Cboe US - Delayed Quote USD

Vanguard U.S. Quality Factor ETF ETF Shares (VFQY)

131.04 +0.50 (+0.38%)
At close: April 26 at 3:59 PM EDT

ETF 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 strong fundamentals as determined by the advisor. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. Under normal circumstances, at least 80% of the fund's assets will be invested in securities issued by U.S. companies.

Risk Overview

Performance & Risk

YTD Return 3.92%
5y Average Return 11.35%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VFQYCategory AverageVFQYCategory AverageVFQYCategory Average
Alpha -2.74 -4.28 -2.29 -3.96 0 -3.98
BETA 1 0.99 1.07 1.06 0 1.07
Mean Annual Return 0.81 0.67 1.2 1.06 0 0.86
R-squared 89.67 82.24 91.19 84.27 0 82.81
Standard Deviation 18.57 19.14 20.55 21.31 0 17.9
Sharpe Ratio 0.37 0.27 0.6 0.5 0 0.5
Treynor Ratio 5.37 3.6 10.2 8.26 0 7.09

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