Vanguard U.S. Liquidity Factor ETF (VFLQ)

Key Metrics

TER 0.13% per year

Distribution policy Distributing

Fund size USD 44 M

Inception date February 13, 2018

Holdings 808

Fund currency USD

Fund domicile US

Provider Vanguard

For full official fund details, factsheets, and holdings, visit investor.vanguard.com (opens in new tab).

Historical Return

Last updated: Oct 15, 2026

1 Year N/A

3 Years (avg.) +0.0% +1.3% Div

5 Years (avg.) -2.5% +1.3% Div

Risk & Analysis Metrics

Last updated: Oct 15, 2026

Volatility

N/A 1 Year

0.00% 3 Years

13.21% 5 Years

19.55% 10 Years

Max Drawdown

N/A 1 Year

0.00% 3 Years

-28.31% 5 Years

-40.64% 10 Years

Sharpe Ratio

N/A 1 Year

N/A 3 Years

-0.54 5 Years

0.07 10 Years

Return Triangle (Heatmap)

Last updated: Oct 15, 2026

	2018	2019	2020	2021	2022	2023	2024	2025
2018	-9.1%	7.7%	7.0%	11.1%	5.7%	4.7%	4.0%	3.5%
2019		27.6%	16.1%	18.8%	9.8%	7.8%	6.4%	5.5%
2020			5.7%	14.6%	4.4%	3.3%	2.6%	2.2%
2021				24.3%	3.8%	2.5%	1.9%	1.5%
2022					-13.3%	-6.9%	-4.6%	-3.5%
2023						0.0%	0.0%	0.0%
2024							0.0%	0.0%
2025								0.0%

Distributions

*by ETF Portfolio Weight Last updated: Oct 15, 2026

Profit Margin Distribution

< 0%

17%

1y 3y N/A N/A

0 - 5%

13%

1y 3y N/A N/A

5 - 10%

15%

1y 3y N/A N/A

10 - 15%

19%

1y 3y N/A N/A

15 - 20%

14%

1y 3y N/A N/A

20 - 30%

12%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

17%

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

16%

1y 3y N/A N/A

15 - 20

13%

1y 3y N/A N/A

20 - 25

12%

1y 3y N/A N/A

25 - 35

15%

1y 3y N/A N/A

35 - 50

11%

1y 3y N/A N/A

> 50

10%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

5.1%

1y 3y N/A N/A

Small Cap

17.4%

1y 3y N/A N/A

Mid Cap

28.0%

1y 3y N/A N/A

Large Cap

47.0%

1y 3y N/A N/A

Mega Cap

2.5%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Oct 25, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$298B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.24%	1.13%
Beta Indicates the relationship between the price performance of a share and the market.	0.93	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	29.74	36.21
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-28.39	-
Profitable Companies	84%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	27.82	11.65
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	3.95	6.25
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	5.86	6.18

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	20.26	9.94
Enterprise Value to Revenue Enterprise value divided by revenue	4.35	3.84
Total Debt to Enterprise Value Total debt divided by enterprise value	0.21	0.07
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	1.1	-0.84
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	9.98%	25.35%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+3.8%	+52.9%
Return on Equity Equity divided by market cap.	15.83%	36.99%
Return on Assets Indicates a company's profitability in relation to its total assets.	3.71%	14.38%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	9.33%	24.11%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Amphenol Corp. - Ordinary Shares - Class A

APH - Manufacturing

Market Cap $183.27B

P/E Ratio 35.3

Dividends 0.7%

Total Investment $505.3K

Weight 1.14%

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Illinois Tool Works, Inc.

ITW - Manufacturing

Market Cap $78.86B

P/E Ratio 25.0

Dividends 2.4%

Total Investment $478.7K

Weight 1.08%

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General Dynamics Corp.

GD - Manufacturing

Market Cap $103.54B

P/E Ratio 21.0

Dividends 1.8%

Total Investment $451.68K

Weight 1.02%

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Marsh & McLennan Cos., Inc.

MMC - Finance and Insurance

Market Cap $89.82B

P/E Ratio 23.5

Dividends 1.9%

Total Investment $440.22K

Weight 1.00%

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Waste Management, Inc.

WM - Administrative and Support and Waste Management and Remediation Services

Market Cap $101.73B

P/E Ratio 33.8

Dividends 1.5%

Total Investment $429.17K

Weight 0.97%

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Moody`s Corp.

MCO - Administrative and Support and Waste Management and Remediation Services

Market Cap $83.36B

P/E Ratio 29.4

Dividends 0.8%

Total Investment $402.88K

Weight 0.91%

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Edwards Lifesciences Corp

EW - Manufacturing

Market Cap $51.34B

P/E Ratio 51.2

Dividends 0.0%

Total Investment $381.84K

Weight 0.86%

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Cadence Design Systems, Inc.

CDNS - Information

Market Cap $87.16B

P/E Ratio 62.5

Dividends 0.0%

Total Investment $349.45K

Weight 0.79%

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Synopsys, Inc.

SNPS - Information

Market Cap $82.65B

P/E Ratio 74.7

Dividends 0.0%

Total Investment $341.18K

Weight 0.77%

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Roper Technologies Inc

ROP - Manufacturing

Market Cap $43.33B

P/E Ratio 17.3

Dividends 0.8%

Total Investment $333.74K

Weight 0.76%

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Progressive Corp.

PGR - Finance and Insurance

Market Cap $133.03B

P/E Ratio 11.5

Dividends 6.1%

Total Investment $328.09K

Weight 0.74%

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IQVIA Holdings Inc

IQV - Health Care and Social Assistance

Market Cap $45.98B

P/E Ratio 34.4

Dividends 0.0%

Total Investment $327.28K

Weight 0.74%

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Ecolab, Inc.

ECL - Manufacturing

Market Cap $81.19B

P/E Ratio 38.5

Dividends 1.0%

Total Investment $323.73K

Weight 0.73%

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Agilent Technologies Inc.

A - Professional, Scientific, and Technical Services

Market Cap $48.8B

P/E Ratio 34.0

Dividends 0.6%

Total Investment $323.57K

Weight 0.73%

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Chubb Limited

CB - Finance and Insurance

Market Cap $137.76B

P/E Ratio 12.3

Dividends 1.1%

Total Investment $322.71K

Weight 0.73%

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Stryker Corp.

SYK - Manufacturing

Market Cap $117.81B

P/E Ratio 31.6

Dividends 1.1%

Total Investment $312.52K

Weight 0.71%

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Eaton Corporation plc

ETN - Manufacturing

Market Cap $143.28B

P/E Ratio 37.1

Dividends 1.2%

Total Investment $305.94K

Weight 0.69%

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Zoetis Inc - Ordinary Shares - Class A

ZTS - Manufacturing

Market Cap $33.48B

P/E Ratio 13.3

Dividends 2.6%

Total Investment $300.54K

Weight 0.68%

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Truist Financial Corporation

TFC - Finance and Insurance

Market Cap $59.18B

P/E Ratio 12.3

Dividends 4.3%

Total Investment $265.21K

Weight 0.60%

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Emerson Electric Co.

EMR - Manufacturing

Market Cap $90.37B

P/E Ratio 35.2

Dividends 1.4%

Total Investment $261.57K

Weight 0.59%

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Manufacturing	36.8%
Finance and Insurance	21.3%
Information	9.0%
Professional, Scientific, and Technical Services	5.9%
Administrative and Support and Waste Management and Remediation Services	3.0%
Health Care and Social Assistance	2.5%
Mining, Quarrying, and Oil and Gas Extraction	1.6%
Retail Trade	1.5%
Transportation and Warehousing	1.4%
Construction	1.3%
Wholesale Trade	1.0%
Real Estate and Rental and Leasing	0.8%
Arts, Entertainment, and Recreation	0.7%
Accommodation and Food Services	0.4%
Healthcare	0.3%
Other Services (except Public Administration)	0.2%
Financial Services	0.1%
Finance	0.1%
Utilities	0.1%
Industrials	0.1%
Technology	0.1%
Agriculture, Forestry, Fishing and Hunting	0.0%
Energy	0.0%
Communication Services	0.0%
Consumer Cyclical	0.0%
Other	11.7%

United States	93.6%
Bermuda	2.8%
Ireland	1.1%
Israel	0.5%
United Kingdom	0.5%
Cayman Islands	0.5%
Luxembourg	0.5%
Monaco	0.4%
Other	0.0%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

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Average metrics of all companies in portfolio

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