VFQY

Vanguard U.S. Quality Factor ETF

The Fund seeks to provide long-term capital appreciation by investing in stocks with strong fundamentals as determined by the advisor.


US

EQUITY

Active

MANAGEMENT STYLE

418.3 M

ASSETS UNDER MGMT

13 bp

EXPENSES
Fund Basics
Fund sponsorVanguard
CategoryUS
Asset classEquity
Websitelink...
Inception dateFeb 13, 2018
Assets (mns)$418
Expense ratio13 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyDelayed
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings
3M CO 2.3 %
APPLE INC 1.9 %
KLA CORPORATION 1.8 %
WAL-MART STORES INC 1.8 %
QUALCOMM INC 1.7 %
BRISTOL-MYERS SQUIBB CO 1.7 %
ADOBE SYSTEMS INC 1.7 %
ABBVIE INC 1.6 %
GILEAD SCIENCES INC 1.5 %
AUTODESK INC 1.4 %
Constituent Breakdown
Number of holdings365
Herfindahl-Hirschman Index 69
Wgt avg mkt cap (mns)$176,525
Large cap (>$10bn)64.6%
Mid cap ($2-10bn)27.2%
Small cap (<$2bn)8.2%
Developed mkts.99.7%
Emerging mkts.0.3%
Country Exposure
UNITED STATES 95.7 %
PUERTO RICO 1.5 %
IRELAND 0.7 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 19.1% 28.4% 17.4% 8.5% 13.8% -- 11.9%
Volatility -- -- -- -- -- -- --
Market Correlations
versus...BetaR-squared
S&P 5001.0288%
MSCI EAFE0.9271%
MSCI Emg Mkts0.6333%
Liquidity Measures
Avg. volume (000)11
Turnover0.4%
Avg. Bid/Ask (% of price)0.15%
ADV of underlying (mns)$102,141
Technical Indicators
Recent close$142.27
30d moving avg.$147.76
Annualized volatility19.1%
Relative strength (RSI)50
Short interest (ETF)0.3%
Short interest (underlying)4.3%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: VFQY vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.8 15.7 3.0 1.7% --
Based on closing prices from 12/20/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
VFQY



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

OVERWEIGHT

Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.

ALTAR Score™

VFQY

7.7%

Cat. Avg

5.6%


ALTAR Score™ Calculation

Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.6%. VFQY's ALTAR Score™ is approximately 0.8 standard deviations above the category average. This places VFQY in the 79th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

VFQY
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Active
US Equity ETFs
# of ETFs 308
Avg. Expense Ratio 67.1 bp
Std. Deviation 37 bp
VFQY (13 bp) Percentile rank 7
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
VFQY 13.0 14.9 27.9
Peer Avg. 44.4 19.4 63.7
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .