Cboe US - Delayed Quote USD

Vanguard U.S. Value Factor ETF Shares (VFVA)

126.52 +1.84 (+1.48%)
At close: November 21 at 3:59 PM EST
132.83 +6.31 (+4.99%)
After hours: 7:58 PM EST

ETF Summary

The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with relatively lower share prices relative to fundamental values as determined by the advisor. Under normal circumstances, at least 80% of the fund's assets will be invested in securities issued by U.S. companies.

Risk Overview

Performance & Risk

YTD Return 12.66%
5y Average Return 13.57%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
VFVACategory AverageVFVACategory AverageVFVACategory Average
Alpha -0.47 -1.74 -2.77 -4.24 0 -4.4
BETA 1.02 0.94 1.18 1.06 0 1.05
Mean Annual Return 0.82 0.67 1.3 1.03 0 0.81
R-squared 63.63 71.64 69.92 75.4 0 76.59
Standard Deviation 21.75 19.12 25.42 21.96 0 18.33
Sharpe Ratio 0.27 0.22 0.51 0.45 0 0.43
Treynor Ratio 3.72 2.64 8.86 7.51 0 6.21

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