VFQY vs. EQAL
Compare and contrast key facts about Vanguard U.S. Quality Factor ETF (VFQY) and Invesco Russell 1000 Equal Weight ETF (EQAL).
VFQY and EQAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. EQAL is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Equal Weight Index. It was launched on Dec 23, 2014.
Performance
VFQY vs. EQAL - Performance Comparison
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VFQY vs. EQAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFQY Vanguard U.S. Quality Factor ETF | -1.61% | 10.24% | 12.93% | 22.48% | -15.74% | 27.96% | 16.97% | 25.75% | -7.85% |
EQAL Invesco Russell 1000 Equal Weight ETF | 6.24% | 11.05% | 11.38% | 11.98% | -13.49% | 23.14% | 16.57% | 24.54% | -8.67% |
Returns By Period
In the year-to-date period, VFQY achieves a -1.61% return, which is significantly lower than EQAL's 6.24% return.
VFQY
- 1D
- 0.29%
- 1M
- -3.72%
- YTD
- -1.61%
- 6M
- -0.12%
- 1Y
- 12.08%
- 3Y*
- 12.91%
- 5Y*
- 7.26%
- 10Y*
- —
EQAL
- 1D
- 0.72%
- 1M
- -1.93%
- YTD
- 6.24%
- 6M
- 7.29%
- 1Y
- 18.41%
- 3Y*
- 12.68%
- 5Y*
- 6.95%
- 10Y*
- 10.55%
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VFQY vs. EQAL - Expense Ratio Comparison
VFQY has a 0.13% expense ratio, which is lower than EQAL's 0.20% 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
VFQY vs. EQAL — Risk / Return Rank
VFQY
EQAL
VFQY vs. EQAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and Invesco Russell 1000 Equal Weight ETF (EQAL). 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.
| VFQY | EQAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.03 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.02 | 1.51 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.45 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.29 | 6.76 | -2.48 |
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
| VFQY | EQAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.03 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.40 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.49 | 0.00 |
Correlation
The correlation between VFQY and EQAL is 0.93, 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.
Dividends
VFQY vs. EQAL - Dividend Comparison
VFQY's dividend yield for the trailing twelve months is around 1.20%, less than EQAL's 1.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFQY Vanguard U.S. Quality Factor ETF | 1.20% | 1.17% | 1.34% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% |
EQAL Invesco Russell 1000 Equal Weight ETF | 1.73% | 1.79% | 1.62% | 1.88% | 1.95% | 1.32% | 1.63% | 1.61% | 1.62% | 1.18% | 1.57% | 1.64% |
Drawdowns
VFQY vs. EQAL - Drawdown Comparison
The maximum VFQY drawdown since its inception was -37.41%, smaller than the maximum EQAL drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for VFQY and EQAL.
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Drawdown Indicators
| VFQY | EQAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -40.44% | +3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -8.79% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.93% | -21.79% | -4.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.44% | — |
Current DrawdownCurrent decline from peak | -6.12% | -3.31% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -5.15% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.91% | +0.23% |
Volatility
VFQY vs. EQAL - Volatility Comparison
Vanguard U.S. Quality Factor ETF (VFQY) and Invesco Russell 1000 Equal Weight ETF (EQAL) have volatilities of 4.66% and 4.80%, 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.
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Volatility by Period
| VFQY | EQAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.80% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 9.53% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 18.06% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 17.29% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 18.89% | +2.12% |