Skip to main content
Signal8

Vanguard U.S. Multifactor ETF (VFMF): ETF

ETF traded on BATS under symbol VFMF. Quoted in usd.

Vanguard U.S. Multifactor ETF logo

Vanguard U.S. Multifactor ETF

+1.34%$188.95
BATS:VFMFEquity
AUM $1.1B·YTD --·Yield --
Vanguard U.S. Multifactor ETF logoBATS:VFMF$188.95+1.34%
About VFMF

The fund's advisor utilizes a systematic, data-driven quantitative framework to analyze U.S. common stocks, building an equity portfolio specifically designed to capture exposure to various investment factors. The process begins with an initial filter that eliminates the most volatile securities from the investment universe. Subsequently, stocks are selected based on an equally weighted composite score derived from three targeted factors: momentum, which identifies companies demonstrating strong recent price performance; quality, focusing on businesses with robust fundamental health; and value, selecting stocks trading at attractive prices relative to their underlying financial metrics. This approach yields a highly diversified portfolio consisting of hundreds of individual holdings, encompassing a broad range of market capitalizations—including large, mid, and small-cap companies—as well as various economic sectors and distinct industry groups, thereby minimizing stock-specific risks. The portfolio undergoes periodic rebalancing to ensure sustained alignment with its intended factor exposures. The primary investment objective is to achieve long-term capital growth. Generally, a minimum of 80% of the fund's assets will be allocated to equity securities issued by U.S. corporations. Specifically, the Value factor is determined using metrics such as book value-to-price, forward earnings-to-price, and operating cash flows-to-price (for non-financial firms). Momentum is assessed via total returns over the T-12 to T-1 month period and the T-7 to T-1 month period, in addition to the intercept from a one-year regression of stock returns against their regional benchmark. For financial companies, the Quality factor is gauged by return on equity and share issuance, while for non-financial companies, it involves return on equity, gross profitability, changes in net operating assets, and leverage. The initial volatility screen systematically removes the 20% most volatile names within each market capitalization tier and applies this equally across all sectors.

Largest holdings

  1. MU Micron Technology Inc1.13%
  2. VLO Valero Energy Corp1.07%
  3. DELL Dell Technologies Inc1.02%
  4. NEM Newmont Corp0.91%
  5. MPC Marathon Petroleum Corp0.88%
  6. AMGN Amgen Inc0.86%
  7. EOG EOG Resources Inc0.86%
  8. COP ConocoPhillips0.86%
  9. MO Altria Group Inc0.84%
  10. TRV Travelers Cos Inc/The0.84%
Full holdings, sectors and countries
Dividend History
Benchmark Comparison
Compared against
Performance Returns
Drawdown Chart
Analyst Coverage
Savings Plan Calculator
Total Invested
$70,000
Final Portfolio
$112,363
Total Return
+$42,363
(+60.5%)
Dividends Reinvested
$0
compounded into portfolio
Defaults are seeded from historical performance and trailing twelve-month yield. Past performance is not a forecast. Feel free to adjust any input to model your own assumptions.
ETF Key Metrics
AUM$1.10B
NAV$186.56
Premium/Discount+1.28%
Expense Ratio0.18%
Market Cap--
Shares Outstanding--
Inception DateFeb. 13, 2018
Fund Details
IssuerVanguard
Asset ClassEquity
Beta--
SectorFinancial Services
DomicileUS
52-Week Range
$140.20$189.79
Current: $188.95
Volume
Volume78.00K
Avg Volume62.68K
Vol/Avg1.24x

30d

77.02K

60d

67.91K

90d

62.63K

Comparable ETFs