VFLQ

Vanguard U.S. Liquidity Factor ETF
*Unless otherwise stated, data provided by FactSet.

VFLQ Fund Description

VFLQ is an actively managed fund that invests in US equities with low trading liquidity. The fund seeks long-term capital appreciation.

VFLQ Factset Analytics Insight

VFLQ—part of Vanguard’s suite of actively managed factor funds—focuses on stocks with low liquidity. Although the fund is active, the portfolio manager follows a rules-based process to invest in a portfolio of US companies that demonstrate lower measures of trading liquidity. All market cap sizes are considered fair game as long as the security exhibits illiquid qualities as measure by daily trading volume. Of course, securities that hardly ever trade can pose a problem for portfolio management, so the manager has the discretion to avoid certain less liquid stocks to maintain the integrity of the fund. Active management also gives VFLQ greater leeway to seek the best prices when trading. For an actively managed US equity fund, VFLQ is cheap to hold.

VFLQ MSCI ESG Analytics Insight

Vanguard U.S. Liquidity Factor ETF has an MSCI ESG Fund Rating of BB based on a score of 3.79 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard U.S. Liquidity Factor ETF ranks in the 17th percentile within its peer group and in the 2nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VFLQ MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

VFLQ Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
Compare
Reset
Select ETFs to compare their performance:
PERFORMANCE [as of 11/13/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VFLQ 3.60% 4.44% 22.82% 9.32% -- -- --
VFLQ (NAV) 3.64% 4.40% 22.43% 11.46% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 4.31% 5.97% 25.21% 15.38% 14.40% 10.59% 13.29%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VFLQ Summary Data

Vanguard
02/13/18
Open-Ended Fund
0.13%
$40.19M
$34.04K
0.08%

VFLQ Portfolio Data

$16.70B
1,358.14
1.96
1.38%
N/A
833

VFLQ Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VFLQ Portfolio Management

0.13%
--
--
--

VFLQ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VFLQ Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Medium
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

VFLQ Factset Analytics Block Liquidity

As of 11/14/19
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VFLQ. VFLQ is rated a 4 out of 5.

VFLQ Tradability

337
$34.04K
259
$27.86K
0.08%
$0.07
0.02%
3.60% / -1.39%
None
100.00%
25,000
0.01
0.00%
0.03%
0
$84.52
4

VFLQ Sector/Industry Breakdown


VFLQ
Segment Benchmark
33.74%
17.35%
17.84%
10.60%
13.20%
13.17%
8.91%
25.68%
8.18%
13.47%
4.72%
6.96%
4.66%
3.50%
4.27%
2.91%
3.26%
4.28%
1.22%
2.09%

VFLQ Countries


VFLQ
Segment Benchmark
99.94%
99.92%
0.06%
0.08%

VFLQ Regions


VFLQ
Segment Benchmark
100.00%
100.00%

VFLQ Economic Development


VFLQ
Segment Benchmark
100.00%
100.00%

VFLQ Performance Statistics

0.91
0.97
0.92
0.94
0.29%
MSCI USA IMI

VFLQ MSCI ESG Ratings

BB
3.79 / 10
1.96
17.17
4.51%
5.50%
208.55

VFLQ Benchmark Comparison Holdings

833
2411
754
16.55%

VFLQ Benchmark Comparison Summary


VFLQ
Segment Benchmark
833
2411
$16.70B
$206.73B
1,358.14
24.01
1.96
3.14
1.72%
1.88%
Low
Low

VFLQ Benchmark Comparison Market Cap Size


VFLQ
Segment Benchmark
33.44%
82.53%
33.15%
13.05%
19.30%
3.99%
14.11%
0.43%