VFMF

Vanguard U.S. Multifactor ETF
B

69
*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. The fund seeks long-term capital appreciation.

VFMF Factset Analytics Insight

VFMF belongs to Vanguard’s suite of actively managed factor funds. Rather than focusing solely on one factor, VFMF evaluates large-, mid-, and small-cap US equities for exposure to four factors: value, momentum, quality, and low volatility. Although the fund is actively managed, the portfolio manager follows a rules-based process to select and weight the securities. 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. VFMF’s advisor groups securities by market cap, then ranks each company by a combination of its value, momentum, quality, and volatility characteristics. The advisor uses these rankings to select and weight securities according to the rules-based process. For an actively managed US equity fund, VFMF is cheap to hold.

VFMF MSCI ESG Analytics Insight

Vanguard U.S. Multifactor ETF has an MSCI ESG Fund Rating of BB based on a score of 4.28 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 24th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VFMF 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 07/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VFMF 3.35% 0.28% 14.84% -2.81% -- -- --
VFMF (NAV) 2.63% -0.16% 13.42% -4.20% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 3.32% 3.09% 20.45% 6.92% 13.38% 10.70% 14.66%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VFMF Top 10 Countries

VFMF Top 10 Sectors

VFMF Top 10 Holdings [View All]

VFMF Summary Data

Vanguard
02/13/18
Open-Ended Fund
0.18%
$84.50M
$482.41K
0.09%

VFMF Portfolio Data

$45.25B
17.13
2.36
1.67%
N/A
598

VFMF Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

VFMF Portfolio Management

0.18%
--
--
--

VFMF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VFMF Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

VFMF Factset Analytics Block Liquidity

As of 07/18/19
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

6,502
$482.41K
3,231
$239.97K
0.09%
$0.06
0.01%
0.67% / -0.55%
None
100.00%
25,000
0.13
0.00%
0.02%
--
$76.19
5

VFMF Sector/Industry Breakdown


VFMF
Segment Benchmark
21.82%
13.43%
16.12%
17.45%
14.10%
24.78%
13.93%
10.82%
11.84%
13.78%
7.89%
6.82%
4.97%
3.38%
3.99%
4.84%
3.39%
2.73%
1.93%
1.99%

VFMF TOP 10 HOLDINGS[View All]

8.89%

VFMF Countries


VFMF
Segment Benchmark
100.00%
99.91%
--
0.09%

VFMF Regions


VFMF
Segment Benchmark
100.00%
100.00%

VFMF Economic Development


VFMF
Segment Benchmark
100.00%
100.00%

VFMF Performance Statistics

0.91
0.94
0.92
0.94
0.32%
MSCI USA IMI

VFMF MSCI ESG Ratings

BB
4.28 / 10
7.93
23.79
4.42%
4.15%
199.84

VFMF BENCHMARK COMPARISON HOLDINGS

598
2430
596
29.00%

VFMF BENCHMARK COMPARISON SUMMARY


VFMF
Segment Benchmark
598
2430
$45.25B
$179.28B
17.13
22.20
2.36
3.03
1.82%
1.94%
Low
Low

VFMF BENCHMARK COMPARISON MARKET CAP SIZE


VFMF
Segment Benchmark
45.17%
80.95%
25.26%
14.21%
25.59%
4.39%
3.98%
0.45%