VFVA vs. AUSF

Last updated Jun 24, 2026

VFVA (Vanguard U.S. Value Factor ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both Mid Cap Value Equities funds. VFVA is actively managed, while AUSF is passively managed. Over the past 5 years, VFVA returned 10.26%/yr vs 13.36%/yr for AUSF. Their correlation of 0.87 suggests significant overlap in exposure. VFVA charges 0.13%/yr vs 0.27%/yr for AUSF.

Performance

VFVA vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Value Factor ETF (VFVA) and Global X Adaptive U.S. Factor ETF (AUSF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFVA achieves a 10.62% return, which is significantly higher than AUSF's 6.60% return.

VFVA

• 1D: 0.92%
• 1M: 1.12%
• YTD: 10.62%
• 6M: 9.71%
• 1Y: 27.81%
• 3Y*: 17.65%
• 5Y*: 10.26%
• 10Y*: —

AUSF

• 1D: 0.81%
• 1M: -1.45%
• YTD: 6.60%
• 6M: 5.99%
• 1Y: 14.03%
• 3Y*: 19.79%
• 5Y*: 13.36%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VFVA vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VFVA Vanguard U.S. Value Factor ETF	10.62%	14.77%	7.67%	17.37%	-3.96%	36.94%	2.28%	25.42%	-21.12%
AUSF Global X Adaptive U.S. Factor ETF	6.60%	13.69%	16.05%	22.26%	-0.18%	27.48%	1.27%	24.06%	-11.18%

Correlation

The correlation between VFVA and AUSF is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018	0.87

The correlation between VFVA and AUSF has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

VFVA vs. AUSF - Sectors Allocation Comparison

Sectors	VFVA	AUSF
Financial Services	25.7%	18.4%
Healthcare	14.9%	11.4%
Technology	14.5%	15.3%
Consumer Cyclical	13.1%	9.3%
Industrials	7.6%	14.4%
Energy	7.3%	3.2%
Consumer Defensive	7.1%	7.8%
Communication Services	6.2%	8.6%
Basic Materials	3.3%	2.6%
Real Estate	0.4%	4.6%
Utilities	-	4.4%

Return for Risk

VFVA vs. AUSF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFVA

VFVA Risk / Return Rank: 60
VFVA Sharpe Ratio Rank: 56
VFVA Sortino Ratio Rank: 59
VFVA Omega Ratio Rank: 54
VFVA Calmar Ratio Rank: 68
VFVA Martin Ratio Rank: 61

AUSF

AUSF Risk / Return Rank: 43
AUSF Sharpe Ratio Rank: 41
AUSF Sortino Ratio Rank: 40
AUSF Omega Ratio Rank: 37
AUSF Calmar Ratio Rank: 51
AUSF Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VFVA vs. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and Global X Adaptive U.S. Factor ETF (AUSF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VFVA	AUSF	Difference
Sharpe ratio: Return per unit of total volatility	1.83	1.38	+0.45
Sortino ratio: Return per unit of downside risk	2.68	1.99	+0.68
Omega ratio: Gain probability vs. loss probability	1.32	1.24	+0.09
Calmar ratio: Return relative to maximum drawdown	3.27	2.41	+0.86
Martin ratio: Return relative to average drawdown	10.32	6.87	+3.46

VFVA vs. AUSF - Sharpe Ratio Comparison

The current VFVA Sharpe Ratio is 1.83, which is higher than the AUSF Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VFVA and AUSF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VFVA vs. AUSF - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, which is greater than AUSF's maximum drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for VFVA and AUSF.

Drawdown Indicators

	VFVA	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-48.58%	-44.25%	-4.33%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-5.84%	-2.71%
Max Drawdown (3Y) Largest decline over 3 years	-24.07%	-12.29%	-11.78%
Max Drawdown (5Y) Largest decline over 5 years	-24.07%	-14.23%	-9.84%
Current Drawdown Current decline from peak	-2.03%	-2.45%	+0.42%
Average Drawdown Average peak-to-trough decline	-7.32%	-4.20%	-3.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.05%	+0.65%

Volatility

VFVA vs. AUSF - Volatility Comparison

Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 3.78% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 3.02%. This indicates that VFVA's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFVA	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	3.02%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	9.93%	6.95%	+2.98%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	10.27%	+5.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.14%	13.63%	+6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.30%	19.03%	+5.27%

VFVA vs. AUSF - Expense Ratio Comparison

VFVA has a 0.13% expense ratio, which is lower than AUSF'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%.

Dividends

VFVA vs. AUSF - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 1.42%, less than AUSF's 2.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AUSF Global X Adaptive U.S. Factor ETF	2.76%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%
VFVA Vanguard U.S. Value Factor ETF	1.42%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%

Frequently Asked Questions

Can I hold both VFVA and AUSF in my portfolio?

VFVA and AUSF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VFVA or AUSF?

VFVA has higher volatility (3.78%) compared to AUSF (3.02%). In terms of maximum drawdown, VFVA dropped -48.58% vs AUSF's -44.25%.

Which ETF is better, VFVA or AUSF?

On 5-year performance, AUSF leads with 13.36% vs 10.26% for VFVA. On fees, VFVA is cheaper at 0.13% per year. On volatility, AUSF has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VFVA or AUSF?

Over the 5-year period, AUSF has performed better with a 13.36% return vs 10.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VFVA or AUSF?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.27% for AUSF.

Which ETF pays a higher dividend yield, VFVA or AUSF?

AUSF has the higher dividend yield at 2.76%, compared with 1.42% for VFVA.

What is the main difference between VFVA and AUSF?

They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.13% for VFVA and 0.27% for AUSF.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (1.83 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.