RUNN vs. VFQY

Last updated Apr 2, 2026

Compare and contrast key facts about Running Oak Efficient Growth ETF (RUNN) and Vanguard U.S. Quality Factor ETF (VFQY).

RUNN and VFQY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RUNN is an actively managed fund by Running Oak Capital. It was launched on Jun 7, 2023. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018.

Performance

RUNN vs. VFQY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Running Oak Efficient Growth ETF (RUNN) and Vanguard U.S. Quality Factor ETF (VFQY). The values are adjusted to include any dividend payments, if applicable.

RUNN vs. VFQY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RUNN Running Oak Efficient Growth ETF	-2.84%	2.30%	17.16%	12.05%
VFQY Vanguard U.S. Quality Factor ETF	-1.89%	10.24%	12.93%	15.05%

Returns By Period

In the year-to-date period, RUNN achieves a -2.84% return, which is significantly lower than VFQY's -1.89% return.

RUNN

• 1D: 0.57%
• 1M: -6.32%
• YTD: -2.84%
• 6M: -5.00%
• 1Y: 0.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFQY

• 1D: 0.55%
• 1M: -4.66%
• YTD: -1.89%
• 6M: -0.10%
• 1Y: 13.14%
• 3Y*: 12.99%
• 5Y*: 7.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RUNN vs. VFQY - Expense Ratio Comparison

RUNN has a 0.58% expense ratio, which is higher than VFQY's 0.13% expense ratio.

RUNN

Running Oak Efficient Growth ETF

VFQY

Vanguard U.S. Quality Factor ETF

Return for Risk

RUNN vs. VFQY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RUNN

RUNN Risk / Return Rank: 12
RUNN Sharpe Ratio Rank: 12
RUNN Sortino Ratio Rank: 11
RUNN Omega Ratio Rank: 11
RUNN Calmar Ratio Rank: 13
RUNN Martin Ratio Rank: 13

VFQY

VFQY Risk / Return Rank: 38
VFQY Sharpe Ratio Rank: 34
VFQY Sortino Ratio Rank: 36
VFQY Omega Ratio Rank: 35
VFQY Calmar Ratio Rank: 39
VFQY Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RUNN vs. VFQY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Running Oak Efficient Growth ETF (RUNN) and Vanguard U.S. Quality Factor ETF (VFQY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	RUNN	VFQY	Difference
Sharpe ratio Return per unit of total volatility	0.02	0.68	-0.66
Sortino ratio Return per unit of downside risk	0.15	1.09	-0.95
Omega ratio Gain probability vs. loss probability	1.02	1.15	-0.13
Calmar ratio Return relative to maximum drawdown	0.04	1.06	-1.02
Martin ratio Return relative to average drawdown	0.11	4.37	-4.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUNN vs. VFQY - Sharpe Ratio Comparison

The current RUNN Sharpe Ratio is 0.02, which is lower than the VFQY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of RUNN and VFQY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RUNN	VFQY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	0.68	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.48	+0.24

Correlation

The correlation between RUNN and VFQY is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

RUNN vs. VFQY - Dividend Comparison

RUNN's dividend yield for the trailing twelve months is around 0.57%, less than VFQY's 1.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
RUNN Running Oak Efficient Growth ETF	0.57%	0.55%	0.39%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%
VFQY Vanguard U.S. Quality Factor ETF	1.20%	1.17%	1.34%	1.38%	1.43%	0.98%	1.22%	1.34%	1.31%

Drawdowns

RUNN vs. VFQY - Drawdown Comparison

The maximum RUNN drawdown since its inception was -16.83%, smaller than the maximum VFQY drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for RUNN and VFQY.

Drawdown Indicators

	RUNN	VFQY	Difference
Max Drawdown Largest peak-to-trough decline	-16.83%	-37.41%	+20.58%
Max Drawdown (1Y) Largest decline over 1 year	-10.60%	-12.84%	+2.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.93%	—
Current Drawdown Current decline from peak	-7.74%	-6.40%	-1.34%
Average Drawdown Average peak-to-trough decline	-3.36%	-6.80%	+3.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	3.12%	+0.70%

Volatility

RUNN vs. VFQY - Volatility Comparison

The current volatility for Running Oak Efficient Growth ETF (RUNN) is 4.42%, while Vanguard U.S. Quality Factor ETF (VFQY) has a volatility of 4.69%. This indicates that RUNN experiences smaller price fluctuations and is considered to be less risky than VFQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUNN	VFQY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	4.69%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	9.85%	10.36%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	16.68%	19.54%	-2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.87%	18.39%	-4.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.87%	21.02%	-7.15%