VFMF: Vanguard U.S. Multifactor ETF
Performance
VFMF +31.63%
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Summary
VFMF at a glance
VFMF returned +31.63% over the past year and +14.41% a year over five years. Its worst drop in that year was -7.08%, smaller than 75% of ETFs on Redstone, and its Sharpe ratio of 1.97 beats 97% of ETFs on Redstone. It yields 1.37%.
Ranking
How VFMF ranks
91
1Y Return Rank85
5Y Return Rank97
Sharpe Ratio Rank75
Max Drawdown Rank69
Volatility Rank38
Dividend Yield RankCurrent Drawdown
-0.15%
Rolling Volatility
+0.65%
Actions
Metrics
Risk Indicators
Alpha17.39%
Beta0.67x
Sharpe1.97
Sortino3.17
Omega1.37
Calmar4.47
Martin11.93
Comparisons