VFMFVanguard U.S. Multifactor ETF
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 5.81 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 45th percentile within its peer group and in the 59th 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.
VFMF Summary Data
VFMF Portfolio Data
VFMF Index Data
VFMF Portfolio Management
VFMF Tax Exposures
VFMF Fund Structure
VFMF Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
VFMF Top 10 Holdings[View All]
VFMF Economic Development
VFMF Performance Statistics
VFMF MSCI ESG Ratings
VFMF Benchmark Comparison Summary
VFMF Benchmark Comparison Market Cap Size