VFVA vs. QVAL
Compare and contrast key facts about Vanguard U.S. Value Factor ETF (VFVA) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
VFVA and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFVA is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
VFVA vs. QVAL - Performance Comparison
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VFVA vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 1.90% | 14.77% | 7.67% | 17.37% | -3.96% | 36.94% | 2.28% | 25.42% | -15.61% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.30% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 24.06% | -20.05% |
Returns By Period
In the year-to-date period, VFVA achieves a 1.90% return, which is significantly lower than QVAL's 7.30% return.
VFVA
- 1D
- 1.68%
- 1M
- -4.22%
- YTD
- 1.90%
- 6M
- 6.70%
- 1Y
- 20.72%
- 3Y*
- 14.30%
- 5Y*
- 9.65%
- 10Y*
- —
QVAL
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
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VFVA vs. QVAL - Expense Ratio Comparison
VFVA has a 0.13% expense ratio, which is lower than QVAL's 0.28% expense ratio.
Return for Risk
VFVA vs. QVAL — Risk / Return Rank
VFVA
QVAL
VFVA vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.
| VFVA | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.21 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.85 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.70 | -0.35 |
Martin ratioReturn relative to average drawdown | 5.41 | 7.34 | -1.93 |
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
| VFVA | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.21 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.54 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Correlation
The correlation between VFVA and QVAL is 0.90, 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
VFVA vs. QVAL - Dividend Comparison
VFVA's dividend yield for the trailing twelve months is around 2.10%, more than QVAL's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | 2.10% | 2.13% | 2.40% | 2.45% | 2.21% | 1.68% | 2.04% | 2.08% | 1.65% | 0.00% | 0.00% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
Drawdowns
VFVA vs. QVAL - Drawdown Comparison
The maximum VFVA drawdown since its inception was -48.58%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for VFVA and QVAL.
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Drawdown Indicators
| VFVA | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.58% | -51.49% | +2.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.54% | -14.61% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.07% | -27.17% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -51.49% | — |
Current DrawdownCurrent decline from peak | -6.43% | -2.87% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -7.43% | -7.91% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 3.39% | +0.50% |
Volatility
VFVA vs. QVAL - Volatility Comparison
Vanguard U.S. Value Factor ETF (VFVA) and Alpha Architect U.S. Quantitative Value ETF (QVAL) have volatilities of 4.34% and 4.37%, 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
| VFVA | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.37% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.21% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 20.19% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.26% | 21.64% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.51% | 22.80% | +1.71% |