Vanguard U.S. Multifactor ETF (VFMF)

Key Metrics

TER 0.18% per year

Distribution policy Distributing

Fund size USD 642 M

Inception date February 13, 2018

Holdings 617

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: Aug 01, 2026

1 Year +37.1% +1.3% Div

3 Years (avg.) +18.7% +1.3% Div

5 Years (avg.) +12.8% +1.3% Div

Risk & Analysis Metrics

Last updated: Aug 01, 2026

Volatility

12.48% 1 Year

15.76% 3 Years

17.57% 5 Years

20.84% 10 Years

Max Drawdown

-7.01% 1 Year

-21.29% 3 Years

-21.29% 5 Years

-42.80% 10 Years

Sharpe Ratio

1.99 1 Year

0.84 3 Years

0.51 5 Years

0.38 10 Years

Return Triangle (Heatmap)

Last updated: Aug 01, 2026

	2018	2019	2020	2021	2022	2023	2024	2025
2018	-12.3%	2.4%	2.4%	8.6%	5.0%	7.0%	7.9%	8.9%
2019		19.5%	10.7%	16.6%	9.8%	11.3%	11.7%	12.3%
2020			2.5%	15.2%	6.8%	9.4%	10.2%	11.1%
2021				29.4%	9.0%	11.8%	12.3%	12.9%
2022					-8.1%	3.9%	7.1%	9.1%
2023						17.4%	15.6%	15.6%
2024							13.7%	14.7%
2025								15.6%

Distributions

*by ETF Portfolio Weight Last updated: Aug 01, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

19%

1y 3y N/A N/A

5 - 10%

19%

1y 3y N/A N/A

10 - 15%

12%

1y 3y N/A N/A

15 - 20%

12%

1y 3y N/A N/A

20 - 30%

16%

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

1y 3y N/A N/A

0 - 10

13%

1y 3y N/A N/A

10 - 15

28%

1y 3y N/A N/A

15 - 20

18%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

12%

1y 3y N/A N/A

35 - 50

10%

1y 3y N/A N/A

> 50

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

0.6%

1y 3y N/A N/A

Small Cap

17.2%

1y 3y N/A N/A

Mid Cap

26.8%

1y 3y N/A N/A

Large Cap

41.6%

1y 3y N/A N/A

Mega Cap

13.8%

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: Aug 02, 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.	$167B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.36%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	0.9	-
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.	24.22	30.76
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	-41.34	-
Profitable Companies	93%	-
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.	23.52	9.33
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	3.5	7.93
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	4.76	10.19

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	16.51	18.56
Enterprise Value to Revenue Enterprise value divided by revenue	3.81	7.93
Total Debt to Enterprise Value Total debt divided by enterprise value	0.23	0.04
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.	0.71	0.29
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	15.11%	21.90%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+15.3%	-116.0%
Return on Equity Equity divided by market cap.	18.74%	2.81%
Return on Assets Indicates a company's profitability in relation to its total assets.	8.03%	4.15%
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.	14.37%	3.82%

Sectors

Manufacturing	34.2%
Finance and Insurance	20.8%
Information	8.4%
Mining, Quarrying, and Oil and Gas Extraction	7.4%
Retail Trade	7.4%
Transportation and Warehousing	3.0%
Professional, Scientific, and Technical Services	3.0%
Wholesale Trade	2.3%
Health Care and Social Assistance	1.2%
Administrative and Support and Waste Management and Remediation Services	1.2%
Construction	1.2%
Real Estate and Rental and Leasing	0.7%
Financial Services	0.7%
Educational Services	0.5%
Arts, Entertainment, and Recreation	0.4%
Energy	0.3%
Agriculture, Forestry, Fishing and Hunting	0.3%
Other Services (except Public Administration)	0.2%
Finance	0.2%
Transportation	0.2%
Energy Minerals	0.1%
Consumer Cyclical	0.1%
Technology	0.0%
Other	6.5%

Countries

United States	92.8%
Bermuda	2.6%
Ireland	1.5%
Puerto Rico	0.8%
Luxembourg	0.4%
United Kingdom	0.4%
Other	0.4%
Monaco	0.3%
Canada	0.2%
Switzerland	0.2%
Panama	0.1%
Jersey	0.1%
Guernsey	0.1%
Italy	0.1%
Netherlands	0.1%
France	0.0%
Israel	0.0%

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

Micron Technology Inc.

MU - Manufacturing

Market Cap $929.52B

P/E Ratio 18.4

Dividends 0.1%

Total Investment $8M

Weight 1.25%

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Newmont Corp

NEM - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $98.74B

P/E Ratio 11.8

Dividends 1.1%

Total Investment $5.7M

Weight 0.89%

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Bristol-Myers Squibb Co.

BMY - Manufacturing

Market Cap $133.37B

P/E Ratio 14.4

Dividends 3.8%

Total Investment $5.63M

Weight 0.88%

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Conoco Phillips

COP - Manufacturing

Market Cap $146.78B

P/E Ratio 20.5

Dividends 2.7%

Total Investment $5.55M

Weight 0.86%

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EOG Resources, Inc.

EOG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $79.2B

P/E Ratio 14.5

Dividends 2.7%

Total Investment $5.38M

Weight 0.84%

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Travelers Companies Inc.

TRV - Finance and Insurance

Market Cap $78.08B

P/E Ratio 9.9

Dividends 1.2%

Total Investment $5.33M

Weight 0.83%

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Altria Group Inc.

MO - Manufacturing

Market Cap $114.07B

P/E Ratio 14.4

Dividends 6.2%

Total Investment $5.32M

Weight 0.83%

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Cisco Systems, Inc.

CSCO - Manufacturing

Market Cap $457.17B

P/E Ratio 38.4

Dividends 1.4%

Total Investment $5.32M

Weight 0.83%

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Merck & Co Inc

MRK - Manufacturing

Market Cap $321.62B

P/E Ratio 36.6

Dividends 2.6%

Total Investment $5.18M

Weight 0.81%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.32T

P/E Ratio 17.7

Dividends 0.2%

Total Investment $5.06M

Weight 0.79%

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Regeneron Pharmaceuticals, Inc.

REGN - Manufacturing

Market Cap $78.57B

P/E Ratio 18.2

Dividends 0.5%

Total Investment $4.96M

Weight 0.77%

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AMGEN Inc.

AMGN - Manufacturing

Market Cap $207.87B

P/E Ratio 26.6

Dividends 2.5%

Total Investment $4.79M

Weight 0.75%

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Abbvie Inc

ABBV - Manufacturing

Market Cap $443.24B

P/E Ratio 123.0

Dividends 2.7%

Total Investment $4.74M

Weight 0.74%

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Gilead Sciences, Inc.

GILD - Manufacturing

Market Cap $161.66B

P/E Ratio 17.5

Dividends 2.5%

Total Investment $4.71M

Weight 0.73%

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Fedex Corp

FDX - Transportation and Warehousing

Market Cap $72.73B

P/E Ratio 16.7

Dividends 1.5%

Total Investment $4.64M

Weight 0.72%

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CVS Health Corp

CVS - Retail Trade

Market Cap $133.25B

P/E Ratio 45.2

Dividends 2.5%

Total Investment $4.62M

Weight 0.72%

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Dell Technologies Inc - Ordinary Shares - Class C

DELL - Information

Market Cap $269.19B

P/E Ratio 31.7

Dividends 0.6%

Total Investment $4.54M

Weight 0.71%

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HCA Healthcare Inc

HCA - Health Care and Social Assistance

Market Cap $87.16B

P/E Ratio 13.4

Dividends 0.7%

Total Investment $4.36M

Weight 0.68%

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Allstate Corp (The)

ALL - Finance and Insurance

Market Cap $67.98B

P/E Ratio 5.8

Dividends 1.6%

Total Investment $4.31M

Weight 0.67%

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Western Digital Corp.

WDC - Manufacturing

Market Cap $187.8B

P/E Ratio 29.2

Dividends 0.1%

Total Investment $4.25M

Weight 0.66%

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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

Latest News

Michael Burry's latest bet puts Nvidia stock and Micron's AI boom on trial

1 Thing Every Micron Stock Investor Needs To Understand Right Now

Micron: The Math Makes No Sense (Rating Upgrade)

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Micron Technology Inc.

Micron Technology Inc.

Newmont Corp

Newmont Corp

Bristol-Myers Squibb Co.

Bristol-Myers Squibb Co.

Conoco Phillips

Conoco Phillips

EOG Resources, Inc.

EOG Resources, Inc.

Travelers Companies Inc.

Travelers Companies Inc.

Altria Group Inc.

Altria Group Inc.

Cisco Systems, Inc.

Cisco Systems, Inc.

Merck & Co Inc

Merck & Co Inc

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Regeneron Pharmaceuticals, Inc.

Regeneron Pharmaceuticals, Inc.

AMGEN Inc.

AMGEN Inc.

Abbvie Inc

Abbvie Inc

Gilead Sciences, Inc.

Gilead Sciences, Inc.

Fedex Corp

Fedex Corp

CVS Health Corp

CVS Health Corp

Dell Technologies Inc - Ordinary Shares - Class C

Dell Technologies Inc - Ordinary Shares - Class C

HCA Healthcare Inc

HCA Healthcare Inc

Allstate Corp (The)

Allstate Corp (The)

Western Digital Corp.

Western Digital Corp.

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