Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFVA (Vanguard U.S. Value Factor ETF) | 4.86% | 4.65% | 11.10% | 17.50% | NA | NA | NA | 9.43% |
Data as of 07/25/2025, AR inception is 02/16/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFVA (Vanguard U.S. Value Factor ETF) | 02/16/2018 | 07/25/2025 |
| 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 (%) | 2.17 | 4.65 | 11.10 | 17.50 | NA | NA | NA | 9.43 | 4.86 | 7.67 | 17.36 | -3.97 | 36.96 | 2.30 | 25.41 | -15.95 |
| Sharpe Ratio | NA | 0.06 | 0.37 | 0.73 | NA | NA | NA | 0.28 | 0.22 | 0.25 | 0.72 | -0.22 | 1.98 | 0.04 | 1.35 | -1.27 |
| Standard Deviation(%) | NA | 23.16 | 20.78 | 21.24 | NA | NA | NA | 25.28 | 26.30 | 16.35 | 19.07 | 25.15 | 18.65 | 47.22 | 17.71 | 15.44 |
| Draw Down(%) | NA | 24.07 | 24.07 | 24.07 | NA | NA | NA | 48.55 | 21.10 | 9.75 | 17.04 | 20.21 | 9.52 | 47.94 | 14.03 | 25.48 |
| Yield(%) | 0.00 | 2.39 | 2.86 | 3.85 | 1.98 | 1.32 | 0.99 | 2.83 | 1.22 | 2.51 | 2.81 | 2.05 | 2.29 | 2.03 | 2.52 | 1.37 |
Data as of 07/25/2025, 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 |
|---|---|---|---|---|
| VFVA (Vanguard U.S. Value Factor ETF) |
4.85%
Apr 2022 - Apr 2025 |
5.56%
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 |
|---|---|---|---|---|
| VFVA (Vanguard U.S. Value Factor ETF) |
29.89%
Mar 2020 - Mar 2023 |
22.07%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart