Vanguard U.S. Value Factor ETF (VFVA)

Description

The VFVA ETF contains 825 constituents. It is focused on blend holdings in the North America region.

Price $91.61 as of 2022-10-20

Cost/Risk/Yield

Dividend yield2.26%
Expense ratio0.14%
Average spread0.12%
1Y roundtrip cost0.26%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-0.7%0.9%1.8%-5.7%3.9%-12.2%9.0%-1.9%-10.6%5.5%-9.9%
20213.2%9.0%8.0%3.0%4.7%-1.7%-1.6%2.6%-1.4%3.8%-2.7%5.8%32.7%
2020-6.7%-11.5%-26.4%18.9%3.5%2.4%3.3%5.2%-3.5%1.8%17.7%6.3%11.0%
201913.4%3.0%-2.8%5.5%-11.5%8.2%0.8%-7.2%7.1%1.1%3.4%4.5%25.4%
2018-0.6%1.7%1.8%0.9%2.3%1.3%-1.5%-7.2%0.1%-13.3%-14.5%
9.1%1.3%-20.0%23.4%2.4%-2.4%13.8%0.1%-9.9%4.9%18.6%3.3%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.430.500.571.51
20210.340.410.460.571.77
20200.370.390.350.481.59
20190.360.370.410.501.64
20180.270.360.431.06
0.000.001.500.000.001.940.000.002.150.000.001.98

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

VFVA FMIL HSMV RAFE SIXS TEQI
Product nameVanguard U.S. Value Factor ETFFidelity New Millennium ETFFirst Trust Horizon Managed Volatility Small/Mid ETFRAFI ESG U.S. ETF6 Meridian Small Cap Equity ETFT. Rowe Price Equity Income ETF
IssuerVanguardFidelityFirst TrustPIMCOMeridianT. Rowe Price
Price$91.61$27.48$28.7342$26.18$38.676$31.679
Expense Ratio0.14%worse0.59%worse0.8%worse0.3%worse1%worse0.54%
Average Spread0.120%0.218%0.139%0.458%0.336%0.126%
AUM$381,438,000$55,854,400$12,935,000$17,458,700$48,223,100$45,734,100
Shares4,163,7182,032,547450,161666,8731,246,8491,443,672
Average Daily Volume40,04038,6978793,57774018,280
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2018-02-132020-06-032020-04-062019-12-182020-05-112020-08-04
Index TrackedNo Underlying IndexNo Underlying IndexNo Underlying IndexRAFI ESG US IndexNo Underlying IndexNo Underlying Index
CategoryAll Cap EquitiesLarge Cap Blend EquitiesSmall Cap Blend EquitiesLarge Cap Blend EquitiesSmall Cap Blend EquitiesLarge Cap Value Equities
Asset ClassEquityEquityEquityMulti-AssetEquityEquity
Asset Class SizeLarge/Mid/Small CapsMid CapsLarge CapsMid/Small CapsLarge/Mid Caps
Value or GrowthBlendBlendBlendBlendBlendBlend
RegionNorth AmericaNorth AmericaNorth AmericaNorth AmericaNorth America
CountriesU.S.BroadU.S.U.S.U.S.U.S.
Annual Dividend Rate$2.072$0.569$0.37$0.57$0.598$0.988
Annual Dividend Yield0.023%0.021%0.013%0.022%0.015%0.031%
Number of Holdings82512120028288108
YTD Return-11.44%-6.15%-16.59%-19.68%-24.88%-11.44%
Beta1.060.930.900.941.150.80
Upside Beta0.710.700.630.710.820.68
Downside Beta0.410.120.000.07-0.08-0.03
Volatility 1Y24.10%21.04%18.99%19.84%20.97%18.67%
Sharpe Ratio 3Y0.550.000.000.000.000.00
Treynor Ratio 3Y0.010.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew