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

ETF Info

ISIN

US9219358051

CUSIP

921935805

Issuer

Vanguard

Inception Date

Feb 13, 2018

Region

North America (U.S.)

Leveraged

1x

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


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

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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.10%
12.93%
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard U.S. Value Factor ETF had a return of 14.34% year-to-date (YTD) and 26.90% in the last 12 months.


VFVA

YTD

14.34%

1M

4.75%

6M

12.10%

1Y

26.90%

5Y (annualized)

13.76%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of VFVA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.87%0.79%6.59%-5.92%3.65%-2.16%8.48%-1.45%0.29%-0.89%14.34%
20239.27%-2.48%-7.12%-0.46%-4.91%9.44%7.55%-3.37%-2.79%-4.71%8.32%9.80%17.37%
2022-0.72%0.89%1.81%-5.70%3.92%-12.20%9.00%-1.87%-10.56%14.35%5.88%-5.51%-3.96%
20213.16%8.99%8.00%3.03%4.65%-1.67%-1.56%2.61%-1.43%3.76%-2.71%5.84%36.94%
2020-6.69%-11.54%-26.40%18.91%3.54%2.40%3.29%5.24%-3.49%1.78%17.70%6.27%2.28%
201913.39%2.98%-2.81%5.52%-11.54%8.21%0.78%-7.22%7.05%1.09%3.44%4.55%25.42%
2018-1.14%-0.55%1.67%1.84%0.87%2.28%1.32%-1.47%-7.23%0.12%-13.33%-15.61%

Expense Ratio

VFVA has an expense ratio of 0.13%, which is considered low compared to other funds.


Expense ratio chart for VFVA: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VFVA is 59, 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.


The Risk-Adjusted Performance Rank of VFVA is 5959
Combined Rank
The Sharpe Ratio Rank of VFVA is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VFVA is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VFVA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VFVA is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VFVA is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VFVA, currently valued at 1.65, compared to the broader market0.002.004.001.652.54
The chart of Sortino ratio for VFVA, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.0010.0012.002.433.40
The chart of Omega ratio for VFVA, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.47
The chart of Calmar ratio for VFVA, currently valued at 3.03, compared to the broader market0.005.0010.0015.003.033.66
The chart of Martin ratio for VFVA, currently valued at 8.14, compared to the broader market0.0020.0040.0060.0080.00100.008.1416.26
VFVA
^GSPC

The current Vanguard U.S. Value Factor ETF Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard U.S. Value Factor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.65
2.54
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard U.S. Value Factor ETF provided a 2.24% dividend yield over the last twelve months, with an annual payout of $2.83 per share. The fund has been increasing its distributions for 3 consecutive years.


1.60%1.80%2.00%2.20%2.40%$0.00$0.50$1.00$1.50$2.00$2.50201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018
Dividend$2.83$2.76$2.18$1.77$1.59$1.64$1.06

Dividend yield

2.24%2.45%2.21%1.68%2.04%2.09%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.63$0.00$0.00$0.79$0.00$0.00$0.68$0.00$0.00$2.09
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$2.76
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$2.18
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$1.77
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$1.59
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$1.64
2018$0.27$0.00$0.00$0.36$0.00$0.00$0.43$1.06

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.97%
-0.88%
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.

The current Vanguard U.S. Value Factor ETF drawdown is 0.97%.


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
-9.09%Aug 1, 20245Aug 7, 202449Oct 16, 202454

Volatility

Volatility Chart

The current Vanguard U.S. Value Factor ETF volatility is 6.48%, 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%8.00%JuneJulyAugustSeptemberOctoberNovember
6.48%
3.96%
VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (^GSPC)