Vanguard U.S. Quality Factor ETF (VFQY)

Key Metrics

TER 0.13% per year

Distribution policy Distributing

Fund size USD 463 M

Inception date February 13, 2018

Holdings 448

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: Sep 01, 2026

1 Year +18.1% +1.0% Div

3 Years (avg.) +14.4% +1.0% Div

5 Years (avg.) +7.5% +1.0% Div

Risk & Analysis Metrics

Last updated: Sep 01, 2026

Volatility

12.27% 1 Year

15.52% 3 Years

17.98% 5 Years

20.47% 10 Years

Max Drawdown

-9.25% 1 Year

-21.22% 3 Years

-26.86% 5 Years

-37.67% 10 Years

Sharpe Ratio

0.93 1 Year

0.62 3 Years

0.24 5 Years

0.36 10 Years

Return Triangle (Heatmap)

Last updated: Sep 01, 2026

	2018	2019	2020	2021	2022	2023	2024	2025
2018	-8.9%	5.8%	8.7%	13.3%	6.5%	8.8%	9.2%	9.2%
2019		23.0%	18.8%	21.8%	10.7%	12.7%	12.6%	12.1%
2020			14.8%	21.2%	6.9%	10.3%	10.6%	10.4%
2021				28.1%	3.1%	8.8%	9.6%	9.5%
2022					-17.0%	0.3%	4.1%	5.3%
2023						21.2%	16.5%	14.0%
2024							12.0%	10.5%
2025								9.1%

Distributions

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

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

13%

1y 3y N/A N/A

5 - 10%

12%

1y 3y N/A N/A

10 - 15%

20%

1y 3y N/A N/A

15 - 20%

13%

1y 3y N/A N/A

20 - 30%

22%

1y 3y N/A N/A

30 - 40%

10%

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

1y 3y N/A N/A

10 - 15

12%

1y 3y N/A N/A

15 - 20

17%

1y 3y N/A N/A

20 - 25

12%

1y 3y N/A N/A

25 - 35

18%

1y 3y N/A N/A

35 - 50

16%

1y 3y N/A N/A

> 50

11%

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

0.7%

1y 3y N/A N/A

Small Cap

9.6%

1y 3y N/A N/A

Mid Cap

22.5%

1y 3y N/A N/A

Large Cap

51.7%

1y 3y N/A N/A

Mega Cap

15.4%

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: Sep 13, 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.	$208B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.03%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.04	-
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.	29.06	22.99
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	-71.44	-
Profitable Companies	94%	-
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.	27.39	18.8
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	5.31	9.13
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	13.17	11.88

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	18.89	12.43
Enterprise Value to Revenue Enterprise value divided by revenue	5.42	12.4
Total Debt to Enterprise Value Total debt divided by enterprise value	0.14	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.	1.2	0.32
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	16.34%	21.44%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+17.5%	+54.3%
Return on Equity Equity divided by market cap.	35.79%	2.03%
Return on Assets Indicates a company's profitability in relation to its total assets.	12.16%	4.04%
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.	22.61%	3.73%

Sectors

Manufacturing	31.8%
Information	17.2%
Finance and Insurance	13.9%
Retail Trade	9.5%
Professional, Scientific, and Technical Services	4.3%
Mining, Quarrying, and Oil and Gas Extraction	3.1%
Wholesale Trade	2.6%
Transportation and Warehousing	1.6%
Administrative and Support and Waste Management and Remediation Services	1.6%
Construction	1.4%
Public Administration	1.2%
Management of Companies and Enterprises	1.0%
Real Estate and Rental and Leasing	0.8%
Educational Services	0.6%
Industrials	0.6%
Arts, Entertainment, and Recreation	0.6%
Health Care and Social Assistance	0.5%
Other Services (except Public Administration)	0.4%
Finance	0.2%
Consumer Cyclical	0.1%
Energy	0.1%
Technology	0.1%
Other	6.9%

Countries

United States	94.0%
Sweden	1.6%
Bermuda	1.3%
Ireland	1.3%
United Kingdom	0.7%
Puerto Rico	0.6%
Canada	0.3%
Other	0.2%
Switzerland	0.1%
France	0.0%
Brazil	0.0%
Monaco	0.0%
Other	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

Fortinet Inc

FTNT - Information

Market Cap $114.51B

P/E Ratio 54.6

Dividends 0.0%

Total Investment $8.39M

Weight 1.81%

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Apple Inc

AAPL - Manufacturing

Market Cap $4.88T

P/E Ratio 37.9

Dividends 0.3%

Total Investment $7.98M

Weight 1.72%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $372.94B

P/E Ratio 51.5

Dividends 0.3%

Total Investment $7.79M

Weight 1.68%

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Adobe Inc

ADBE - Information

Market Cap $100.26B

P/E Ratio 14.1

Dividends 0.0%

Total Investment $7.6M

Weight 1.64%

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KLA Corp.

KLAC - Manufacturing

Market Cap $235.97B

P/E Ratio 49.0

Dividends 0.5%

Total Investment $6.93M

Weight 1.50%

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Autodesk Inc.

ADSK - Information

Market Cap $44.85B

P/E Ratio 27.4

Dividends 0.0%

Total Investment $6.44M

Weight 1.39%

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Lilly(Eli) & Co

LLY - Manufacturing

Market Cap $1.05T

P/E Ratio 37.4

Dividends 0.6%

Total Investment $6.1M

Weight 1.32%

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Qualcomm, Inc.

QCOM - Manufacturing

Market Cap $191.07B

P/E Ratio 20.7

Dividends 2.0%

Total Investment $6.1M

Weight 1.32%

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Costco Wholesale Corp

COST - Retail Trade

Market Cap $401.25B

P/E Ratio 45.4

Dividends 0.6%

Total Investment $5.98M

Weight 1.29%

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PepsiCo Inc

PEP - Manufacturing

Market Cap $186.21B

P/E Ratio 17.8

Dividends 4.3%

Total Investment $5.95M

Weight 1.28%

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Visa Inc - Ordinary Shares - Class A

V - Information

Market Cap $691.65B

P/E Ratio 31.5

Dividends 0.7%

Total Investment $5.7M

Weight 1.23%

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Cintas Corporation

CTAS - Public Administration

Market Cap $80.63B

P/E Ratio 40.5

Dividends 0.9%

Total Investment $5.67M

Weight 1.22%

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Netflix Inc.

NFLX - Information

Market Cap $322.29B

P/E Ratio 24.0

Dividends 0.0%

Total Investment $5.1M

Weight 1.10%

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Western Digital Corp.

WDC - Manufacturing

Market Cap $154.13B

P/E Ratio 16.5

Dividends 0.1%

Total Investment $5.09M

Weight 1.10%

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Gilead Sciences, Inc.

GILD - Manufacturing

Market Cap $178.44B

P/E Ratio -55.3

Dividends 2.2%

Total Investment $4.94M

Weight 1.07%

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TJX Companies, Inc.

TJX - Retail Trade

Market Cap $139.23B

P/E Ratio 23.3

Dividends 1.4%

Total Investment $4.53M

Weight 0.98%

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American Express Co.

AXP - Finance and Insurance

Market Cap $219.27B

P/E Ratio 19.7

Dividends 1.1%

Total Investment $4.46M

Weight 0.96%

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3M Co.

MMM - Management of Companies and Enterprises

Market Cap $85.07B

P/E Ratio 29.1

Dividends 1.9%

Total Investment $4.46M

Weight 0.96%

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Walmart Inc

WMT - Retail Trade

Market Cap $852.71B

P/E Ratio 38.7

Dividends 0.9%

Total Investment $4.43M

Weight 0.96%

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PayPal Holdings Inc

PYPL - Information

Market Cap $45.96B

P/E Ratio 10.1

Dividends 1.0%

Total Investment $4.38M

Weight 0.95%

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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

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Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Fortinet Inc

Fortinet Inc

Apple Inc

Apple Inc

Lam Research Corp.

Lam Research Corp.

Adobe Inc

Adobe Inc

KLA Corp.

KLA Corp.

Autodesk Inc.

Autodesk Inc.

Lilly(Eli) & Co

Lilly(Eli) & Co

Qualcomm, Inc.

Qualcomm, Inc.

Costco Wholesale Corp

Costco Wholesale Corp

PepsiCo Inc

PepsiCo Inc

Visa Inc - Ordinary Shares - Class A

Visa Inc - Ordinary Shares - Class A

Cintas Corporation

Cintas Corporation

Netflix Inc.

Netflix Inc.

Western Digital Corp.

Western Digital Corp.

Gilead Sciences, Inc.

Gilead Sciences, Inc.

TJX Companies, Inc.

TJX Companies, Inc.

American Express Co.

American Express Co.

3M Co.

3M Co.

Walmart Inc

Walmart Inc

PayPal Holdings Inc

PayPal Holdings Inc

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