Vanguard U.S. Multifactor ETF (VFMF)
Description
The VFMF ETF contains 582 constituents. It is focused on blend holdings in the North America region.
Price $92.92 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 2.27% |
| Expense ratio | 0.19% |
| Average spread | 0.172% |
| 1Y roundtrip cost | 0.362% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -4.7% | 0.7% | 1.4% | -6.3% | 3.4% | -10.5% | 9.1% | -1.8% | -8.0% | 5.9% | -10.8% | ||
| 2021 | 2.9% | 6.4% | 6.0% | 2.7% | 2.8% | -0.9% | -0.9% | 2.9% | -3.0% | 5.8% | -1.8% | 4.1% | 27.1% |
| 2020 | -3.6% | -10.7% | -18.7% | 12.5% | 5.1% | 1.6% | 4.5% | 4.7% | -3.4% | -0.3% | 12.7% | 5.2% | 9.6% |
| 2019 | 8.8% | 4.1% | -1.5% | 2.8% | -7.7% | 7.2% | 1.3% | -4.1% | 2.9% | 1.8% | 3.4% | 2.5% | 21.5% |
| 2018 | 0.1% | 0.2% | 3.6% | -0.1% | 2.5% | 3.2% | -1.2% | -8.0% | 0.3% | -10.8% | -10.2% | ||
| 3.4% | 0.5% | -12.6% | 11.9% | 7.2% | -2.8% | 16.5% | 4.9% | -12.8% | 5.2% | 14.6% | 1.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.34 | 0.60 | 0.59 | 1.52 | |||||||||
| 2021 | 0.25 | 0.33 | 0.32 | 0.58 | 1.49 | ||||||||
| 2020 | 0.31 | 0.31 | 0.23 | 0.45 | 1.31 | ||||||||
| 2019 | 0.33 | 0.36 | 0.23 | 0.38 | 1.31 | ||||||||
| 2018 | 0.23 | 0.25 | 0.34 | 0.82 | |||||||||
| 0.00 | 0.00 | 1.23 | 0.00 | 0.00 | 1.83 | 0.00 | 0.00 | 1.62 | 0.00 | 0.00 | 1.76 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| JPMorgan Chase & Co. | 1.50% |
| Bank of America Corp | 1.21% |
| Target Corporation | 1.04% |
| Pfizer Inc. | 1.01% |
| Goldman Sachs Group, Inc. | 0.94% |
| U.S. Bancorp | 0.93% |
| Philip Morris International Inc. | 0.87% |
| Berkshire Hathaway Inc. Class B | 0.87% |
| MetLife, Inc. | 0.86% |
| Moderna, Inc. | 0.85% |
| Allstate Corporation | 0.84% |
| Exxon Mobil Corporation | 0.82% |
| Alphabet Inc. Class C | 0.79% |
| Applied Materials, Inc. | 0.75% |
| Freeport-McMoRan, Inc. | 0.72% |
| Top 15 Weights | 14.00% |
Compare with similar ETFs
| VFMF | FSMD | HSMV | RAFE | SIXS | VUSE | |
|---|---|---|---|---|---|---|
| Product name | Vanguard U.S. Multifactor ETF | Fidelity Small-Mid Factor ETF | First Trust Horizon Managed Volatility Small/Mid ETF | RAFI ESG U.S. ETF | 6 Meridian Small Cap Equity ETF | Vident Core U.S. Equity Fund |
| Issuer | Vanguard | Fidelity | First Trust | PIMCO | Meridian | Vident |
| Price | $92.916 | $29.87 | $28.7342 | $26.18 | $38.676 | $38.998 |
| Expense Ratio | 0.19% |  0.29% | 0.8% | 0.3% | 1% | 0.48% |
| Average Spread | 0.172% | 0.301% | 0.139% | 0.458% | 0.336% | 0.205% |
| AUM | $96,915,800 | $50,762,200 | $12,935,000 | $17,458,700 | $48,223,100 | $382,155,000 |
| Shares | 1,043,048 | 1,699,438 | 450,161 | 666,873 | 1,246,849 | 9,799,338 |
| Average Daily Volume | 9,093 | 8,380 | 879 | 3,577 | 740 | 26,537 |
| 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 | 2019-12-18 | 2020-05-11 | 2014-01-22 |
| Index Tracked | No Underlying Index | Fidelity Small-Mid Multifactor Index | No Underlying Index | RAFI ESG US Index | No Underlying Index | Vident Core U.S. Stock Index |
| Category | All Cap Equities | Small Cap Growth Equities | Small Cap Blend Equities | Large Cap Blend Equities | Small Cap Blend Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Multi-Asset | Equity | Equity |
| Asset Class Size | Large/Mid/Small Caps | Large/Mid/Small Caps | Mid Caps | Large Caps | Mid/Small Caps | Large/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 | $2.105 | $0.287 | $0.37 | $0.57 | $0.598 | $0.598 |
| Annual Dividend Yield | 0.023% | 0.010% | 0.013% | 0.022% | 0.015% | 0.015% |
| Number of Holdings | 582 | 598 | 200 | 282 | 88 | 225 |
| YTD Return | -11.92% | -16.02% | -16.59% | -19.68% | -24.88% | -15.85% |
| Beta | 0.99 | 1.01 | 0.90 | 0.94 | 1.15 | 1.05 |
| Upside Beta | 0.61 | 0.70 | 0.63 | 0.71 | 0.82 | 0.36 |
| Downside Beta | 0.40 | 0.47 | 0.00 | 0.07 | -0.08 | -0.23 |
| Volatility 1Y | 22.21% | 22.61% | 18.99% | 19.84% | 20.97% | 23.66% |
| Sharpe Ratio 3Y | 0.50 | 0.40 | 0.00 | 0.00 | 0.00 | 0.50 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | 0.01 |