PortfoliosLab logoPortfoliosLab logo
CUSIP
921910717
Issuer
Vanguard
Inception Date
Feb 7, 2019
Region
North America (U.S.)
Min. Investment
$3,000
Index Tracked
FTSE US Choice Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$28B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

VFTAX Performance Chart

Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) is up 9.7% since the beginning of the year. VFTAX is currently trading at $72 per share. Investors who bought $1,000 worth of VFTAX shares 5 years ago would now be looking at an investment worth $1,865.


Loading charts...

S&P 500 Index

Returns By Period

Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) has returned 9.67% so far this year and 27.09% over the past 12 months.


Vanguard FTSE Social Index Fund Admiral Shares

1D
1.40%
1M
0.71%
YTD
9.67%
6M
9.21%
1Y
27.09%
3Y*
21.30%
5Y*
13.28%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFTAX Monthly Returns History

Based on dividend-adjusted daily data since Feb 7, 2019, VFTAX's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VFTAX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%-2.39%-5.52%12.33%6.94%-1.27%9.67%
20252.85%-2.24%-6.71%-0.04%6.84%5.57%2.11%2.03%3.94%2.74%-0.41%0.06%17.25%
20241.90%5.47%2.53%-4.54%4.97%4.63%0.56%2.39%2.22%-0.88%6.21%-1.59%25.97%
20237.68%-2.11%4.19%1.23%1.95%6.46%3.33%-1.72%-5.01%-2.14%10.26%4.91%31.78%
2022-6.87%-3.86%3.34%-9.98%-0.98%-7.82%9.60%-4.49%-9.43%6.66%5.48%-6.54%-24.22%
2021-0.90%2.00%3.53%5.73%0.10%3.25%2.73%3.30%-5.06%7.42%-0.60%3.79%27.70%

Benchmark Metrics

Vanguard FTSE Social Index Fund Admiral Shares has an annualized alpha of 1.23%, beta of 1.05, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since February 07, 2019.

  • This fund captured 110.85% of S&P 500 Index gains and 103.74% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.05 and R2 of 0.99, 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
1.23%
Beta
1.05
0.99
Upside Capture
110.85%
Downside Capture
103.74%

Expense Ratio

VFTAX has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

VFTAX ranks 45 for risk / return — on par with similar mutual funds. 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.


VFTAX Risk / Return Rank: 4545
Overall Rank
VFTAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VFTAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VFTAX Omega Ratio Rank: 4646
Omega Ratio Rank
VFTAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VFTAX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) 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.


VFTAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.26

2.78

-0.52

Martin ratioReturn relative to average drawdown

9.36

12.44

-3.07

Dividends

Dividend History

Vanguard FTSE Social Index Fund Admiral Shares provided a 0.83% dividend yield over the last twelve months, with an annual payout of $0.59 per share.


0.90%1.00%1.10%1.20%1.30%1.40%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.59$0.56$0.56$0.50$0.47$0.44$0.44$0.44

Dividend yield

0.83%0.85%0.99%1.10%1.34%0.94%1.21%1.43%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Social Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.00$0.00$0.15$0.30
2025$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.14$0.56
2024$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.56
2023$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.16$0.50
2022$0.00$0.00$0.09$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.14$0.47
2021$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.14$0.44

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Social Index 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 FTSE Social Index Fund Admiral Shares was 34.20%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current Vanguard FTSE Social Index Fund Admiral Shares drawdown is 1.79%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.20%Mar 2020
1mo 2d4mo 14d
5mo 16dFeb 2020 - Aug 2020
Bear market2022
-29.12%Oct 2022
9mo 20d1y 3mo
2y 22dDec 2021 - Jan 2024
2025 selloff2025
-20.18%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2026 correction2026
-11.84%Mar 2026
2mo 16d18d
3mo 4dJan 2026 - Apr 2026
2020 pullback2020
-9.89%Sep 2020
20d1mo 24d
2mo 14dSep 2020 - Nov 2020

Drawdown Indicators


VFTAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-56.78%

+22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-9.10%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-20.18%

-18.90%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

-25.43%

-3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.79%

-1.80%

+0.01%

Average Drawdown

Average peak-to-trough decline

-6.25%

-10.71%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.03%

+0.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with VFTAX

Add Vanguard FTSE Social Index Fund Admiral Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VFTAX