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Vanguard U.S. Multifactor ETF

VFMF
ETF · Currency in USD
ISIN
US9219356071
CUSIP
921935607
Issuer
Vanguard
Inception Date
Feb 15, 2018
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
0.18%
ETF Home Page
investor.vanguard.com
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

VFMFPrice Chart


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VFMFPerformance

The chart shows the growth of $10,000 invested in VFMF on Feb 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,482 for a total return of roughly 34.82%. All prices are adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%201920202021
34.82%
49.16%
S&P 500

VFMFReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.64%
YTD18.32%
6M32.79%
1Y66.96%
5Y10.03%
10Y10.03%

VFMFMonthly Returns Heatmap


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VFMFSharpe 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. Multifactor ETF Sharpe ratio is 3.62. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.00AprilJulyOctober2020AprilJulyOctober2021April
3.62

VFMFDividends

Vanguard U.S. Multifactor ETF granted a 1.26% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $1.24 per share.


PeriodTTM202020192018
Dividend$1.24$1.31$1.31$0.82
Dividend yield
1.26%1.56%1.61%1.22%

VFMFDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%201920202021
-0.29%

VFMFWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard U.S. Multifactor 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 {{portfolioName}} is 41.34%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-41.34%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-23.58%Aug 30, 201880Dec 24, 2018267Jan 16, 2020347
-5.39%Mar 12, 201815Apr 2, 201832May 16, 201847
-4.91%Mar 16, 20217Mar 24, 20217Apr 5, 202114
-4.21%Jan 25, 20215Jan 29, 20215Feb 5, 202110
-3.92%Feb 25, 20216Mar 4, 20213Mar 9, 20219
-3.59%Jun 12, 201815Jul 2, 201825Aug 7, 201840
-3.16%Feb 27, 20183Mar 1, 20186Mar 9, 20189
-1.83%May 22, 20185May 29, 20184Jun 4, 20189
-1.42%Feb 16, 20213Feb 18, 20214Feb 24, 20217

VFMFVolatility Chart

Current Vanguard U.S. Multifactor ETF volatility is 18.88%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%201920202021
18.88%

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