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Vanguard U.S. Value Factor ETF (VFVA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9219358051
CUSIP921935805
IssuerVanguard
Inception DateFeb 13, 2018
RegionNorth America (U.S.)
CategoryAll Cap Equities
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Vanguard U.S. Value Factor ETF features an expense ratio of 0.13%, falling within the medium range.


0.50%1.00%1.50%2.00%0.13%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with VFVA

Vanguard U.S. Value Factor ETF

Popular comparisons: VFVA vs. VOO, VFVA vs. VTWG, VFVA vs. VFQY, VFVA vs. SCHD, VFVA vs. JEPI, VFVA vs. VIG, VFVA vs. QQQ, VFVA vs. VOOV, VFVA vs. ONEY, VFVA vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Value 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.


40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
77.93%
92.38%
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard U.S. Value Factor ETF had a return of 6.49% year-to-date (YTD) and 27.99% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.49%10.16%
1 month6.95%3.47%
6 months20.22%22.20%
1 year27.99%30.45%
5 years (annualized)13.21%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.87%0.79%
2023-3.37%-2.79%-4.71%8.32%9.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VFVA
Vanguard U.S. Value Factor ETF
1.72
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Vanguard U.S. Value Factor ETF Sharpe ratio is 1.72. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.72
2.79
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard U.S. Value Factor ETF granted a 2.28% dividend yield in the last twelve months. The annual payout for that period amounted to $2.73 per share.


PeriodTTM202320222021202020192018
Dividend$2.73$2.76$2.18$1.77$1.59$1.64$1.06

Dividend yield

2.28%2.45%2.21%1.68%2.04%2.08%1.65%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard U.S. Value Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.66$0.00$0.00$0.76$0.00$0.00$0.59$0.00$0.00$0.75
2022$0.00$0.00$0.43$0.00$0.00$0.50$0.00$0.00$0.57$0.00$0.00$0.68
2021$0.00$0.00$0.34$0.00$0.00$0.41$0.00$0.00$0.46$0.00$0.00$0.57
2020$0.00$0.00$0.37$0.00$0.00$0.39$0.00$0.00$0.35$0.00$0.00$0.48
2019$0.00$0.00$0.36$0.00$0.00$0.37$0.00$0.00$0.41$0.00$0.00$0.50
2018$0.27$0.00$0.00$0.36$0.00$0.00$0.43

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard U.S. Value 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. Value Factor ETF was 48.58%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.58%Sep 21, 2018377Mar 23, 2020183Dec 10, 2020560
-20.2%Mar 30, 2022124Sep 26, 202288Feb 1, 2023212
-17.04%Feb 3, 202363May 4, 2023154Dec 13, 2023217
-9.52%Jun 9, 202128Jul 19, 202166Oct 20, 202194
-8.29%Nov 15, 202112Dec 1, 202123Jan 4, 202235

Volatility

Volatility Chart

The current Vanguard U.S. Value Factor ETF volatility is 3.33%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.33%
2.80%
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)