PortfoliosLab logoPortfoliosLab logo
ISIN
US92204A8356
CUSIP
92204A835
Issuer
Vanguard
Inception Date
Feb 4, 2004
Region
North America (U.S.)
Min. Investment
$3,000
Index Tracked
MSCI US Investable Market Financials 25/50 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$14B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

VFAIX Performance Chart

Vanguard Financials Index Fund Admiral Shares (VFAIX) is down 1.2% since the beginning of the year. VFAIX is currently trading at $66 per share. Investors who bought $1,000 worth of VFAIX shares 5 years ago would now be looking at an investment worth $1,681.


Loading charts...

S&P 500 Index

Returns By Period

Vanguard Financials Index Fund Admiral Shares (VFAIX) has returned -1.21% so far this year and 9.24% over the past 12 months. Over the last ten years, VFAIX has returned 13.16% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Financials Index Fund Admiral Shares

1D
-0.72%
1M
3.20%
YTD
-1.21%
6M
-2.50%
1Y
9.24%
3Y*
19.62%
5Y*
10.94%
10Y*
13.16%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFAIX Monthly Returns History

Based on dividend-adjusted daily data since Feb 2, 2004, VFAIX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +19.6%, while the worst month was Jan 2009 at -23.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VFAIX closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +16.0%, while the worst single day was Dec 1, 2008 at -16.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.88%-4.07%-3.51%6.08%-1.21%3.80%-1.21%
20256.59%0.25%-4.91%-2.17%5.21%3.95%0.33%3.33%-0.20%-2.89%1.99%3.14%14.90%
20241.97%4.29%4.85%-4.60%3.35%-0.67%7.11%3.60%-0.27%2.98%11.33%-5.84%30.46%
20237.79%-2.06%-10.31%2.13%-3.96%6.93%5.99%-3.08%-3.17%-2.93%11.51%6.69%14.07%
2022-0.56%-1.33%-0.95%-10.08%3.44%-10.73%7.45%-1.93%-7.97%12.21%6.17%-5.90%-12.26%
2021-1.40%11.67%5.76%6.36%4.11%-2.78%-0.37%5.16%-1.72%7.52%-5.27%3.64%36.27%

Benchmark Metrics

Vanguard Financials Index Fund Admiral Shares has an annualized alpha of -2.79%, beta of 1.26, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since February 02, 2004.

  • This fund participated in 117.69% of S&P 500 Index downside but only 107.71% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.79% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.79%
Beta
1.26
0.75
Upside Capture
107.71%
Downside Capture
117.69%

Expense Ratio

VFAIX has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

VFAIX ranks 8 for risk / return — in the bottom 8% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


VFAIX Risk / Return Rank: 88
Overall Rank
VFAIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 88
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 88
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 77
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFAIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

0.65

2.78

-2.13

Martin ratioReturn relative to average drawdown

1.70

12.44

-10.74

Dividends

Dividend History

Vanguard Financials Index Fund Admiral Shares provided a 1.48% dividend yield over the last twelve months, with an annual payout of $0.97 per share. The fund has been increasing its distributions for 3 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.97$1.04$1.04$0.96$0.96$1.27$0.81$0.83$0.68$0.54$0.49$0.49

Dividend yield

1.48%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Financials Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.19$0.00$0.00$0.00$0.19
2025$0.00$0.00$0.26$0.00$0.00$0.24$0.00$0.00$0.21$0.00$0.00$0.34$1.04
2024$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.33$1.04
2023$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.25$0.00$0.00$0.27$0.96
2022$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.24$0.00$0.00$0.31$0.96
2021$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.27$0.00$0.00$0.62$1.27

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Financials Index Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Financials Index Fund Admiral Shares was 78.64%, occurring on Mar 6, 2009. Recovery took 1937 trading sessions.

The current Vanguard Financials Index Fund Admiral Shares drawdown is 4.22%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-78.64%Mar 2009
1y 9mo7y 8mo
9y 5moJun 2007 - Nov 2016
COVID crash2020
-44.37%Mar 2020
1mo 4d9mo 20d
10mo 24dFeb 2020 - Jan 2021
Bear market2022
-25.71%Sep 2022
8mo 20d1y 4mo
2y 1moJan 2022 - Feb 2024
Rate-hike selloffLate 2018
-24.46%Dec 2018
10mo 29d10mo 12d
1y 9moJan 2018 - Nov 2019
2025 selloff2025
-17.31%Apr 2025
1mo 18d2mo 23d
4mo 11dFeb 2025 - Jun 2025

Drawdown Indicators


VFAIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-78.64%

-56.78%

-21.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-9.10%

-5.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.31%

-18.90%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-25.43%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.37%

-33.92%

-10.45%

Current Drawdown

Current decline from peak

-4.22%

-1.80%

-2.42%

Average Drawdown

Average peak-to-trough decline

-18.58%

-10.71%

-7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

2.03%

+3.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with VFAIX

Add Vanguard Financials Index Fund Admiral Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VFAIX