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Vanguard U.S. Value Factor ETF

VFVA
ETF · Currency in USD
ISIN
US9219358051
CUSIP
921935805
Issuer
Vanguard
Inception Date
Feb 15, 2018
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
0.13%
ETF Home Page
investor.vanguard.com
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

VFVAPrice Chart


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VFVAPerformance

The chart shows the growth of $10,000 invested in VFVA on Feb 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,368 for a total return of roughly 33.68%. All prices are adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%201920202021
33.68%
49.16%
S&P 500

VFVAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.51%
YTD23.48%
6M46.36%
1Y94.14%
5Y9.73%
10Y9.73%

VFVAMonthly Returns Heatmap


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VFVASharpe 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. Value Factor ETF Sharpe ratio is 3.75. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.00AprilJulyOctober2020AprilJulyOctober2021April
3.75

VFVADividends

Vanguard U.S. Value Factor ETF granted a 1.63% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $1.56 per share.


PeriodTTM202020192018
Dividend$1.56$1.59$1.64$1.06
Dividend yield
1.63%2.04%2.09%1.65%

VFVADrawdowns Chart


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%201920202021
-0.74%

VFVAWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard U.S. Value 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 {{portfolioName}} is 48.57%, recorded on Mar 23, 2020. It took 183 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-48.57%Sep 21, 2018377Mar 23, 2020183Dec 10, 2020560
-6.35%Mar 13, 201814Apr 2, 201833May 17, 201847
-5.35%Mar 16, 20217Mar 24, 2021
-4.79%Jan 15, 202110Jan 29, 20215Feb 5, 202115
-3.37%Feb 27, 20183Mar 1, 20186Mar 9, 20189
-3.33%Feb 25, 20212Feb 26, 20215Mar 5, 20217
-2.57%Jun 12, 201813Jun 28, 20186Jul 9, 201819
-2.4%Aug 8, 20186Aug 15, 20184Aug 21, 201810
-2.26%Aug 30, 20186Sep 7, 20189Sep 20, 201815
-2.14%May 23, 20184May 29, 20186Jun 6, 201810

VFVAVolatility Chart

Current Vanguard U.S. Value Factor ETF volatility is 17.66%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%201920202021
17.66%

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