Vanguard U.S. Quality Factor ETF (VFQY)
VFQY is an actively managed ETF by Vanguard. VFQY launched on Feb 13, 2018 and has a 0.13% expense ratio.
ETF Info
US9219357061
921935706
Feb 13, 2018
North America (U.S.)
1x
No Index (Active)
Multi-Cap
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Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Quality Factor 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. Quality Factor ETF had a return of 16.04% year-to-date (YTD) and 26.15% in the last 12 months.
VFQY
16.04%
2.18%
9.77%
26.15%
13.45%
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of VFQY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.07% | 5.19% | 3.17% | -5.46% | 3.47% | 0.51% | 4.96% | 0.79% | 1.03% | -2.41% | 16.04% | ||
| 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% |
| 2020 | -3.55% | -9.47% | -15.55% | 14.47% | 5.81% | 2.36% | 4.04% | 5.76% | -3.50% | -0.24% | 13.04% | 6.84% | 16.97% |
| 2019 | 10.20% | 4.56% | -1.03% | 3.45% | -9.23% | 7.33% | 1.49% | -3.54% | 2.38% | 1.79% | 3.91% | 3.21% | 25.75% |
| 2018 | 0.31% | -0.78% | 1.98% | 3.75% | 1.15% | 2.14% | 4.67% | -1.29% | -8.01% | -0.21% | -10.71% | -7.85% |
Expense Ratio
VFQY has an expense ratio of 0.13%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VFQY is 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) 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. Quality Factor ETF provided a 1.28% dividend yield over the last twelve months, with an annual payout of $1.86 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.86 | $1.74 | $1.51 | $1.24 | $1.22 | $1.16 | $0.92 |
Dividend yield | 1.28% | 1.38% | 1.44% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $1.36 | |
| 2023 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.50 | $1.74 |
| 2022 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.48 | $1.51 |
| 2021 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.40 | $1.24 |
| 2020 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.44 | $1.22 |
| 2019 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.37 | $1.16 |
| 2018 | $0.39 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.33 | $0.92 |
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.
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 1.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.41% | Jan 17, 2020 | 45 | Mar 23, 2020 | 114 | Sep 2, 2020 | 159 |
| -25.93% | Nov 17, 2021 | 146 | Jun 16, 2022 | 379 | Dec 19, 2023 | 525 |
| -23.85% | Aug 30, 2018 | 80 | Dec 24, 2018 | 244 | Dec 12, 2019 | 324 |
| -9.36% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -7.85% | Jul 17, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Vanguard U.S. Quality Factor ETF volatility is 4.74%, 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.