VFMF vs. VDHG.AX
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and Vanguard Diversified High Growth INDEX ETF (VDHG.AX).
VFMF and VDHG.AX 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. VDHG.AX is an actively managed fund by Vanguard. It was launched on Nov 20, 2017.
Performance
VFMF vs. VDHG.AX - Performance Comparison
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VFMF vs. VDHG.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 3.32% | 17.38% | 15.60% | 18.52% | -5.70% | 30.05% | 4.99% | 22.34% | -11.29% |
VDHG.AX Vanguard Diversified High Growth INDEX ETF | -1.08% | 21.70% | 7.10% | 15.41% | -15.22% | 7.10% | 18.24% | 23.21% | -12.16% |
Different Trading Currencies
VFMF is traded in USD, while VDHG.AX is traded in AUD. To make them comparable, the VDHG.AX values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VFMF achieves a 3.32% return, which is significantly higher than VDHG.AX's -1.08% return.
VFMF
- 1D
- 1.80%
- 1M
- -4.04%
- YTD
- 3.32%
- 6M
- 8.39%
- 1Y
- 24.79%
- 3Y*
- 18.13%
- 5Y*
- 11.66%
- 10Y*
- —
VDHG.AX
- 1D
- 1.34%
- 1M
- -8.64%
- YTD
- -1.08%
- 6M
- 1.66%
- 1Y
- 22.49%
- 3Y*
- 13.13%
- 5Y*
- 5.79%
- 10Y*
- —
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VFMF vs. VDHG.AX - Expense Ratio Comparison
VFMF has a 0.18% expense ratio, which is lower than VDHG.AX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VFMF vs. VDHG.AX — Risk / Return Rank
VFMF
VDHG.AX
VFMF vs. VDHG.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and Vanguard Diversified High Growth INDEX ETF (VDHG.AX). 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.
| VFMF | VDHG.AX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.35 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.85 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.76 | +0.17 |
Martin ratioReturn relative to average drawdown | 8.90 | 8.25 | +0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VFMF | VDHG.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.35 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.37 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.45 | +0.07 |
Correlation
The correlation between VFMF and VDHG.AX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VFMF vs. VDHG.AX - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.53%, less than VDHG.AX's 3.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.53% | 1.54% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
VDHG.AX Vanguard Diversified High Growth INDEX ETF | 3.91% | 3.94% | 3.15% | 2.68% | 4.94% | 5.52% | 5.09% | 3.87% | 2.48% |
Drawdowns
VFMF vs. VDHG.AX - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, which is greater than VDHG.AX's maximum drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for VFMF and VDHG.AX.
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Drawdown Indicators
| VFMF | VDHG.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -28.34% | -13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -7.64% | -5.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -17.16% | -3.41% |
Current DrawdownCurrent decline from peak | -4.99% | -6.44% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -3.71% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.07% | +0.81% |
Volatility
VFMF vs. VDHG.AX - Volatility Comparison
The current volatility for Vanguard U.S. Multifactor ETF (VFMF) is 4.62%, while Vanguard Diversified High Growth INDEX ETF (VDHG.AX) has a volatility of 5.71%. This indicates that VFMF experiences smaller price fluctuations and is considered to be less risky than VDHG.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFMF | VDHG.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 5.71% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 9.86% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.79% | 16.81% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 15.64% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 16.49% | +4.82% |