Vanguard U.S. Liquidity Factor ETF (VFLQ)
Description
The VFLQ ETF contains 793 constituents. It is focused on blend holdings in the North America region.
Price $89.89 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.45% |
| Expense ratio | 0.13% |
| Average spread | 0.156% |
| 1Y roundtrip cost | 0.286% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -8.9% | -0.5% | 1.1% | -9.3% | 0.7% | -6.6% | 9.8% | -3.2% | -7.9% | 3.0% | -21.7% | ||
| 2021 | 0.5% | 7.6% | 4.2% | 3.7% | 1.1% | 0.1% | -0.1% | 3.4% | -3.7% | 5.0% | -4.5% | 4.9% | 22.2% |
| 2020 | -3.0% | -9.3% | -19.6% | 16.8% | 1.4% | 1.1% | 2.5% | 4.5% | -3.9% | 1.4% | 14.9% | 6.0% | 12.8% |
| 2019 | 10.5% | 5.3% | -1.2% | 3.8% | -5.9% | 6.8% | 1.3% | -3.5% | 2.4% | 1.1% | 3.6% | 3.6% | 27.7% |
| 2018 | -0.1% | 2.1% | 2.9% | 0.7% | 1.3% | 3.5% | -1.6% | -8.0% | 2.4% | -10.7% | -7.6% | ||
| -0.9% | 3.1% | -15.6% | 17.1% | 0.1% | 2.1% | 14.9% | 4.7% | -14.9% | 2.4% | 16.4% | 3.8% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.23 | 0.30 | 0.29 | 0.82 | |||||||||
| 2021 | 0.28 | 0.33 | 0.29 | 0.48 | 1.39 | ||||||||
| 2020 | 0.28 | 0.36 | 0.32 | 0.53 | 1.48 | ||||||||
| 2019 | 0.30 | 0.23 | 0.23 | 0.49 | 1.25 | ||||||||
| 2018 | 0.33 | 0.27 | 0.40 | 1.00 | |||||||||
| 0.00 | 0.00 | 1.09 | 0.00 | 0.00 | 1.55 | 0.00 | 0.00 | 1.40 | 0.00 | 0.00 | 1.90 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Illinois Tool Works Inc. | 1.13% |
| Marsh & McLennan Companies, Inc. | 1.13% |
| Waste Management, Inc. | 1.07% |
| Edwards Lifesciences Corporation | 1.06% |
| Moody\'s Corporation | 1.05% |
| Amphenol Corporation Class A | 1.04% |
| T. Rowe Price Group | 0.85% |
| Zoetis, Inc. Class A | 0.82% |
| IDEXX Laboratories, Inc. | 0.78% |
| Eaton Corp. Plc | 0.78% |
| Synopsys, Inc. | 0.78% |
| Ecolab Inc. | 0.78% |
| HCA Healthcare Inc | 0.76% |
| General Dynamics Corporation | 0.75% |
| Stryker Corporation | 0.73% |
| Top 15 Weights | 13.51% |
Compare with similar ETFs
| VFLQ | FSMD | HSMV | JPME | SIXS | TPSC | |
|---|---|---|---|---|---|---|
| Product name | Vanguard U.S. Liquidity Factor ETF | Fidelity Small-Mid Factor ETF | First Trust Horizon Managed Volatility Small/Mid ETF | JPMorgan Diversified Return U.S. Mid Cap Equity ETF | 6 Meridian Small Cap Equity ETF | Timothy Plan US Small Cap Core ETF |
| Issuer | Vanguard | Fidelity | First Trust | JPMorgan | Meridian | Timothy |
| Price | $89.894 | $29.87 | $28.7342 | $78 | $38.676 | $28.93 |
| Expense Ratio | 0.13% |  0.29% | 0.8% | 0.24% | 1% | 0.52% |
| Average Spread | 0.156% | 0.301% | 0.139% | 0.128% | 0.336% | 0.277% |
| AUM | $41,820,100 | $50,762,200 | $12,935,000 | $200,347,000 | $48,223,100 | $43,769,800 |
| Shares | 465,216 | 1,699,438 | 450,161 | 2,568,552 | 1,246,849 | 1,512,956 |
| Average Daily Volume | 3,013 | 8,380 | 879 | 14,802 | 740 | 12,770 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2018-02-13 | 2019-02-26 | 2020-04-06 | 2016-05-11 | 2020-05-11 | 2019-12-02 |
| Index Tracked | No Underlying Index | Fidelity Small-Mid Multifactor Index | No Underlying Index | JP Morgan Diversified Factor US Mid Cap Equity Index | No Underlying Index | Victory US Small Cap Volatility Weighted BRI Index |
| Category | All Cap Equities | Small Cap Growth Equities | Small Cap Blend Equities | Mid Cap Blend Equities | Small Cap Blend Equities | Small Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid/Small Caps | Large/Mid/Small Caps | Mid Caps | Large/Mid Caps | Mid/Small Caps | Mid/Small Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $1.305 | $0.287 | $0.37 | $1.119 | $0.598 | $0.323 |
| Annual Dividend Yield | 0.015% | 0.010% | 0.013% | 0.014% | 0.015% | 0.011% |
| Number of Holdings | 793 | 598 | 200 | 366 | 88 | 463 |
| YTD Return | -21.12% | -16.02% | -16.59% | -17.70% | -24.88% | -18.00% |
| Beta | 1.03 | 1.01 | 0.90 | 0.95 | 1.15 | 1.13 |
| Upside Beta | 0.63 | 0.70 | 0.63 | 0.61 | 0.82 | 0.93 |
| Downside Beta | 0.42 | 0.47 | 0.00 | 0.10 | -0.08 | 0.18 |
| Volatility 1Y | 23.26% | 22.61% | 18.99% | 21.08% | 20.97% | 23.24% |
| Sharpe Ratio 3Y | 0.18 | 0.40 | 0.00 | 0.42 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.00 | 0.01 | 0.00 | 0.00 |