Vanguard U.S. Multifactor ETF (VFMF)
VFMF is an actively managed ETF by Vanguard. VFMF launched on Feb 13, 2018 and has a 0.18% expense ratio.
ETF Info
| ISIN | US9219356071 |
|---|---|
| CUSIP | 921935607 |
| Issuer | Vanguard |
| Inception Date | Feb 13, 2018 |
| Region | North America (U.S.) |
| Category | Multi-factor |
| Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Vanguard U.S. Multifactor ETF features an expense ratio of 0.18%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: VFMF vs. VFQY, VFMF vs. INTF, VFMF vs. AVUV, VFMF vs. VIG, VFMF vs. VT, VFMF vs. VOO, VFMF vs. VTI, VFMF vs. SPY, VFMF vs. VFMO, VFMF vs. VYM
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Vanguard U.S. Multifactor ETF had a return of 5.16% year-to-date (YTD) and 24.14% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.16% | 5.05% |
| 1 month | -3.48% | -4.27% |
| 6 months | 22.09% | 18.82% |
| 1 year | 24.14% | 21.22% |
| 5 years (annualized) | 11.37% | 11.38% |
| 10 years (annualized) | N/A | 10.42% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.66% | 4.65% | 5.24% | |||||||||
| 2023 | -3.13% | -4.34% | 7.61% | 8.57% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Vanguard U.S. Multifactor ETF(VFMF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard U.S. Multifactor ETF granted a 1.63% dividend yield in the last twelve months. The annual payout for that period amounted to $1.96 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.96 | $2.05 | $2.18 | $1.49 | $1.31 | $1.30 | $0.82 |
Dividend yield | 1.63% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard U.S. Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.42 | |||||||||
| 2023 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.55 |
| 2022 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.58 |
| 2020 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.45 |
| 2019 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.38 |
| 2018 | $0.23 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.34 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard U.S. Multifactor ETF. 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 U.S. Multifactor ETF was 41.34%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current Vanguard U.S. Multifactor ETF drawdown is 5.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.34% | Jan 21, 2020 | 44 | Mar 23, 2020 | 179 | Dec 4, 2020 | 223 |
| -23.58% | Aug 30, 2018 | 80 | Dec 24, 2018 | 267 | Jan 16, 2020 | 347 |
| -19.06% | Nov 17, 2021 | 215 | Sep 26, 2022 | 199 | Jul 13, 2023 | 414 |
| -10.05% | Aug 2, 2023 | 62 | Oct 27, 2023 | 25 | Dec 4, 2023 | 87 |
| -7.67% | Jun 9, 2021 | 28 | Jul 19, 2021 | 29 | Aug 27, 2021 | 57 |
Volatility
Volatility Chart
The current Vanguard U.S. Multifactor ETF volatility is 3.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.