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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 Vanguard U.S. Value Factor ETF on Feb 16, 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,406 for a total return of roughly 44.06%. All prices are adjusted for splits and dividends.


VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (S&P 500)

VFVAReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.34%0.43%
6M1.28%9.37%
YTD33.07%22.33%
1Y37.19%26.59%
5Y10.14%14.76%
10Y10.14%14.76%

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 2.02. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (S&P 500)

VFVADividends

Vanguard U.S. Value Factor ETF granted a 1.64% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $1.69 per share.


PeriodTTM202020192018
Dividend$1.69$1.59$1.64$1.06

Dividend yield

1.64%2.04%2.09%1.65%

VFVADrawdowns Chart

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


VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (S&P 500)

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 Vanguard U.S. Value Factor ETF 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
-9.52%Jun 9, 202128Jul 19, 202166Oct 20, 202194
-6.35%Mar 13, 201814Apr 2, 201833May 17, 201847
-5.35%Mar 16, 20217Mar 24, 202116Apr 16, 202123
-4.79%Jan 15, 202110Jan 29, 20215Feb 5, 202115
-4.33%Nov 15, 20219Nov 26, 2021
-3.72%May 10, 20213May 12, 20213May 17, 20216
-3.37%Feb 27, 20183Mar 1, 20186Mar 9, 20189
-3.33%Feb 25, 20212Feb 26, 20215Mar 5, 20217
-3.07%Oct 26, 20212Oct 27, 20215Nov 3, 20217

VFVAVolatility Chart

Current Vanguard U.S. Value Factor ETF volatility is 19.53%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VFVA (Vanguard U.S. Value Factor ETF)
Benchmark (S&P 500)

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