving average exceeds current prices. There is a 50 percent weight to each rule. If both rules are triggered the strategy’s international equity portfolio will be fully hedged; if one rule is triggered the strategy’s international equity portfolio will be 50 percent hedged; and if no rules are triggered the strategy’s international equity portfolio will have no hedge.

Strategy Date

“Strategy Date” is the Day the the Advisor publishes the constituents/weights of the Strategy that will reflect the hedge position. The strategy is effective before market open on the strategy Date.

Address: 19 E Eagle Road Havertown, PA 19083 | Phone: +1.215.882.9983
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Wes Gray, PhD

CEO, co-CIO, Portfolio Manager

Wes’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management firm dedicated to an impact mission of empowering investors through education. He is a contributor to multiple industry publications and regularly speaks to professional investor groups across the country

PhD/MBA from the University of Chicago – Booth School of Business; studied under Nobel Prize Winner Eugene Fama

BS in Economics, magna cum laude, from The Wharton School - University of Pennsylvania

United States Marine Corps Captain (2004-2008)

US Quantitative Value (QVAL)

US Quantitative Momentum (QMOM)

International Quantitative Value (IVAL)

International Quantitative Momentum (IMOM)

High Inflation & Deflation (HIDE)

Value Momentum Trend (VMOT)

Analyzing Valuation Measures: A Performance Horse Race over the Past 40 Years | Wes Gray, PhD, Jack Vogel, PhD

Why Do Enterprise Multiples Predict Expected Stock Returns? Steven S. Crawford, Wes Gray, PhD, Jack Vogel, PhD

Enhancing the Investment Performance of Yield-Based Strategies | Wes Gray, PhD, Jack Vogel, PhD

What Motivates Buy-Side Analysts to Share Recommendations Online? | Steven S. Crawford, Wes Gray, PhD, Bryan R. Johnson, Richard A. Price

Why Do Fund Managers Identify and Share Profitable Ideas? | Steven S. Crawford, Wes Gray, PhD, Andrew E Kern

Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System | Wes Gray and Jack Vogel

Quantitative Value, + Web Site: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors | Wes Gray and Tobias Carlisle

DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth | Wes Gray, Jack Vogel, David Foulke

Embedded: A Marine Corps Adviser Inside the Iraqi Army | Wes Gray

Jack R. Vogel, PhD

Co-Chief Investment Officer, Chief Financial Officer, Portfolio Manager

Jack leads Alpha Architect's team in all aspects, including trading, strategy design, operational efficiency, client communication, and more. His research into empirical asset pricing and behavioral finance has been published in multiple peer-reviewed academic journals.

PhD Finance and an MS in Mathematics from Drexel University

BS in Mathematics and Education, summa cum laude from The University of Scranton

US Quantitative Value (QVAL)

US Quantitative Momentum (QMOM)

International Quantitative Value (IVAL)

International Quantitative Momentum (IMOM)

High Inflation & Deflation (HIDE)

Value Momentum Trend (VMOT)

Analyzing Valuation Measures: A Performance Horse Race over the Past 40 Years | Wes Gray, PhD, Jack Vogel, PhD

Why Do Enterprise Multiples Predict Expected Stock Returns? Steven S. Crawford, Wes Gray, PhD, Jack Vogel, PhD

Enhancing the Investment Performance of Yield-Based Strategies | Wes Gray, PhD, Jack Vogel, PhD

Quantitative Momentum: A Practitioner's Guide to Building a Momentum-Based Stock Selection System | Wes Gray and Jack Vogel

DIY Financial Advisor: A Simple Solution to Build and Protect Your Wealth | Wes Gray, Jack Vogel, and David Foulke