PortfoliosLab logo

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


Chart placeholderClick Calculate to get results

VFMFPerformance

The chart shows the growth of $10,000 invested in Vanguard U.S. Multifactor ETF on Feb 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,564 for a total return of roughly 45.64%. All prices are adjusted for splits and dividends.


VFMF (Vanguard U.S. Multifactor ETF)
Benchmark (S&P 500)

VFMFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.35%0.43%
6M4.01%9.37%
YTD27.82%22.33%
1Y33.47%26.59%
5Y10.46%14.76%
10Y10.46%14.76%

VFMFMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

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 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


VFMF (Vanguard U.S. Multifactor ETF)
Benchmark (S&P 500)

VFMFDividends

Vanguard U.S. Multifactor ETF granted a 1.28% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.36 per share.


PeriodTTM202020192018
Dividend$1.36$1.31$1.31$0.82

Dividend yield

1.28%1.56%1.61%1.22%

VFMFDrawdowns Chart

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


VFMF (Vanguard U.S. Multifactor ETF)
Benchmark (S&P 500)

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 Vanguard U.S. Multifactor ETF 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
-7.67%Jun 9, 202128Jul 19, 202129Aug 27, 202157
-5.39%Mar 12, 201815Apr 2, 201832May 16, 201847
-5.21%May 10, 20213May 12, 202118Jun 8, 202121
-4.93%Aug 30, 202116Sep 21, 202119Oct 18, 202135
-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
-3.65%Nov 17, 20217Nov 26, 2021

VFMFVolatility Chart

Current Vanguard U.S. Multifactor ETF volatility is 17.67%. 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.


VFMF (Vanguard U.S. Multifactor ETF)
Benchmark (S&P 500)

Portfolios with Vanguard U.S. Multifactor ETF


Loading data...

More Tools for Vanguard U.S. Multifactor ETF