VFMF vs. VFMFX

In the year-to-date period, VFMF achieves a 1.74% return, which is significantly higher than VFMFX's 1.06% return.

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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%.

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.

The current VFMF Sharpe Ratio is 0.35, which is comparable to the VFMFX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VFMF and VFMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VFMF's dividend yield for the trailing twelve months is around 1.72%, less than VFMFX's 1.77% yield.

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.

The current volatility for Vanguard U.S. Multifactor ETF (VFMF) is 4.94%, while Vanguard U.S. Multifactor Fund Admiral Shares (VFMFX) has a volatility of 5.46%. This indicates that VFMF experiences smaller price fluctuations and is considered to be less risky than VFMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.