- ISIN
- US9219357061
- CUSIP
- 921935706
- Issuer
- Vanguard
- Inception Date
- Feb 13, 2018
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $463M
Share Price Chart
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Performance
VFQY Performance Chart
Vanguard U.S. Quality Factor ETF (VFQY) is up 9.5% since the beginning of the year. VFQY is currently trading at $168 per share. Investors who bought $1,000 worth of VFQY shares 5 years ago would now be looking at an investment worth $1,525.
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Returns By Period
Vanguard U.S. Quality Factor ETF (VFQY) has returned 9.52% so far this year and 22.08% over the past 12 months.
Vanguard U.S. Quality Factor ETF
- 1D
- 0.01%
- 1M
- 2.81%
- YTD
- 9.52%
- 6M
- 7.40%
- 1Y
- 22.08%
- 3Y*
- 16.43%
- 5Y*
- 8.81%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VFQY Monthly Returns History
Based on dividend-adjusted daily data since Feb 15, 2018, VFQY's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.5%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, VFQY closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 12, 2020 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.31% | 0.51% | -5.12% | 6.93% | 3.05% | 1.86% | 9.52% | ||||||
| 2025 | 3.97% | -2.62% | -6.00% | -1.59% | 5.48% | 3.92% | 0.69% | 3.90% | 0.59% | -0.19% | 1.26% | 0.97% | 10.24% |
| 2024 | 0.07% | 5.19% | 3.17% | -5.46% | 3.47% | 0.51% | 4.96% | 0.79% | 1.03% | -2.41% | 6.95% | -5.17% | 12.93% |
| 2023 | 7.38% | -2.21% | -1.24% | -0.80% | -1.98% | 8.76% | 4.50% | -1.77% | -3.76% | -3.59% | 8.74% | 7.83% | 22.48% |
| 2022 | -7.87% | -0.77% | 0.93% | -7.72% | 0.49% | -8.78% | 10.31% | -3.36% | -8.43% | 11.39% | 5.42% | -5.83% | -15.74% |
| 2021 | 2.17% | 5.67% | 4.48% | 3.13% | 1.51% | 1.51% | 1.12% | 2.09% | -4.58% | 5.85% | -1.26% | 3.70% | 27.96% |
Benchmark Metrics
Vanguard U.S. Quality Factor ETF has an annualized alpha of -1.17%, beta of 0.99, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since February 15, 2018.
- This ETF participated in 103.86% of S&P 500 Index downside but only 97.25% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.99 and R2 of 0.85, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.17%
- Beta
- 0.99
- R²
- 0.85
- Upside Capture
- 97.25%
- Downside Capture
- 103.86%
Expense Ratio
VFQY has an expense ratio of 0.13%, which is considered low.
Return for Risk
Risk / Return Rank
VFQY ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VFQY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.78 | -0.35 |
| Martin ratioReturn relative to average drawdown | 9.03 | 12.44 | -3.41 |
Dividends
Dividend History
Vanguard U.S. Quality Factor ETF provided a 0.81% dividend yield over the last twelve months, with an annual payout of $1.36 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.36 | $1.80 | $1.89 | $1.74 | $1.50 | $1.24 | $1.22 | $1.16 | $0.92 |
Dividend yield | 0.81% | 1.17% | 1.34% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard U.S. Quality Factor 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.00 | $0.45 | ||||||
| 2025 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.50 | $1.80 |
| 2024 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.53 | $1.89 |
| 2023 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.50 | $1.74 |
| 2022 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.48 | $1.50 |
| 2021 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.40 | $1.24 |
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. Quality Factor 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. Quality Factor ETF was 37.41%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Vanguard U.S. Quality Factor ETF drawdown is 0.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.41%Mar 2020 | 2mo 6d | 5mo 13d | 7mo 19dJan 2020 - Sep 2020 |
Bear market2022 | -25.93%Jun 2022 | 7mo 1d | 1y 6mo | 2y 1moNov 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -23.85%Dec 2018 | 3mo 26d | 11mo 23d | 1y 3moAug 2018 - Dec 2019 |
2025 selloff2025 | -20.67%Apr 2025 | 4mo 4d | 4mo 7d | 8mo 11dDec 2024 - Aug 2025 |
2020 pullback2020 | -9.36%Sep 2020 | 20d | 16d | 1mo 6dSep 2020 - Oct 2020 |
Drawdown Indicators
| VFQY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -56.78% | +19.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -9.10% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -20.67% | -18.90% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.93% | -25.43% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.41% | -1.80% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -10.71% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.03% | +0.42% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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