VFMF vs. INTF
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and iShares MSCI Intl Multifactor ETF (INTF).
VFMF and INTF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMF is managed by Vanguard. It was launched on Feb 13, 2018. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFMF or INTF.
Key characteristics
| VFMF | INTF | |
|---|---|---|
| YTD Return | 4.91% | 3.35% |
| 1Y Return | 24.44% | 10.78% |
| 3Y Return (Ann) | 8.57% | 3.03% |
| 5Y Return (Ann) | 11.49% | 5.48% |
| Sharpe Ratio | 1.69 | 0.87 |
| Daily Std Dev | 14.56% | 12.44% |
| Max Drawdown | -41.34% | -40.39% |
| Current Drawdown | -5.37% | -3.05% |
Correlation
The correlation between VFMF and INTF is 0.78, 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.
Performance
VFMF vs. INTF - Performance Comparison
In the year-to-date period, VFMF achieves a 4.91% return, which is significantly higher than INTF's 3.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFMF vs. INTF - Expense Ratio Comparison
VFMF has a 0.18% expense ratio, which is lower than INTF's 0.30% expense ratio.
Risk-Adjusted Performance
VFMF vs. INTF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and iShares MSCI Intl Multifactor ETF (INTF). 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.
Dividends
VFMF vs. INTF - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.63%, less than INTF's 3.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.63% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% | 0.00% | 0.00% |
INTF iShares MSCI Intl Multifactor ETF | 3.47% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
Drawdowns
VFMF vs. INTF - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, roughly equal to the maximum INTF drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for VFMF and INTF. For additional features, visit the drawdowns tool.
Volatility
VFMF vs. INTF - Volatility Comparison
Vanguard U.S. Multifactor ETF (VFMF) has a higher volatility of 4.07% compared to iShares MSCI Intl Multifactor ETF (INTF) at 3.59%. This indicates that VFMF's price experiences larger fluctuations and is considered to be riskier than INTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.