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Vanguard U.S. Quality Factor ETF (VFQY)

ETF · Currency in USD
ISIN
US9219357061
CUSIP
921935706
Issuer
Vanguard
Inception Date
Feb 15, 2018
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
0.13%
Index Tracked
NONE
ETF Home Page
investor.vanguard.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

VFQYPrice Chart


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VFQYPerformance

The chart shows the growth of $10,000 invested in Vanguard U.S. Quality Factor ETF on Feb 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,763 for a total return of roughly 67.63%. All prices are adjusted for splits and dividends.


VFQY (Vanguard U.S. Quality Factor ETF)
Benchmark (S&P 500)

VFQYReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-3.35%-2.17%
1M0.27%0.62%
6M4.55%6.95%
1Y18.02%22.39%
5Y14.17%15.07%
10Y14.17%15.07%

VFQYMonthly Returns Heatmap


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VFQYSharpe 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. Quality Factor ETF Sharpe ratio is 1.26. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


VFQY (Vanguard U.S. Quality Factor ETF)
Benchmark (S&P 500)

VFQYDividends

Vanguard U.S. Quality Factor ETF granted a 1.02% dividend yield in the last twelve months, as of Jan 15, 2022. The annual payout for that period amounted to $1.24 per share.


PeriodTTM2021202020192018
Dividend$1.24$1.24$1.22$1.16$0.92

Dividend yield

1.02%0.98%1.23%1.38%1.36%

VFQYDrawdowns Chart

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


VFQY (Vanguard U.S. Quality Factor ETF)
Benchmark (S&P 500)

VFQYWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard U.S. Quality Factor 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. Quality Factor ETF is 37.41%, recorded on Mar 23, 2020. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.41%Jan 17, 202045Mar 23, 2020113Sep 2, 2020158
-23.85%Aug 30, 201880Dec 24, 2018242Dec 12, 2019322
-9.36%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-7.15%Nov 17, 202110Dec 1, 2021
-6.96%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.74%Mar 13, 201814Apr 3, 201831May 16, 201845
-5.13%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-4.79%Mar 16, 20217Mar 24, 20217Apr 5, 202114
-4.79%May 10, 20213May 12, 202117Jun 7, 202120
-4.26%Feb 25, 20216Mar 4, 20214Mar 10, 202110

VFQYVolatility Chart

Current Vanguard U.S. Quality Factor ETF volatility is 14.91%. 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.


VFQY (Vanguard U.S. Quality Factor ETF)
Benchmark (S&P 500)

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