CAOS vs VFMF
Comparison between ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF) and VANGUARD U.S. MULTIFACTOR ETF ETF SHARES (VFMF, ETF).
CAOS vs VFMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CAOS
$705M
VFMF
$703M
Expense Ratio
CAOS
0.63%
Winner
VFMF
0.18%
Max Drawdown
Winner
CAOS
3.60%
VFMF
42.80%
Sharpe Ratio
CAOS
-1.18
Winner
VFMF
2.17
5Y Beta
Winner
CAOS
-0.14
VFMF
0.88
P/E Ratio
CAOS
N/A
VFMF
19.58
Forward P/E
CAOS
N/A
VFMF
12.23
5Y Dividends CAGR
CAOS
N/A
VFMF
14.48%
5Y EPS CAGR
CAOS
N/A
VFMF
15.95%
Debt to Equity
CAOS
N/A
VFMF
23.72%
P/S Ratio
CAOS
N/A
VFMF
1.01
P/B Ratio
CAOS
N/A
VFMF
2.12
CAOS vs VFMF - Holdings Comparison
CAOS and VFMF have 1 common holdings. Overlap is -189.42%
CAOS's top 25 holdings weight is 100.00%. VFMF's top 25 holdings weight is 17.65%.
| Rank | CAOS | VFMF |
|---|---|---|
| #1 | OPTION ON STATE STREET® SPDR® S&P 500® ETF SEP26 (n/a) - 193.12% | NEWMONT CORP (NEM) - 0.98% |
| #2 | SPY 06/18/2026 10010.01 P (n/a) - 175.17% | ALTRIA GROUP INC (MO) - 0.94% |
| #3 | SPY 06/18/2026 10.01 C (n/a) - 13.45% | BRISTOL-MYERS SQUIBB CO (BMY) - 0.91% |
| #4 | OPTION ON S&P 500 PR (n/a) - 7.34% | MERCK & CO INC (MRK) - 0.89% |
| #5 | FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.23% | HCA HEALTHCARE INC (HCA) - 0.87% |
| #6 | OTHER ASSETS AND LIABILITIES (n/a) - 0.04% | MCKESSON CORP (MCK) - 0.84% |
| #7 | SPY 06/18/2026 10.01 P (n/a) - 0.00% | BANK OF NEW YORK MELLON CORP (BNY) - 0.84% |
| #8 | SPY 06/18/2026 10010.01 C (n/a) - 0.00% | GILEAD SCIENCES INC (GILD) - 0.83% |
| #9 | US DOLLARS (n/a) - -0.10% | EXXON MOBIL CORP (n/a) - 0.83% |
| #10 | CASH OFFSET (n/a) - -99.83% | MICRON TECHNOLOGY INC (MU) - 0.83% |
| #11 | OPTION ON INVESCO QQQ TRUST SERIES 1 USD JUN26 (n/a) - -189.42% | LAM RESEARCH CORP (LRCX) - 0.80% |
| #12 | N/A | WELLS FARGO & CO (WFC) - 0.76% |
| #13 | N/A | AMGEN INC (AMGN) - 0.75% |
| #14 | N/A | QUALCOMM INC (QCOM) - 0.73% |
| #15 | N/A | JPMORGAN CHASE & CO (JPM) - 0.71% |
| #16 | N/A | ALPHABET INC CLASS A (GOOGL) - 0.71% |
| #17 | N/A | FEDEX CORP (FDX) - 0.69% |
| #18 | N/A | CVS HEALTH CORP (CVS) - 0.68% |
| #19 | N/A | PFIZER INC (PFE) - 0.67% |
| #20 | N/A | REGENERON PHARMACEUTICALS INC (REGN) - 0.67% |
| #21 | N/A | COMFORT SYSTEMS USA INC (FIX) - 0.36% |
| #22 | N/A | ALBERTSONS COMPANIES INC CLASS A (ACI) - 0.36% |
| #23 | N/A | C.H. ROBINSON WORLDWIDE INC (CHRW) - 0.36% |
| #24 | N/A | LOCKHEED MARTIN CORP (LMT) - 0.32% |
| #25 | N/A | MATADOR RESOURCES CO (MTDR) - 0.32% |
| Total Holdings | 11 | 539 |
CAOS vs VFMF - Historical Returns
Returns include dividend reinvestment.
1M
CAOS
+0.19%
Winner
VFMF
+3.81%
3M
CAOS
-0.01%
Winner
VFMF
+9.80%
6M
CAOS
+0.36%
Winner
VFMF
+16.02%
1Y
CAOS
+1.98%
Winner
VFMF
+36.75%
5Y(CAGR)
CAOS
N/A
VFMF
+14.93%
10Y(CAGR)
CAOS
N/A
VFMF
+12.66%
Max(CAGR)
CAOS
+4.96%
Winner
VFMF
+12.66%
CAOS vs VFMF - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | CAOS | VFMF |
|---|---|---|
| 2026 | +0.99% | +20.59% |
| 2025 | +2.72% | +17.53% |
| 2024 | +5.67% | +15.63% |
| 2023 | +7.97% | +19.78% |
| 2022 | N/A | -5.99% |
| 2021 | N/A | +31.29% |
| 2020 | N/A | +4.57% |
| 2019 | N/A | +21.48% |
| 2018 | N/A | -11.28% |
CAOS vs VFMF Drawdown Comparison
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The maximum drawdown for VFMF was -41.33%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.
The current CAOS drawdown is -0.95%.
| Rank | CAOS | VFMF |
|---|---|---|
| #1 | -3.60% Apr 8, 2025 - May 9, 2025 | -41.33% Jan 17, 2020 - Dec 4, 2020 |
| #2 | -3.41% Mar 6, 2023 - Mar 31, 2023 | -23.57% Aug 29, 2018 - Jan 16, 2020 |
| #3 | -2.07% Aug 5, 2024 - Nov 13, 2024 | -20.57% Nov 25, 2024 - Aug 13, 2025 |
| #4 | -1.62% May 1, 2023 - May 17, 2023 | -19.04% Nov 16, 2021 - Jul 13, 2023 |
| #5 | -1.52% Oct 17, 2023 - Nov 2, 2023 | -10.05% Aug 1, 2023 - Dec 4, 2023 |
| #6 | -1.31% Apr 18, 2023 - Apr 28, 2023 | -8.63% Jul 31, 2024 - Oct 11, 2024 |
| #7 | -1.22% Sep 15, 2023 - Oct 11, 2023 | -7.67% Jun 8, 2021 - Aug 27, 2021 |
| #8 | -1.21% Apr 11, 2024 - May 22, 2024 | -7.08% Feb 26, 2026 - Apr 14, 2026 |
| #9 | -0.89% May 22, 2023 - May 26, 2023 | -6.33% Mar 28, 2024 - Jul 15, 2024 |
| #10 | -0.83% Aug 14, 2023 - Sep 11, 2023 | -5.39% Mar 9, 2018 - May 16, 2018 |
| #11 | -0.70% Dec 27, 2023 - Jan 18, 2024 | -5.21% May 7, 2021 - Jun 8, 2021 |
| #12 | -0.50% Dec 19, 2024 - Jan 31, 2025 | -4.93% Aug 27, 2021 - Oct 18, 2021 |
| #13 | -0.42% Apr 3, 2023 - Apr 13, 2023 | -4.91% Mar 15, 2021 - Apr 5, 2021 |
| #14 | -0.38% Nov 13, 2024 - Dec 18, 2024 | -4.67% Nov 12, 2025 - Nov 25, 2025 |
| #15 | -0.35% May 24, 2024 - Jun 5, 2024 | -4.24% Sep 18, 2025 - Oct 27, 2025 |
Correlation
Correlation between CAOS and VFMF is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
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