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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Multifactor Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) has returned 0.91% so far this year and 20.19% over the past 12 months.
Vanguard U.S. Multifactor Fund Admiral Shares
- 1D
- -0.43%
- 1M
- -6.18%
- YTD
- 0.91%
- 6M
- 5.37%
- 1Y
- 20.19%
- 3Y*
- 16.73%
- 5Y*
- 11.14%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 26, 2018, VFMFX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was Oct 2022 with a return of +13.9%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, VFMFX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.77% | 2.66% | -6.18% | 0.91% | |||||||||
| 2025 | 4.38% | -2.21% | -5.82% | -2.40% | 5.79% | 3.72% | -0.54% | 5.59% | 1.41% | -0.80% | 3.32% | 1.88% | 14.50% |
| 2024 | 0.27% | 5.44% | 5.46% | -5.18% | 4.61% | -1.26% | 6.70% | -0.19% | 0.51% | -0.71% | 8.42% | -6.86% | 17.21% |
| 2023 | 5.72% | -2.03% | -3.08% | -0.79% | -2.93% | 9.74% | 4.93% | -1.49% | -3.09% | -4.28% | 7.46% | 7.86% | 17.89% |
| 2022 | -4.34% | 0.55% | 1.36% | -5.57% | 3.36% | -10.42% | 8.55% | -1.68% | -8.01% | 13.85% | 4.75% | -5.59% | -5.78% |
| 2021 | 2.74% | 6.61% | 5.91% | 3.11% | 2.86% | -1.16% | -0.47% | 2.71% | -2.94% | 5.53% | -1.84% | 4.63% | 30.78% |
Benchmark Metrics
Vanguard U.S. Multifactor Fund Admiral Shares has an annualized alpha of -0.78%, beta of 0.99, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.
- This fund participated in 102.05% of S&P 500 Index downside but only 96.88% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.99 and R² of 0.83, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.78%
- Beta
- 0.99
- R²
- 0.83
- Upside Capture
- 96.88%
- Downside Capture
- 102.05%
Expense Ratio
VFMFX has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
VFMFX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) and compare them to a chosen benchmark (S&P 500 Index).
| VFMFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.39 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.40 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.47 | 6.61 | -0.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VFMFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Vanguard U.S. Multifactor Fund Admiral Shares provided a 3.11% dividend yield over the last twelve months, with an annual payout of $1.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.45 | $1.25 | $1.37 | $0.61 | $0.66 | $0.47 | $0.39 | $0.43 | $0.32 |
Dividend yield | 3.11% | 2.69% | 3.29% | 1.66% | 2.09% | 1.37% | 1.48% | 1.63% | 1.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard U.S. Multifactor Fund Admiral Shares. 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.20 | $0.20 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.89 | $1.25 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.90 | $1.37 |
| 2023 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.61 |
| 2022 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.17 | $0.47 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard U.S. Multifactor 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 U.S. Multifactor Fund Admiral Shares was 41.18%, occurring on Mar 23, 2020. Recovery took 181 trading sessions.
The current Vanguard U.S. Multifactor Fund Admiral Shares drawdown is 7.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.18% | Jan 21, 2020 | 44 | Mar 23, 2020 | 181 | Dec 8, 2020 | 225 |
| -23.51% | Aug 30, 2018 | 80 | Dec 24, 2018 | 267 | Jan 16, 2020 | 347 |
| -21.18% | Nov 26, 2024 | 90 | Apr 8, 2025 | 94 | Aug 22, 2025 | 184 |
| -18.32% | Jan 5, 2022 | 182 | Sep 26, 2022 | 199 | Jul 13, 2023 | 381 |
| -9.66% | Aug 1, 2023 | 63 | Oct 27, 2023 | 25 | Dec 4, 2023 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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