Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFMFX (Vanguard U.S. Multifactor Fund Admiral Shares) | 3.98% | 9.43% | 16.53% | 17.15% | NA | NA | NA | 10.23% |
Data as of 07/11/2025, AR inception is 02/16/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFMFX (Vanguard U.S. Multifactor Fund Admiral Shares) | 02/16/2018 | 07/11/2025 |
| 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 (%) | -0.76 | 9.43 | 16.53 | 17.15 | NA | NA | NA | 10.23 | 3.98 | 17.22 | 17.89 | -5.78 | 30.78 | 3.60 | 21.81 | -11.49 |
| Sharpe Ratio | NA | 0.30 | 0.73 | 0.80 | NA | NA | NA | 0.36 | 0.20 | 0.89 | 0.90 | -0.32 | 1.69 | 0.09 | 1.49 | -0.90 |
| Standard Deviation(%) | NA | 20.69 | 18.16 | 18.73 | NA | NA | NA | 21.88 | 23.25 | 15.21 | 15.90 | 22.93 | 18.25 | 38.76 | 13.64 | 16.18 |
| Draw Down(%) | NA | 20.80 | 20.80 | 20.80 | NA | NA | NA | 41.17 | 19.09 | 8.42 | 10.96 | 18.32 | 7.40 | 41.17 | 8.43 | 23.51 |
| Yield(%) | 0.00 | 3.58 | 3.13 | 3.44 | 1.85 | 1.24 | 0.93 | 2.65 | 0.93 | 3.74 | 1.95 | 1.92 | 1.78 | 1.50 | 1.94 | 1.27 |
Data as of 07/11/2025, AR inception is 02/16/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFMFX (Vanguard U.S. Multifactor Fund Admiral Shares) |
7.09%
Sep 2019 - Sep 2022 |
5.22%
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 |
|---|---|---|---|---|
| VFMFX (Vanguard U.S. Multifactor Fund Admiral Shares) |
22.70%
Mar 2020 - Mar 2023 |
19.69%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart