Cboe US - Nasdaq Real Time Price
USD
Vanguard U.S. Multifactor ETF Shares (VFMF)
188.73
+0.90
(+0.48%)
As of 1:33:18 PM EST. Market Open.
Trade VFMF on Coinbase
Trading disclosure
The above button links to Coinbase. Yahoo Finance is not a broker-dealer or investment adviser and does not offer securities or cryptocurrencies for sale or facilitate trading. Coinbase pays us for certain activity generated through this link. Prices displayed are informational.
Learn moreETF Summary
The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with relatively strong recent performance, strong fundamentals, and low prices relative to fundamentals as determined by the advisor. Under normal circumstances, at least 80% of its assets will be invested in securities issued by U.S. companies.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 26.05% |
| 5y Average Return | 14.35% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.92 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
VFMF | Category Average | VFMF | Category Average | VFMF | Category Average |
|
Alpha
|
1.32 | -4.47 | 2.51 | -2.9 | 0 | -4.32 |
|
BETA
|
0.92 | 0.89 | 0.94 | 0.87 | 0 | 1.02 |
|
Mean Annual Return
|
1.76 | 1.2 | 1.26 | 0.79 | 0 | 0.95 |
|
R-squared
|
64.7 | 57.44 | 74.96 | 65.22 | 0 | 73.8 |
|
Standard Deviation
|
14.63 | -- | 17.18 | -- | 0 | -- |
|
Sharpe Ratio
|
1.13 | 0.62 | 0.65 | 0.34 | 0 | 0.5 |
|
Treynor Ratio
|
18.92 | 10.36 | 11.23 | 5.38 | 0 | 7.66 |
