VFMF

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

VFMF Fund Description

VFMF is an actively-managed fund that invests in US equities exhibiting value, momentum, quality and low volatility factors.

VFMF Factset Analytics Insight

VFMF belongs to Vanguard’s suite of actively-managed factor-based funds. Rather than focusing solely on one factor, the fund evaluates US companies of all capitalization for their exposure to four factors: value, momentum, quality and low volatility. Value is measured by low security prices relative to fundamentals, momentum is measured by strong recent relative performance, and quality is measured by strong company fundamentals. Although VFMF is actively managed, a rules-based process is used to determine the fund’s constituents. After removing the most volatile stocks, VFMF’s advisor selects and weights securities, grouped by market cap, based on a ranking determined by combined value, momentum, and quality scores.

VFMF MSCI ESG Analytics Insight

Vanguard U.S. Multifactor ETF has an MSCI ESG Fund Rating of A based on a score of 6.05 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. Multifactor ETF ranks in the 47th percentile within its peer group and in the 60th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VFMF 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.

PERFORMANCE [as of 07/28/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VFMF -2.21% -1.41% 18.78% 42.02% 8.64% -- --
VFMF (NAV) -1.13% -0.88% 19.43% 43.99% 8.82% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 2.02% 4.76% 17.54% 41.61% 18.31% 17.58% 15.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VFMF Summary Data

Vanguard
02/13/18
Open-Ended Fund
0.19%
$89.88M
$419.76K
0.12%

VFMF Portfolio Data

$65.40B
19.58
2.58
1.28%
N/A
561

VFMF Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VFMF Portfolio Management

0.19%
--
--
--

VFMF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VFMF Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

VFMF Factset Analytics Block Liquidity

As of 07/29/21
5
4
3
2
1

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

VFMF Tradability

4,181
$419.76K
3,129
$321.89K
0.12%
$0.12
0.00%
0.32% / -2.70%
None
99.00%
25,000
0.13
--
0.02%
0
$99.23
5

VFMF Sector/Industry Breakdown


VFMF
Segment Benchmark
25.97%
15.09%
23.66%
14.76%
15.02%
10.06%
14.60%
31.70%
6.81%
2.94%
6.71%
12.71%
4.42%
5.53%
2.28%
2.90%

VFMF Countries


VFMF
Segment Benchmark
100.00%
99.92%
--
0.08%

VFMF Regions


VFMF
Segment Benchmark
100.00%
100.00%

VFMF Economic Development


VFMF
Segment Benchmark
100.00%
100.00%

VFMF Performance Statistics

0.73
1.01
1.07
0.91
0.61%
MSCI USA IMI

VFMF MSCI ESG Ratings

6.05 / 10
59.72
47.32
2.73%
4.25%
94.73

VFMF Benchmark Comparison Holdings

561
2488
539
22.81%

VFMF Benchmark Comparison Summary


VFMF
Segment Benchmark
561
2488
$65.40B
$400.61B
19.58
37.97
2.58
4.34
1.30%
1.27%
Low
Low

VFMF Benchmark Comparison Market Cap Size


VFMF
Segment Benchmark
45.46%
86.75%
32.88%
10.62%
19.54%
2.53%
2.11%
0.11%