Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VFQY (Vanguard U.S. Quality Factor ETF) | 8.54% | 20.07% | 16.73% | 8.54% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 02/15/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFQY (Vanguard U.S. Quality Factor ETF) | 02/15/2018 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.05 | 20.07 | 16.73 | 8.54 | NA | NA | NA | … | … | 8.54 | 10.24 | 12.93 | 22.48 | -15.74 | 27.96 | 16.97 | 25.75 | -7.85 |
| Sharpe Ratio | NA | 1.27 | 0.84 | 0.32 | NA | NA | NA | … | … | 1.19 | 0.38 | 0.65 | 1.24 | -0.67 | 1.78 | 0.45 | 1.67 | -0.61 |
| Standard Deviation(%) | NA | 13.53 | 16.11 | 18.32 | NA | NA | NA | … | … | 14.18 | 19.47 | 14.24 | 15.28 | 25.69 | 15.68 | 36.92 | 14.55 | 17.18 |
| Draw Down(%) | NA | 9.12 | 20.67 | 25.93 | NA | NA | NA | … | … | 9.12 | 19.63 | 7.85 | 10.30 | 24.37 | 7.15 | 37.41 | 9.79 | 23.85 |
| Yield(%) | 0.00 | 1.29 | 1.68 | 1.42 | 1.56 | 1.04 | 0.78 | … | … | 0.29 | 1.28 | 1.50 | 1.67 | 1.19 | 1.26 | 1.40 | 1.65 | 1.19 |
Data as of 06/04/2026, Common starting date is 02/15/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFQY (Vanguard U.S. Quality Factor ETF) |
5.23%
Apr 2021 – Apr 2024 |
6.95%
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 |
|---|---|---|---|---|
| VFQY (Vanguard U.S. Quality Factor ETF) |
23.47%
Dec 2018 – Dec 2021 |
17.62%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart