Vanguard U.S. Multifactor ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
VFMF is an actively managed fund that invests in US equities exhibiting value, momentum, quality, and low volatility factors. The fund seeks long-term capital appreciation. |
Category | US Equities |
Fund Sponsor | Vanguard |
Website | www.vangaurd.com |
Inception date | Feb 13, 2018 |
Assets (mns) | $67 |
Currency | USD |
Expense ratio | 19 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 575 |
Wgt avg mkt cap (mns) | $75,464 |
Large cap (>$10bn) | 48.7% |
Mid cap ($2-10bn) | 31.1% |
Small cap (<$2bn) | 19.8% |
Developed mkts | 100.0% |
Emerging mkts | 0.0% |
TARGET CORP | 0.9 % |
HCA HOLDINGS INC | 0.9 % |
APPLE INC | 0.9 % |
EBAY INC | 0.8 % |
T ROWE PRICE GROUP INC | 0.8 % |
WAL-MART STORES INC | 0.6 % |
MICRON TECHNOLOGY INC | 0.6 % |
DOW, INC. | 0.6 % |
LOWE'S COS INC | 0.6 % |
EATON CORP PLC | 0.6 % | Total | 7.4 % |
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UNITED STATES | 86.4 % |
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IRELAND | 1.3 % |
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BRITAIN | 1.0 % |
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BERMUDA | 0.8 % |
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PUERTO RICO | 0.5 % |
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CAYMAN ISLANDS | 0.2 % |
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SWITZERLAND | 0.2 % |
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CANADA | 0.1 % |
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MONACO | 0.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
4.9% | 4.9% | -- | -- | 4.9% |
versus... | Beta | R-squared |
S&P500 | 1.14 | 93% |
MSCI EAFE | 1.09 | 84% |
MSCI Emg. Mkts. | 0.90 | 72% |
Recent close | $89.89 |
30d moving avg. | $85.36 |
Annualized volatility | 22.3% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 70 |
Avg. volume (thou.) | 5 |
Turnover | 0.7% |
Bid/Ask (% of price) | 0.17% |
ADV underlying (mns) | $130,872 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the Vanguard U.S. Multifactor ETF ETF based on the alternatives' overlap in portfolio holdings with VFMF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | VFMF | Expense: | 19 bp | ALTAR Score™: | 6.1% |
Ticker | Fund Name |
Overlap1 vs VFMF (%) |
Expense ratio (bp) |
Savings vs VFMF (bp) |
ALTAR Score™ (%) |
ALTAR vs VFMF (%) |
VFQY | Vanguard U.S. Quality Factor ETF | 47.6 | 13 | 6 | 5.3 | -0.8 |
VFVA | Vanguard U.S. Value Factor ETF | 34.5 | 14 | 5 | 8.4 | +2.3 |
BFOR | Barron's 400 ETF | 33.0 | 65 | -46 | 5.5 | -0.6 |
AVUS | Avantis U.S. Equity ETF | 32.9 | 15 | 4 | 4.8 | -1.3 |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 32.0 | 20 | -1 | 5.6 | -0.5 |
OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | 31.7 | 29 | -10 | 7.2 | +1.2 |
DEUS | Xtrackers Russell 1000 Comprehensive Factor ETF | 30.6 | 17 | 2 | 5.6 | -0.4 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 29.5 | 30 | -11 | 5.0 | -1.0 |
VFMO | Vanguard U.S. Momentum Factor ETF | 29.3 | 13 | 6 | 1.4 | -4.7 |
ESGV | Vanguard ESG U.S. Stock ETF | 29.2 | 12 | 7 | 4.5 | -1.6 |
ROUS | Hartford Multifactor US Equity ETF | 29.2 | 19 | 0 | 5.9 | -0.2 |
TUSA | First Trust Total US Market AlphaDEX ETF | 29.0 | 70 | -51 | 4.8 | -1.3 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 28.6 | 29 | -10 | 6.0 | -0.1 |
JHML | John Hancock Multifactor Large Cap ETF | 28.4 | 29 | -10 | 4.9 | -1.2 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 28.4 | 35 | -16 | 5.1 | -1.0 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 28.3 | 35 | -16 | 5.0 | -1.0 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 28.1 | 30 | -11 | 5.2 | -0.9 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 27.8 | 18 | 1 | 5.6 | -0.5 |
AFLG | First Trust Active Factor Large Cap ETF | 27.7 | 55 | -36 | 4.7 | -1.4 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 27.1 | 25 | -6 | 4.9 | -1.2 |
VLU | SPDR S&P 1500 Value Tilt ETF | 27.0 | 12 | 7 | 6.1 | +0.1 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 27.0 | 25 | -6 | 5.7 | -0.4 |
PRF | Invesco FTSE RAFI US 1000 ETF | 27.0 | 39 | -20 | 5.8 | -0.3 |
DFAU | Dimensional US Core Equity Market ETF | 26.5 | 12 | 7 | 4.7 | -1.4 |
EPS | WisdomTree U.S. Earnings 500 Fund | 26.5 | 8 | 11 | 5.9 | -0.2 |
RESP | WisdomTree US ESG Fund of Benef Interest | 26.3 | 28 | -9 | 5.1 | -1.0 |
IUS | Invesco Strategic US ETF | 26.2 | 19 | 0 | 5.5 | -0.6 |
FSMD | Fidelity Small-Mid Factor ETF | 26.1 | 29 | -10 | 5.2 | -0.9 |
RSP | Invesco S&P 500 Equal Weight ETF | 26.0 | 20 | -1 | 5.6 | -0.5 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 25.9 | 25 | -6 | 5.8 | -0.3 |
MMTM | SPDR S&P 1500 Momentum Tilt ETF | 25.7 | 12 | 7 | 4.0 | -2.1 |
JVAL | JPMorgan U.S. Value Factor ETF | 25.4 | 12 | 7 | 7.1 | +1.1 |
FAB | First Trust Multi Cap Value AlphaDEX Fund | 25.3 | 71 | -52 | 7.5 | +1.4 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 25.1 | 17 | 2 | 6.1 | 0.0 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 25.0 | 9 | 10 | 4.8 | -1.3 |
QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 24.7 | 19 | 0 | 5.3 | -0.8 |
VTHR | Vanguard Russell 3000 Index Fund | 24.5 | 10 | 9 | 4.4 | -1.7 |
SPTM | SPDR Portfolio Total Stock Market ETF | 24.5 | 3 | 16 | 4.8 | -1.3 |
VUSE | Vident Core US Equity Fund | 24.5 | 48 | -29 | 7.3 | +1.2 |
EUSA | iShares MSCI USA Equal Weighted ETF | 24.5 | 15 | 4 | 5.1 | -1.0 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 24.5 | 9 | 10 | 5.0 | -1.1 |
RWL | Invesco S&P 500 Revenue ETF | 24.4 | 39 | -20 | 6.2 | +0.2 |
SIZE | iShares MSCI USA Size Factor ETF | 24.0 | 15 | 4 | 5.1 | -1.0 |
IWV | iShares Russell 3000 ETF | 24.0 | 20 | -1 | 4.3 | -1.8 |
SCHB | Schwab U.S. Broad Market ETF | 24.0 | 3 | 16 | 4.5 | -1.6 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 23.9 | 3 | 16 | 4.4 | -1.7 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 23.5 | 60 | -41 | 4.7 | -1.4 |
IYY | iShares Dow Jones U.S. ETF | 23.5 | 20 | -1 | 4.4 | -1.7 |
VTI | Vanguard Total Stock Market Index Fund | 23.5 | 3 | 16 | 4.4 | -1.7 |
IWB | iShares Russell 1000 ETF | 23.4 | 15 | 4 | 4.5 | -1.6 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 23.4 | 15 | 4 | 5.9 | -0.1 |
RNLC | Large Cap US Equity Select ETF | 23.4 | 60 | -41 | 5.2 | -0.8 |
SCHK | Schwab 1000 Index ETF | 23.3 | 5 | 14 | 4.6 | -1.5 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 23.2 | 20 | -1 | 4.8 | -1.3 |
PBP | Invesco S&P 500 BuyWrite ETF | 23.1 | 49 | -30 | 4.3 | -1.8 |
SCHX | Schwab U.S. Large-Cap ETF | 23.0 | 3 | 16 | 4.6 | -1.5 |
VALQ | American Century STOXX U.S. Quality Value ETF | 23.0 | 29 | -10 | 7.8 | +1.8 |
QUS | SPDR MSCI USA StrategicFactors ETF | 22.9 | 15 | 4 | 5.3 | -0.8 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 22.9 | 60 | -41 | 4.4 | -1.7 |
PBUS | Invesco PureBeta MSCI USA ETF | 22.8 | 4 | 15 | 4.6 | -1.5 |
SPY | SPDR S&P 500 ETF Trust | 22.8 | 9 | 10 | 4.7 | -1.4 |
SPLG | SPDR Portfolio Large Cap ETF | 22.8 | 3 | 16 | 4.7 | -1.4 |
IVV | iShares Core S&P 500 ETF | 22.7 | 3 | 16 | 4.7 | -1.3 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 22.7 | 20 | -1 | 4.6 | -1.5 |
XVV | iShares ESG Screened S&P 500 ETF | 22.6 | 8 | 11 | 4.9 | -1.2 |
OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | 22.6 | 39 | -20 | 3.9 | -2.2 |
VOO | VANGUARD S&P 500 ETF | 22.5 | 3 | 16 | 4.8 | -1.3 |
USVM | VictoryShares USAA MSCI USA Small Cap Value Momentum ETF | 22.5 | 24 | -5 | 4.9 | -1.2 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 22.5 | 2 | 17 | 4.6 | -1.5 |
FAD | First Trust Multi Cap Growth AlphaDEX Fund | 22.4 | 66 | -47 | 1.8 | -4.3 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 22.4 | 27 | -8 | 4.6 | -1.5 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 22.3 | 29 | -10 | 4.6 | -1.5 |
VONE | Vanguard Russell 1000 ETF | 22.2 | 8 | 11 | 4.6 | -1.5 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 22.2 | 7 | 12 | 4.5 | -1.6 |
VV | Vanguard Large-Cap Index Fund | 22.2 | 4 | 15 | 4.6 | -1.5 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 22.0 | 35 | -16 | 5.1 | -1.0 |
ULVM | VictoryShares USAA MSCI USA Value Momentum ETF | 21.8 | 20 | -1 | 6.6 | +0.5 |
GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 21.8 | 20 | -1 | 3.8 | -2.3 |
XOUT | GraniteShares XOUT U.S. Large Cap ETF | 21.6 | 60 | -41 | 3.6 | -2.5 |
VONV | Vanguard Russell 1000 Value Index Fund | 21.6 | 8 | 11 | 6.1 | +0.1 |
DIVB | iShares U.S. Dividend & Buyback ETF | 21.6 | 25 | -6 | 5.9 | -0.2 |
JHMM | John Hancock Multifactor Mid Cap ETF | 21.6 | 42 | -23 | 4.7 | -1.4 |
JOET | Virtus Terranova US Quality Momentum ETF | 21.5 | 29 | -10 | 4.6 | -1.5 |
RECS | Columbia Research Enhanced Core ETF | 21.3 | 15 | 4 | 5.1 | -1.0 |
ESGU | iShares MSCI USA ESG Optimized ETF | 21.3 | 15 | 4 | 4.4 | -1.7 |
KRMA | Global X Conscious Companies ETF | 21.3 | 43 | -24 | 4.8 | -1.2 |
ESML | iShares MSCI USA Small-Cap ESG Optimized ETF | 21.1 | 17 | 2 | 4.0 | -2.1 |
IWD | iShares Russell 1000 Value ETF | 20.9 | 19 | 0 | 6.0 | -0.1 |
SPXN | ProShares S&P 500 Ex-Financials ETF | 20.8 | 27 | -8 | 4.4 | -1.7 |
PBSM | Invesco PureBeta MSCI USA Small Cap ETF | 20.8 | 6 | 13 | 4.0 | -2.1 |
SFY | SoFi Select 500 ETF | 20.8 | 0 | 19 | 4.6 | -1.5 |
JQUA | JPMorgan U.S. Quality Factor ETF | 20.8 | 12 | 7 | 5.1 | -1.0 |
SCHV | Schwab U.S. Large-Cap Value ETF | 20.8 | 4 | 15 | 6.1 | 0.0 |
SMLF | iShares Edge MSCI Multifactor USA Small-Cap ETF | 20.7 | 30 | -11 | 6.0 | -0.1 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 20.7 | 15 | 4 | 4.7 | -1.4 |
DTD | WisdomTree U.S.Total Dividend Fund | 20.5 | 28 | -9 | 6.3 | +0.2 |
EFIV | SPDR S&P 500 ESG ETF | 20.5 | 10 | 9 | 4.6 | -1.5 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
Vanguard U.S. Multifactor ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
OVERWEIGHT |
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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