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Vanguard U.S. Value Factor ETF (VFVA) Sharpe Ratio: 2.12

ETF · Currency in USD · Last updated Jun 3, 2026

Vanguard U.S. Value Factor ETF seeks to provide long-term capital appreciation by investing in U.S. stocks with lower share prices relative to fundamental measures of value. The fund uses a quantitative model to assess value characteristics across a broad universe of U.S. equities.

VFVA's Sharpe Ratio of 2.12 indicates that for each unit of volatility, it generates 2.12 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VFVA Sharpe Ratio Rank

VFVA Sharpe Ratio Rank: 62.763
Above Average

VFVA ranks above 62.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

VFVA Sharpe Ratio Market Positioning

The chart shows VFVA's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.91 or lower
  • Yellow zone (middle 50%): 0.91 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.84+
  • Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard U.S. Value Factor ETF's Sharpe Ratio with other ETFs in the Mid Cap Value Equities category across multiple time periods, showing how VFVA's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EQRRProShares Equities for Rising Rates ETF3.29
DXUVDimensional US Vector Equity ETF2.34
DVLUFirst Trust Dorsey Wright Momentum & Value ETF2.28
RDIVInvesco S&P Ultra Dividend Revenue ETF2.27
COWZPacer US Cash Cows 100 ETF2.17
QVALAlpha Architect U.S. Quantitative Value ETF2.16
IWSiShares Russell Mid-Cap Value ETF2.15
RNINBushido Capital US SMID Cap Equity ETF2.14
VFVAVanguard U.S. Value Factor ETF2.12
FABFirst Trust Multi Cap Value AlphaDEX Fund2.11

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VFVA's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VFVA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VFVA fit in your portfolio?

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