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Vanguard U.S. Liquidity Factor ETF (VFLQ)

ETF · Currency in USD
ISIN
US9219353003
CUSIP
921935300
Issuer
Vanguard
Inception Date
Feb 15, 2018
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
0.13%
ETF Home Page
investor.vanguard.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

VFLQPrice Chart


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VFLQPerformance

The chart shows the growth of $10,000 invested in Vanguard U.S. Liquidity Factor ETF on Feb 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,540 for a total return of roughly 55.40%. All prices are adjusted for splits and dividends.


VFLQ (Vanguard U.S. Liquidity Factor ETF)
Benchmark (S&P 500)

VFLQReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.49%0.43%
6M1.95%9.37%
YTD20.45%22.33%
1Y25.45%26.59%
5Y12.38%14.76%
10Y12.38%14.76%

VFLQMonthly Returns Heatmap


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VFLQSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard U.S. Liquidity Factor ETF Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


VFLQ (Vanguard U.S. Liquidity Factor ETF)
Benchmark (S&P 500)

VFLQDividends

Vanguard U.S. Liquidity Factor ETF granted a 1.27% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.43 per share.


PeriodTTM202020192018
Dividend$1.43$1.48$1.25$1.00

Dividend yield

1.27%1.57%1.40%1.44%

VFLQDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


VFLQ (Vanguard U.S. Liquidity Factor ETF)
Benchmark (S&P 500)

VFLQWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard U.S. Liquidity Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard U.S. Liquidity Factor ETF is 40.34%, recorded on Mar 23, 2020. It took 167 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.34%Jan 21, 202044Mar 23, 2020167Nov 17, 2020211
-21.64%Aug 30, 201880Dec 24, 2018131Jul 3, 2019211
-6.55%Jul 29, 201920Aug 23, 201912Sep 11, 201932
-5.98%Nov 9, 202113Nov 26, 2021
-5.79%Mar 16, 20217Mar 24, 202121Apr 23, 202128
-5.75%Sep 17, 201916Oct 8, 201919Nov 4, 201935
-5.5%Mar 14, 201813Apr 2, 201829May 11, 201842
-5.5%Jun 9, 202128Jul 19, 202114Aug 6, 202142
-5.23%Sep 3, 202111Sep 20, 202123Oct 21, 202134
-5%Jan 21, 20217Jan 29, 20214Feb 4, 202111

VFLQVolatility Chart

Current Vanguard U.S. Liquidity Factor ETF volatility is 18.11%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VFLQ (Vanguard U.S. Liquidity Factor ETF)
Benchmark (S&P 500)

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