Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/09/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFMF (Vanguard U.S. Multifactor ETF) | -2.80% | 3.05% | 11.73% | 16.90% | NA | NA | NA | 9.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFMF (Vanguard U.S. Multifactor ETF) | 02/16/2018 | 05/09/2025 |
The return data shown below all have the same latest date: 05/09/2025.
AR inception is since 02/16/2018.
AR inception is since 02/16/2018.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.18 | 3.05 | 11.73 | 16.90 | NA | NA | NA | 9.21 | -2.80 | 15.59 | 18.53 | -5.69 | 30.05 | 5.00 | 22.34 | -11.67 |
| Sharpe Ratio | NA | -0.16 | 0.39 | 0.72 | NA | NA | NA | 0.30 | -0.40 | 0.58 | 0.89 | -0.31 | 1.64 | 0.12 | 1.56 | -0.92 |
| Standard Deviation(%) | NA | 20.65 | 19.07 | 19.59 | NA | NA | NA | 22.16 | 26.67 | 15.39 | 16.13 | 22.87 | 18.28 | 39.26 | 13.41 | 16.02 |
| Draw Down(%) | NA | 20.93 | 20.93 | 20.93 | NA | NA | NA | 41.33 | 19.29 | 8.62 | 10.56 | 18.80 | 7.67 | 41.33 | 8.07 | 23.57 |
| Yield(%) | 0.00 | 1.34 | 2.07 | 2.78 | 1.45 | 0.97 | 0.73 | 2.08 | 0.00 | 1.83 | 2.09 | 2.03 | 1.79 | 1.60 | 1.92 | 1.06 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFMF (Vanguard U.S. Multifactor ETF) |
7.03%
Sep 2019 - Sep 2022 |
5.57%
May 2018 - May 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFMF (Vanguard U.S. Multifactor ETF) |
22.86%
Mar 2020 - Mar 2023 |
19.51%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart