Vanguard U.S. Quality Factor ETF (VFQY)
Description
The VFQY ETF contains 768 constituents. It is focused on blend holdings in the North America region.
Price $98.83 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 1.44% |
| Expense ratio | 0.13% |
| Average spread | 0.111% |
| 1Y roundtrip cost | 0.241% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -7.9% | -0.8% | 0.9% | -7.7% | 0.5% | -8.8% | 10.3% | -3.4% | -8.4% | 3.8% | -21.4% | ||
| 2021 | 2.2% | 5.7% | 4.5% | 3.1% | 1.5% | 1.5% | 1.1% | 2.1% | -4.6% | 5.8% | -1.3% | 3.7% | 25.4% |
| 2020 | -3.5% | -9.5% | -15.6% | 14.5% | 5.8% | 2.4% | 4.0% | 5.8% | -3.5% | -0.2% | 13.0% | 6.8% | 20.0% |
| 2019 | 10.2% | 4.6% | -1.0% | 3.5% | -9.2% | 7.3% | 1.5% | -3.5% | 2.4% | 1.8% | 3.9% | 3.2% | 24.5% |
| 2018 | -0.8% | 2.0% | 3.8% | 1.1% | 2.1% | 4.7% | -1.3% | -8.0% | -0.2% | -10.7% | -7.3% | ||
| 1.0% | -0.0% | -12.0% | 15.3% | 2.3% | 3.6% | 19.1% | 5.6% | -15.4% | 3.2% | 15.5% | 3.0% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.28 | 0.37 | 0.38 | 1.03 | |||||||||
| 2021 | 0.26 | 0.30 | 0.28 | 0.40 | 1.24 | ||||||||
| 2020 | 0.23 | 0.27 | 0.28 | 0.44 | 1.22 | ||||||||
| 2019 | 0.25 | 0.31 | 0.24 | 0.36 | 1.16 | ||||||||
| 2018 | 0.39 | 0.20 | 0.33 | 0.92 | |||||||||
| 0.00 | 0.00 | 1.01 | 0.00 | 0.00 | 1.64 | 0.00 | 0.00 | 1.38 | 0.00 | 0.00 | 1.54 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Walmart Inc. | 1.17% |
| Lululemon Athletica Inc | 1.08% |
| Costco Wholesale Corporation | 0.99% |
| Advanced Micro Devices, Inc. | 0.98% |
| Aon Plc Class A | 0.97% |
| Zoom Video Communications, Inc. Class A | 0.92% |
| Moderna, Inc. | 0.92% |
| Veeva Systems Inc Class A | 0.87% |
| Target Corporation | 0.87% |
| American Express Company | 0.86% |
| Freeport-McMoRan, Inc. | 0.85% |
| Cadence Design Systems, Inc. | 0.84% |
| Applied Materials, Inc. | 0.80% |
| Lowe\'s Companies, Inc. | 0.78% |
| NIKE, Inc. Class B | 0.77% |
| Top 15 Weights | 13.67% |
Compare with similar ETFs
| VFQY | EQAL | FEX | HSMV | MIDF | TILT | |
|---|---|---|---|---|---|---|
| Product name | Vanguard U.S. Quality Factor ETF | PowerShares Russell 1000 Equal Weight Portfolio ETF | First Trust Large Cap Core AlphaDEX Fund | First Trust Horizon Managed Volatility Small/Mid ETF | iShares Edge MSCI Multifactor USA Mid-Cap ETF | FlexShares Morningstar U.S. Market Factor Tilt Index Fund |
| Issuer | Vanguard | Invesco | First Trust | First Trust | iShares | FlexShares |
| Price | $98.828 | $38.42 | $76.24 | $28.7342 | $36.68 | $142.22 |
| Expense Ratio | 0.13% |  0.2% | 0.59% | 0.8% | 0.25% | 0.25% |
| Average Spread | 0.111% | 0.078% | 0.066% | 0.139% | 0.136% | 0.056% |
| AUM | $98,906,800 | $556,341,000 | $1,029,840,000 | $12,935,000 | $5,384,550 | $1,372,760,000 |
| Shares | 1,000,797 | 14,480,506 | 13,507,911 | 450,161 | 146,798 | 9,652,360 |
| Average Daily Volume | 16,263 | 54,210 | 34,590 | 879 | 3,489 | 16,550 |
| 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 | 2014-12-23 | 2007-05-08 | 2020-04-06 | 2019-06-04 | 2011-09-16 |
| Index Tracked | No Underlying Index | Russell 1000 Equal Weight | NASDAQ AlphaDEX Large Cap Core Index | No Underlying Index | MSCI USA Mid Cap Diversified Multiple-Factor Index | Morningstar US Market Factor Tilt Index |
| Category | All Cap Equities | All Cap Equities | Large Cap Blend Equities | Small Cap Blend Equities | Mid Cap Blend Equities | All Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid/Small Caps | Large/Mid Caps | Large Caps | Mid Caps | Large/Mid Caps | Large/Mid 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 | $1.428 | $0.72 | $1.1 | $0.37 | $0 | $2.359 |
| Annual Dividend Yield | 0.014% | 0.019% | 0.014% | 0.013% | 0.000% | 0.017% |
| Number of Holdings | 768 | 1013 | 374 | 200 | 86 | 2120 |
| YTD Return | -20.94% | -17.61% | -16.57% | -16.59% | -10.25% | -21.22% |
| Beta | 1.05 | 1.02 | 1.01 | 0.90 | 1.01 | 1.03 |
| Upside Beta | 0.60 | 0.48 | 0.11 | 0.63 | 0.66 | 0.07 |
| Downside Beta | 0.46 | -0.14 | -0.15 | 0.00 | 0.44 | -0.26 |
| Volatility 1Y | 24.48% | 22.71% | 21.36% | 18.99% | 21.39% | 22.95% |
| Sharpe Ratio 3Y | 0.51 | 0.48 | 0.57 | 0.00 | 0.85 | 0.48 |
| Treynor Ratio 3Y | 0.01 | 0.01 | 0.01 | 0.00 | 0.01 | 0.01 |