Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFQY (Vanguard U.S. Quality Factor ETF) | 4.83% | 10.08% | 15.25% | 14.93% | NA | NA | NA | 11.32% |
Data as of 07/10/2025, AR inception is 02/15/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFQY (Vanguard U.S. Quality Factor ETF) | 02/15/2018 | 07/10/2025 |
| 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 (%) | -0.29 | 10.08 | 15.25 | 14.93 | NA | NA | NA | 11.32 | 4.83 | 12.93 | 22.48 | -15.74 | 27.96 | 16.97 | 25.75 | -7.85 |
| Sharpe Ratio | NA | 0.39 | 0.68 | 0.69 | NA | NA | NA | 0.41 | 0.31 | 0.65 | 1.24 | -0.67 | 1.78 | 0.45 | 1.67 | -0.61 |
| Standard Deviation(%) | NA | 20.72 | 18.38 | 18.97 | NA | NA | NA | 21.69 | 24.25 | 14.24 | 15.28 | 25.69 | 15.68 | 36.92 | 14.55 | 17.18 |
| Draw Down(%) | NA | 20.67 | 20.67 | 25.93 | NA | NA | NA | 37.41 | 19.63 | 7.85 | 10.30 | 24.37 | 7.15 | 37.41 | 9.79 | 23.85 |
| Yield(%) | 0.00 | 1.37 | 1.79 | 2.04 | 1.38 | 0.92 | 0.69 | 1.97 | 0.63 | 1.50 | 1.67 | 1.19 | 1.26 | 1.40 | 1.65 | 1.19 |
Data as of 07/10/2025, AR inception 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