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ETFs

Vanguard U.S. Multifactor ETF

VFMF
$--
Today’s Change
-- (--)

Snapshot
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Inception Date
Feb 13 2018
Expense Ratio
0.18%
Type
US Equities
Fund Owner
Vanguard
Volume (1m avg. daily)
$662,906
AUM
$167,813,700
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

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EOG Resources, Inc.
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Valero Energy Corp.
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ABBV
Abbvie Inc
0.76%
Invest with VFMF

What is VFMF?

Vanguard U.S. Multifactor ETF seeks to provide long-term capital appreciation. The fund s investment advisor constructs a diversified portfolio that 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. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. The advisor uses a quantitative model to evaluate all of the securities in an investment universe comprised of U.S. large, mid, and small capitalization stocks and to construct a U.S. equity portfolio that seeks to achieve exposure to multiple factors subject to a set of reasonable constraints designed to foster portfolio diversification, liquidity, and lower volatility.The investment advisor s quantitative model first groups the securities within the fund s investment universe by market capitalization and then ranks each security within each group by reference to characteristics designed to measure its exposure to the momentum, quality, value, and volatility factors. The model then places emphasis on the securities with the lowest rankings related to volatility and the highest rankings related to momentum, quality, and value factors. The model determines the identity and amount of securities to include within the portfolio based on such rankings.

ETFs related toVFMF

ETFs correlated to VFMF include AVLV, AVUV, VFVA

VFMF
Vanguard Group, Inc. - Vanguard U.S. Multifactor ETF
AVLV
American Century ETF Trust - Avantis U.S. Large Cap Value ETF
AVUV
American Century ETF Trust - Avantis U.S. Small Cap Value ETF
VFVA
Vanguard Group, Inc. - Vanguard U.S. Value Factor ETF
DFAT
Dimensional ETF Trust - Dimensional U.S. Targeted Value ETF
SYLD
Cambria Investment Management LP - Cambria Shareholder Yield ETF
VFMO
Vanguard Group, Inc. - Vanguard U.S. Momentum Factor ETF
COWZ
Pacer Funds Trust - Pacer US Cash Cows 100 ETF
XSMO
Invesco Capital Management LLC - Invesco S&P SmallCap Momentum ETF
FEX
First Trust Exchange-Traded Fund III - First Trust Large Cap Core AlphaDEX Fund
FCPI
Fidelity Covington Trust - Fidelity Stocks for Inflation ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toVFMF

#SIN

Safety in Sin Stocks

Category

Grow Your Portfolio

Risk Rating

Aggressive

#GLOMO

On Top of the World: Global Momentum

Category

Momentum, Lever Up, Go Global

Risk Rating

Moderate

Create your own algorithmic trading strategy with VFMF using Composer

FAQ

VFMF is a US Equities ETF. Vanguard U.S. Multifactor ETF seeks to provide long-term capital appreciation. The fund s investment advisor constructs a diversified portfolio that 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. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. The advisor uses a quantitative model to evaluate all of the securities in an investment universe comprised of U.S. large, mid, and small capitalization stocks and to construct a U.S. equity portfolio that seeks to achieve exposure to multiple factors subject to a set of reasonable constraints designed to foster portfolio diversification, liquidity, and lower volatility.The investment advisor s quantitative model first groups the securities within the fund s investment universe by market capitalization and then ranks each security within each group by reference to characteristics designed to measure its exposure to the momentum, quality, value, and volatility factors. The model then places emphasis on the securities with the lowest rankings related to volatility and the highest rankings related to momentum, quality, and value factors. The model determines the identity and amount of securities to include within the portfolio based on such rankings.

Yes, VFMF is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, VFMF is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on VFMF is -0.0751%. This is the percent change in the value of VFMF over the most recent 1-month period. The 3-month return on VFMF is -0.0409%. This is the percent change in the value of VFMF over the most recent 3-month period.

The standard deviation of VFMF for the past year is 0.2266%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to VFMF include SPHQ, QUAL, and SUSA.

ETFs correlated to VFMF include AVLV, AVUV, and VFVA.

ETFs that are inversely correlated to VFMF include RWM, TWM, and TZA.

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.