VRSK vs. VFMF

Last updated Jun 5, 2026

VRSK (Verisk Analytics, Inc.) is a stock, while VFMF (Vanguard U.S. Multifactor ETF) is Multi-factor fund managed by Vanguard. Over the past 5 years, VRSK returned 1.50%/yr vs 13.18%/yr for VFMF. At a 0.40 correlation, their price movements are largely independent.

Performance

VRSK vs. VFMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verisk Analytics, Inc. (VRSK) and Vanguard U.S. Multifactor ETF (VFMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VRSK achieves a -19.33% return, which is significantly lower than VFMF's 16.18% return.

VRSK

• 1D: 0.94%
• 1M: -0.25%
• YTD: -19.33%
• 6M: -18.58%
• 1Y: -43.55%
• 3Y*: -6.30%
• 5Y*: 1.50%
• 10Y*: 8.98%

VFMF

• 1D: 1.15%
• 1M: 2.93%
• YTD: 16.18%
• 6M: 17.39%
• 1Y: 35.69%
• 3Y*: 23.25%
• 5Y*: 13.18%
• 10Y*: —

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

VRSK vs. VFMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VRSK Verisk Analytics, Inc.	-19.33%	-18.23%	16.00%	36.24%	-22.33%	10.85%	39.89%	37.92%	11.00%
VFMF Vanguard U.S. Multifactor ETF	16.18%	17.38%	15.60%	18.52%	-5.70%	30.05%	4.99%	22.34%	-11.29%

Correlation

The correlation between VRSK and VFMF is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Feb 16, 2018	0.40

Over the past year, the correlation between VRSK and VFMF has dropped to 0.05 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Return for Risk

VRSK vs. VFMF — Risk / Return Rank

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

VRSK

VRSK Risk / Return Rank: 4
VRSK Sharpe Ratio Rank: 1
VRSK Sortino Ratio Rank: 2
VRSK Omega Ratio Rank: 2
VRSK Calmar Ratio Rank: 8
VRSK Martin Ratio Rank: 8

VFMF

VFMF Risk / Return Rank: 86
VFMF Sharpe Ratio Rank: 84
VFMF Sortino Ratio Rank: 87
VFMF Omega Ratio Rank: 81
VFMF Calmar Ratio Rank: 88
VFMF Martin Ratio Rank: 88

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.

VRSK vs. VFMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verisk Analytics, Inc. (VRSK) and Vanguard U.S. Multifactor ETF (VFMF). 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.

	VRSK	VFMF	Difference
Sharpe ratio: Return per unit of total volatility	-1.39	2.73	-4.12
Sortino ratio: Return per unit of downside risk	-2.06	3.89	-5.95
Omega ratio: Gain probability vs. loss probability	0.74	1.48	-0.75
Calmar ratio: Return relative to maximum drawdown	-0.86	5.07	-5.93
Martin ratio: Return relative to average drawdown	-1.40	19.02	-20.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VRSK vs. VFMF - Sharpe Ratio Comparison

The current VRSK Sharpe Ratio is -1.39, which is lower than the VFMF Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of VRSK and VFMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VRSK	VFMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.39	2.73	-4.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.73	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.58	-0.04

Drawdowns

VRSK vs. VFMF - Drawdown Comparison

The maximum VRSK drawdown since its inception was -50.81%, which is greater than VFMF's maximum drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for VRSK and VFMF.

Drawdown Indicators

	VRSK	VFMF	Difference
Max Drawdown Largest peak-to-trough decline	-50.81%	-41.34%	-9.47%
Max Drawdown (1Y) Largest decline over 1 year	-50.70%	-7.08%	-43.62%
Max Drawdown (3Y) Largest decline over 3 years	-50.81%	-20.57%	-30.24%
Max Drawdown (5Y) Largest decline over 5 years	-50.81%	-20.57%	-30.24%
Max Drawdown (10Y) Largest decline over 10 years	-50.81%	—	—
Current Drawdown Current decline from peak	-43.55%	0.00%	-43.55%
Average Drawdown Average peak-to-trough decline	-7.19%	-5.74%	-1.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.30%	1.88%	+29.42%

Volatility

VRSK vs. VFMF - Volatility Comparison

Verisk Analytics, Inc. (VRSK) has a higher volatility of 12.00% compared to Vanguard U.S. Multifactor ETF (VFMF) at 2.93%. This indicates that VRSK's price experiences larger fluctuations and is considered to be riskier than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VRSK	VFMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.00%	2.93%	+9.07%
Volatility (6M) Calculated over the trailing 6-month period	25.30%	9.13%	+16.17%
Volatility (1Y) Calculated over the trailing 1-year period	31.48%	13.16%	+18.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.31%	18.10%	+6.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.00%	21.15%	+2.85%

Dividends

VRSK vs. VFMF - Dividend Comparison

VRSK's dividend yield for the trailing twelve months is around 1.03%, less than VFMF's 1.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VFMF Vanguard U.S. Multifactor ETF	1.36%	1.54%	1.60%	1.78%	2.21%	1.39%	1.56%	1.61%	1.22%
VRSK Verisk Analytics, Inc.	1.03%	0.80%	0.57%	0.57%	0.70%	0.51%	0.52%	0.67%	0.00%

Frequently Asked Questions

Can I hold both VRSK and VFMF in my portfolio?

VRSK and VFMF have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VRSK or VFMF?

VRSK has higher volatility (12.00%) compared to VFMF (2.93%). In terms of maximum drawdown, VRSK dropped -50.81% vs VFMF's -41.34%.

Which has better risk-adjusted returns?

VFMF currently has the higher Sharpe Ratio (2.73 vs -1.39), 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.