USVM
VictoryShares US Small Mid Cap Value Momentum ETF
SMB
UMD
Adj. R2
0.962
Rel. Sharpe
1.046
Mkt beta
0.97
AUM
US$1.5B
MER
0.29%
Valuation
79
ETF comparison
Verified factor-similar pair
USVM vs VIOG
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
UMD
Similarity score
91
Near substitute
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- VIOG has the higher backtested relative Sharpe (1.225 vs 1.046).
- VIOG has the lower published fee (0.10% vs 0.29%).
- USVM is cheaper on dividend valuation (79 vs 126, where 100 is each fund's historical median).
- USVM has the stronger regression fit (adjusted R-squared 0.962 vs 0.954).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
SMB
UMD
Adj. R2
0.954
Rel. Sharpe
1.225
Mkt beta
0.98
AUM
US$894M
MER
0.10%
Valuation
126
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.12
HML
diff +0.13
RMW
diff +0.01
CMA
diff +0.04
UMD
diff -0.02
Why This Pair Matches
Exposure level
89
Exposure shape
99
Mkt beta diff
0.01
Rel. Sharpe diff
0.179
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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