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
| ISIN | US9219357061 |
|---|---|
| CUSIP | 921935706 |
| Issuer | Vanguard |
| Inception Date | Feb 13, 2018 |
| Region | North America (U.S.) |
| Category | All Cap Equities, Actively Managed |
| Index Tracked | No Index (Active) |
| Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Vanguard U.S. Quality Factor ETF features an expense ratio of 0.13%, falling within the medium range.
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 4.14% year-to-date (YTD) and 25.61% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.14% | 6.33% |
| 1 month | -2.64% | -2.81% |
| 6 months | 22.61% | 21.13% |
| 1 year | 25.61% | 24.56% |
| 5 years (annualized) | 11.42% | 11.55% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.07% | 5.19% | 3.17% | |||||||||
| 2023 | -3.76% | -3.59% | 8.74% | 7.83% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Vanguard U.S. Quality Factor ETF(VFQY)
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 granted a 1.33% dividend yield in the last twelve months. The annual payout for that period amounted to $1.75 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.75 | $1.74 | $1.50 | $1.24 | $1.22 | $1.16 | $0.92 |
Dividend yield | 1.33% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.40 | |||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2018 | $0.39 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.33 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 4.10%.
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 |
| -6.96% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current Vanguard U.S. Quality Factor ETF volatility is 3.71%, 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.