VMVFX vs. QLV

In the year-to-date period, VMVFX achieves a 7.41% return, which is significantly higher than QLV's 2.22% return.

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VMVFX has a 0.21% expense ratio, which is lower than QLV's 0.22% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and FlexShares US Quality Low Volatility Index Fund (QLV). 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 VMVFX Sharpe Ratio is 0.90, which is comparable to the QLV Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VMVFX and QLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VMVFX's dividend yield for the trailing twelve months is around 3.51%, more than QLV's 1.71% yield.

The maximum VMVFX drawdown since its inception was -33.09%, roughly equal to the maximum QLV drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for VMVFX and QLV. For additional features, visit the drawdowns tool.

The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 2.63%, while FlexShares US Quality Low Volatility Index Fund (QLV) has a volatility of 3.05%. This indicates that VMVFX experiences smaller price fluctuations and is considered to be less risky than QLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.