VFMF vs. VFMFX
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX).
VFMF is managed by Vanguard. It was launched on Feb 13, 2018. VFMFX is managed by Vanguard. It was launched on Feb 15, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFMF or VFMFX.
Correlation
The correlation between VFMF and VFMFX 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. VFMFX - Performance Comparison
Key characteristics
VFMF:
0.18
VFMFX:
0.09
VFMF:
0.40
VFMFX:
0.28
VFMF:
1.05
VFMFX:
1.04
VFMF:
0.18
VFMFX:
0.09
VFMF:
0.64
VFMFX:
0.29
VFMF:
5.85%
VFMFX:
6.58%
VFMF:
20.69%
VFMFX:
20.50%
VFMF:
-41.34%
VFMFX:
-41.18%
VFMF:
-12.46%
VFMFX:
-14.40%
Returns By Period
In the year-to-date period, VFMF achieves a -5.63% return, which is significantly higher than VFMFX's -6.26% return.
VFMF
-5.63%
-5.15%
-5.38%
2.21%
17.49%
N/A
VFMFX
-6.26%
-5.14%
-7.77%
0.47%
17.06%
N/A
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VFMF vs. VFMFX - Expense Ratio Comparison
Both VFMF and VFMFX have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VFMF vs. VFMFX — Risk-Adjusted Performance Rank
VFMF
VFMFX
VFMF vs. VFMFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX). 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. VFMFX - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.86%, less than VFMFX's 1.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.86% | 1.61% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
VFMFX Vanguard U.S. Multifactor Fund Admiral Shares | 1.91% | 1.64% | 1.67% | 2.09% | 1.37% | 1.48% | 1.63% | 1.45% |
Drawdowns
VFMF vs. VFMFX - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, roughly equal to the maximum VFMFX drawdown of -41.18%. Use the drawdown chart below to compare losses from any high point for VFMF and VFMFX. For additional features, visit the drawdowns tool.
Volatility
VFMF vs. VFMFX - Volatility Comparison
Vanguard U.S. Multifactor ETF (VFMF) and Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) have volatilities of 13.79% and 13.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.