VFMF vs. SPY
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and SPDR S&P 500 ETF (SPY).
VFMF and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFMF or SPY.
Correlation
The correlation between VFMF and SPY is 0.84, 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. SPY - Performance Comparison
Loading data...
Key characteristics
VFMF:
0.35
SPY:
0.69
VFMF:
0.65
SPY:
1.17
VFMF:
1.09
SPY:
1.18
VFMF:
0.37
SPY:
0.80
VFMF:
1.19
SPY:
3.08
VFMF:
6.33%
SPY:
4.88%
VFMF:
20.81%
SPY:
20.26%
VFMF:
-41.34%
SPY:
-55.19%
VFMF:
-5.62%
SPY:
-2.76%
Returns By Period
The year-to-date returns for both stocks are quite close, with VFMF having a 1.74% return and SPY slightly lower at 1.69%.
VFMF
1.74%
12.56%
-1.58%
7.18%
19.06%
N/A
SPY
1.69%
13.04%
2.09%
13.82%
17.47%
12.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFMF vs. SPY - Expense Ratio Comparison
VFMF has a 0.18% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VFMF vs. SPY — Risk-Adjusted Performance Rank
VFMF
SPY
VFMF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and SPDR S&P 500 ETF (SPY). 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.
Loading data...
Dividends
VFMF vs. SPY - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.72%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.72% | 1.61% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
VFMF vs. SPY - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VFMF and SPY. For additional features, visit the drawdowns tool.
Loading data...
Volatility
VFMF vs. SPY - Volatility Comparison
The current volatility for Vanguard U.S. Multifactor ETF (VFMF) is 4.94%, while SPDR S&P 500 ETF (SPY) has a volatility of 5.51%. This indicates that VFMF experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...