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ETFs

Vanguard U.S. Value Factor ETF

VFVA
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Feb 13, 2018
Expense Ratio
0.13%
Type
US Equities
Fund Owner
Vanguard
Volume (1m avg. daily)
$1,411,089
AUM
$581,256,000
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

BAC
Bank Of America Corp.
1.13%
VZ
Verizon Communications Inc
1.08%
GM
General Motors Company
1.04%
WFC
Wells Fargo & Co.
1%
F
Ford Motor Co.
0.95%
PXD
Pioneer Natural Resources Co.
0.93%
CVX
Chevron Corp.
0.89%
C
Citigroup Inc
0.88%
MCK
Mckesson Corporation
0.87%
FDX
Fedex Corp
0.87%
Invest with VFVA
Trade VFVA Options

What is VFVA?

Vanguard U.S. Value Factor ETF seeks to provide long-term capital appreciation. 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 lower market valuations relative to fundamentals, such as book value of equity and earnings, 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 securities with lower prices relative to fundamental measures of value subject to a set of reasonable constraints designed to foster portfolio diversification and liquidity. Securities with lower prices relative to fundamental value may be identified by measures such as book to price and earnings to price ratios.

1M
3M
6M
YTD
1Y
3Y
Max
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VFVA
Performance Measures**

for the time period Feb 15, 2018 to Dec 4, 2025

Returns

1M Trailing Return: 6.1%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 3.5%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -48.6%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 24.8%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.49

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.20

The annualized return divided by the max drawdown for the selected time period.

ETFs related toVFVA

ETFs correlated to VFVA include AVUV, DFAT, DFSV

VFVA
Vanguard Group, Inc. - Vanguard U.S. Value Factor ETF
AVUV
American Century ETF Trust - Avantis U.S. Small Cap Value ETF
DFAT
Dimensional ETF Trust - Dimensional U.S. Targeted Value ETF
DFSV
Dimensional ETF Trust - Dimensional US Small Cap Value ETF
VBR
Vanguard Group, Inc. - Vanguard Small Cap Value ETF
XMVM
Invesco Capital Management LLC - Invesco S&P MidCap Value with Momentum ETF
SDVY
First Trust Exchange-Traded Fund VI - First Trust SMID Cap Rising Dividend Achievers ETF
DFUV
Dimensional ETF Trust - Dimensional US Marketwide Value ETF
DON
WisdomTree Trust - WisdomTree U.S. MidCap Dividend Fund
EZM
WisdomTree Trust - WisdomTree U.S. MidCap Fund
ONEY
SPDR Series Trust - SPDR Russell 1000 Yield Focus 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.

Trading Strategies
Related toVFVA

Primal Funds › Terra Firma (US)

Category

US equities, multi-factor, large-cap growth tilt, sector tilts, strategic allocation, passive buy-and-hold

OOS Cumulative Return

15.03%

Create your own algorithmic trading strategy with VFVA using Composer

FAQ

VFVA is a US Equities ETF. Vanguard U.S. Value Factor ETF seeks to provide long-term capital appreciation. 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 lower market valuations relative to fundamentals, such as book value of equity and earnings, 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 securities with lower prices relative to fundamental measures of value subject to a set of reasonable constraints designed to foster portfolio diversification and liquidity. Securities with lower prices relative to fundamental value may be identified by measures such as book to price and earnings to price ratios.

Yes, VFVA 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, VFVA 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 VFVA is -0.0069%. This is the percent change in the value of VFVA over the most recent 1-month period. The 3-month return on VFVA is 0.043%. This is the percent change in the value of VFVA over the most recent 3-month period.

The standard deviation of VFVA for the past year is 0.2176%. 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 VFVA include SPHQ, DSI, and QUAL.

ETFs correlated to VFVA include AVUV, DFAT, and DFSV.

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

Disclaimers

*

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.