Vanguard U.S. Quality Factor ETF (VFQY)

Key Metrics

TER 0.13% per year

Distribution policy Distributing

Fund size USD 511 M

Inception date February 13, 2018

Holdings 474

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: Nov 01, 2026

1 Year +17.4% +1.0% Div

3 Years (avg.) +17.4% +1.0% Div

5 Years (avg.) +7.1% +1.0% Div

Risk & Analysis Metrics

Last updated: Nov 01, 2026

Volatility

11.77% 1 Year

15.35% 3 Years

17.88% 5 Years

20.32% 10 Years

Max Drawdown

-9.25% 1 Year

-21.22% 3 Years

-26.86% 5 Years

-37.67% 10 Years

Sharpe Ratio

0.92 1 Year

0.79 3 Years

0.22 5 Years

0.35 10 Years

Return Triangle (Heatmap)

Last updated: Nov 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: Nov 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%

19%

1y 3y N/A N/A

15 - 20%

15%

1y 3y N/A N/A

20 - 30%

21%

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

1y 3y N/A N/A

10 - 15

16%

1y 3y N/A N/A

15 - 20

15%

1y 3y N/A N/A

20 - 25

11%

1y 3y N/A N/A

25 - 35

18%

1y 3y N/A N/A

35 - 50

19%

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

0.8%

1y 3y N/A N/A

Small Cap

9.5%

1y 3y N/A N/A

Mid Cap

23.5%

1y 3y N/A N/A

Large Cap

45.9%

1y 3y N/A N/A

Mega Cap

20.3%

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: Nov 15, 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.	$20.5T	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.00%	1.62%
Beta Indicates the relationship between the price performance of a share and the market.	1.02	-
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.	25.44	23.53
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	-65.04	-
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.	31.11	6.74
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	4.65	3.49
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	10.57	6.14

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	14.52	13.64
Enterprise Value to Revenue Enterprise value divided by revenue	4.62	5.06
Total Debt to Enterprise Value Total debt divided by enterprise value	0.16	0.17
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.	1.05	0.97
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	17.82%	15.77%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+18.8%	+15.1%
Return on Equity Equity divided by market cap.	35.67%	24.28%
Return on Assets Indicates a company's profitability in relation to its total assets.	14.36%	7.76%
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.	22.27%	14.06%

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

Sandisk Corporation

SNDK - Technology

Market Cap $67.62M

P/E Ratio 6.7

Dividends 0.0%

Total Investment $9.17M

Weight 1.79%

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Fortinet Inc

FTNT - Information

Market Cap $93.64B

P/E Ratio 41.0

Dividends 0.0%

Total Investment $8.44M

Weight 1.65%

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Spotify Technology S.A.

SPOT - Information

Market Cap $113.86B

P/E Ratio 38.6

Dividends 0.0%

Total Investment $8.15M

Weight 1.59%

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Gilead Sciences, Inc.

GILD - Manufacturing

Market Cap $189.18B

P/E Ratio -54.2

Dividends 1.9%

Total Investment $7.89M

Weight 1.54%

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Adobe Inc

ADBE - Information

Market Cap $123.06B

P/E Ratio 13.5

Dividends 0.0%

Total Investment $7.86M

Weight 1.54%

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Intuit Inc

INTU - Information

Market Cap $5.52B

P/E Ratio 20.7

Dividends 1.5%

Total Investment $7.79M

Weight 1.52%

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Apple Inc

AAPL - Manufacturing

Market Cap $4.72T

P/E Ratio 39.5

Dividends 0.3%

Total Investment $7.51M

Weight 1.47%

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Western Digital Corp.

WDC - Manufacturing

Market Cap $17.55B

P/E Ratio 10.3

Dividends 0.2%

Total Investment $7.33M

Weight 1.43%

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Newmont Corp

NEM - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $106.62B

P/E Ratio 13.1

Dividends 0.9%

Total Investment $6.97M

Weight 1.36%

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3M Co.

MMM - Management of Companies and Enterprises

Market Cap $66.53B

P/E Ratio 27.2

Dividends 1.7%

Total Investment $6.85M

Weight 1.34%

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Cintas Corporation

CTAS - Public Administration

Market Cap $81.42B

P/E Ratio 44.1

Dividends 0.9%

Total Investment $6.32M

Weight 1.24%

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Ross Stores, Inc.

ROST - Retail Trade

Market Cap $67.49B

P/E Ratio 27.8

Dividends 0.8%

Total Investment $6.18M

Weight 1.21%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $24.67B

P/E Ratio 33.5

Dividends 0.5%

Total Investment $6.05M

Weight 1.18%

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Costco Wholesale Corp

COST - Retail Trade

Market Cap $821.12T

P/E Ratio 53.2

Dividends 0.5%

Total Investment $5.9M

Weight 1.15%

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Southern Copper Corporation

SCCO - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $140.08B

P/E Ratio 21.5

Dividends 2.6%

Total Investment $5.73M

Weight 1.12%

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Lilly(Eli) & Co

LLY - Manufacturing

Market Cap $1.77T

P/E Ratio 46.7

Dividends 0.5%

Total Investment $5.52M

Weight 1.08%

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TJX Companies, Inc.

TJX - Retail Trade

Market Cap $25.72B

P/E Ratio 24.8

Dividends 1.4%

Total Investment $5.51M

Weight 1.08%

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KLA Corp.

KLAC - Manufacturing

Market Cap $26.71B

P/E Ratio 37.9

Dividends 0.6%

Total Investment $5.51M

Weight 1.08%

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Valero Energy Corp.

VLO - Manufacturing

Market Cap $104.92B

P/E Ratio 8.5

Dividends 1.2%

Total Investment $5.49M

Weight 1.07%

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Texas Instruments Inc.

TXN - Manufacturing

Market Cap $380.95B

P/E Ratio 39.3

Dividends 1.9%

Total Investment $5.43M

Weight 1.06%

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Manufacturing	31.8%
Information	16.0%
Finance and Insurance	13.5%
Retail Trade	9.4%
Mining, Quarrying, and Oil and Gas Extraction	5.2%
Professional, Scientific, and Technical Services	3.5%
Wholesale Trade	2.7%
Technology	1.8%
Administrative and Support and Waste Management and Remediation Services	1.4%
Management of Companies and Enterprises	1.3%
Transportation and Warehousing	1.3%
Construction	1.3%
Public Administration	1.2%
Real Estate and Rental and Leasing	0.9%
Financial Services	0.8%
Health Care and Social Assistance	0.6%
Arts, Entertainment, and Recreation	0.5%
Educational Services	0.5%
Other Services (except Public Administration)	0.4%
Communication Services	0.2%
Finance	0.1%
Consumer Cyclical	0.1%
Basic Materials	0.1%
Industrials	0.1%
Energy	0.0%
Other	5.3%

United States	96.6%
Other	3.4%

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

Sandisk Corporation

Sandisk Corporation

Fortinet Inc

Fortinet Inc

Spotify Technology S.A.

Spotify Technology S.A.

Gilead Sciences, Inc.

Gilead Sciences, Inc.

Adobe Inc

Adobe Inc

Intuit Inc

Intuit Inc

Apple Inc

Apple Inc

Western Digital Corp.

Western Digital Corp.

Newmont Corp

Newmont Corp

3M Co.

3M Co.

Cintas Corporation

Cintas Corporation

Ross Stores, Inc.

Ross Stores, Inc.

Lam Research Corp.

Lam Research Corp.

Costco Wholesale Corp

Costco Wholesale Corp

Southern Copper Corporation

Southern Copper Corporation

Lilly(Eli) & Co

Lilly(Eli) & Co

TJX Companies, Inc.

TJX Companies, Inc.

KLA Corp.

KLA Corp.

Valero Energy Corp.

Valero Energy Corp.

Texas Instruments Inc.

Texas Instruments Inc.

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