Vanguard U.S. Quality Factor ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The Fund seeks to provide long-term capital appreciation by investing in stocks with strong fundamentals as determined by the advisor. |
Category | US Equities |
Fund Sponsor | Vanguard |
Website | www.vangaurd.com |
Inception date | Feb 13, 2018 |
Assets (mns) | $65 |
Currency | USD |
Expense ratio | 13 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | No |
Options available | No |
No. of constituents | 786 |
Wgt avg mkt cap (mns) | $73,712 |
Large cap (>$10bn) | 50.1% |
Mid cap ($2-10bn) | 27.5% |
Small cap (<$2bn) | 22.2% |
Developed mkts | 100.0% |
Emerging mkts | 0.1% |
TARGET CORP | 1.2 % |
AON PLC | 1.1 % |
BIOGEN IDEC INC | 1.0 % |
CISCO SYSTEMS INC | 0.9 % |
COSTCO WHOLESALE CORP | 0.9 % |
WAL-MART STORES INC | 0.9 % |
EBAY INC | 0.9 % |
LOWE'S COS INC | 0.9 % |
S&P GLOBAL, INC. | 0.9 % |
TEXAS INSTRUMENTS INC | 0.9 % | Total | 9.7 % |
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UNITED STATES | 98.5 % |
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IRELAND | 1.4 % |
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BRITAIN | 1.2 % |
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BERMUDA | 0.6 % |
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SWITZERLAND | 0.4 % |
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PUERTO RICO | 0.4 % |
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NETHERLANDS | 0.3 % |
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ISRAEL | 0.2 % |
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LUXEMBOURG | 0.1 % |
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CHINA | 0.1 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
16.9% | 16.9% | -- | -- | 11.2% |
versus... | Beta | R-squared |
S&P500 | 1.15 | 94% |
MSCI EAFE | 1.08 | 82% |
MSCI Emg. Mkts. | 0.89 | 69% |
Recent close | $104.33 |
30d moving avg. | $100.12 |
Annualized volatility | 22.4% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 70 |
Avg. volume (thou.) | 2 |
Turnover | 0.3% |
Bid/Ask (% of price) | 0.14% |
ADV underlying (mns) | $129,935 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the Vanguard U.S. Quality Factor ETF ETF based on the alternatives' overlap in portfolio holdings with VFQY. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | VFQY | Expense: | 13 bp | ALTAR Score™: | 5.3% |
Ticker | Fund Name |
Overlap1 vs VFQY (%) |
Expense ratio (bp) |
Savings vs VFQY (bp) |
ALTAR Score™ (%) |
ALTAR vs VFQY (%) |
VFMF | Vanguard U.S. Multifactor ETF | 46.6 | 19 | -6 | 6.2 | +0.9 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 33.9 | 15 | -2 | 6.0 | +0.7 |
JQUA | JPMorgan U.S. Quality Factor ETF | 33.4 | 12 | 1 | 5.1 | -0.2 |
AVUS | Avantis U.S. Equity ETF | 32.6 | 15 | -2 | 4.9 | -0.5 |
ESGV | Vanguard ESG U.S. Stock ETF | 31.0 | 12 | 1 | 4.6 | -0.8 |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 30.9 | 20 | -7 | 5.6 | +0.3 |
QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 30.4 | 19 | -6 | 5.4 | +0.1 |
DEUS | Xtrackers Russell 1000 Comprehensive Factor ETF | 30.1 | 17 | -4 | 5.7 | +0.4 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 30.1 | 30 | -17 | 5.1 | -0.2 |
BFOR | Barron's 400 ETF | 29.9 | 65 | -52 | 5.6 | +0.3 |
ROUS | Hartford Multifactor US Equity ETF | 29.8 | 19 | -6 | 5.9 | +0.6 |
USEQ | Invesco Russell 1000 Enhanced Equal Weight ETF | 29.2 | 29 | -16 | 6.0 | +0.7 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 29.0 | 9 | 4 | 4.9 | -0.4 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 28.8 | 35 | -22 | 5.1 | -0.3 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 28.7 | 35 | -22 | 5.1 | -0.3 |
JHML | John Hancock Multifactor Large Cap ETF | 28.2 | 29 | -16 | 4.9 | -0.4 |
DYNF | BlackRock U.S. Equity Factor Rotation ETF | 27.6 | 30 | -17 | 5.3 | -0.0 |
QUS | SPDR MSCI USA StrategicFactors ETF | 27.5 | 15 | -2 | 5.3 | -0.0 |
AFLG | First Trust Active Factor Large Cap ETF | 27.3 | 55 | -42 | 4.8 | -0.6 |
DFAU | Dimensional US Core Equity Market ETF | 27.1 | 12 | 1 | 4.7 | -0.6 |
JOET | Virtus Terranova US Quality Momentum ETF | 27.0 | 29 | -16 | 4.7 | -0.7 |
TUSA | First Trust Total US Market AlphaDEX ETF | 26.9 | 70 | -57 | 4.8 | -0.5 |
OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | 26.3 | 29 | -16 | 7.3 | +2.0 |
FSMD | Fidelity Small-Mid Factor ETF | 26.2 | 29 | -16 | 5.3 | -0.0 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 26.1 | 25 | -12 | 5.0 | -0.4 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 26.0 | 25 | -12 | 5.7 | +0.4 |
GSSC | Goldman Sachs Activebeta U.S. Small Cap Equity ETF | 25.7 | 20 | -7 | 3.9 | -1.5 |
RSP | Invesco S&P 500 Equal Weight ETF | 25.7 | 20 | -7 | 5.6 | +0.3 |
VFVA | Vanguard U.S. Value Factor ETF | 25.6 | 14 | -1 | 8.5 | +3.2 |
PBSM | Invesco PureBeta MSCI USA Small Cap ETF | 25.4 | 6 | 7 | 4.1 | -1.3 |
RESP | WisdomTree US ESG Fund of Benef Interest | 25.2 | 28 | -15 | 5.2 | -0.2 |
PRFZ | Invesco FTSE RAFI US 1500 Small-Mid ETF | 25.2 | 39 | -26 | 3.5 | -1.8 |
SPTM | SPDR Portfolio Total Stock Market ETF | 24.9 | 3 | 10 | 4.9 | -0.5 |
VTHR | Vanguard Russell 3000 Index Fund | 24.7 | 10 | 3 | 4.5 | -0.9 |
EPS | WisdomTree U.S. Earnings 500 Fund | 24.7 | 8 | 5 | 6.0 | +0.7 |
ESML | iShares MSCI USA Small-Cap ESG Optimized ETF | 24.7 | 17 | -4 | 4.1 | -1.3 |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 24.5 | 18 | -5 | 5.6 | +0.3 |
FNDA | Schwab Fundamental U.S. Small Co. Index ETF | 24.5 | 25 | -12 | 4.8 | -0.5 |
EUSA | iShares MSCI USA Equal Weighted ETF | 24.5 | 15 | -2 | 5.1 | -0.2 |
QRFT | Qraft Ai-Enhanced U.S. Large Cap ETF | 24.4 | 75 | -62 | 2.1 | -3.3 |
MMTM | SPDR S&P 1500 Momentum Tilt ETF | 24.3 | 12 | 1 | 4.1 | -1.2 |
STLC | iShares Factors US Blend Style ETF | 24.3 | 25 | -12 | 4.9 | -0.5 |
IWV | iShares Russell 3000 ETF | 24.2 | 20 | -7 | 4.4 | -1.0 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 24.1 | 25 | -12 | 5.8 | +0.5 |
XOUT | GraniteShares XOUT U.S. Large Cap ETF | 24.1 | 60 | -47 | 3.7 | -1.6 |
SIZE | iShares MSCI USA Size Factor ETF | 24.1 | 15 | -2 | 5.2 | -0.2 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 24.1 | 9 | 4 | 5.0 | -0.3 |
SCHB | Schwab U.S. Broad Market ETF | 24.1 | 3 | 10 | 4.5 | -0.8 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 24.0 | 3 | 10 | 4.5 | -0.9 |
VFLQ | Vanguard U.S. Liquidity Factor ETF | 23.8 | 14 | -1 | 3.5 | -1.9 |
IUSS | Invesco Strategic US Small Company ETF | 23.7 | 23 | -10 | 3.7 | -1.6 |
IWR | iShares Russell Midcap ETF | 23.7 | 19 | -6 | 4.7 | -0.6 |
PRF | Invesco FTSE RAFI US 1000 ETF | 23.7 | 39 | -26 | 5.8 | +0.5 |
PSET | Principal Price Setters Index ETF | 23.6 | 15 | -2 | 4.7 | -0.7 |
FAD | First Trust Multi Cap Growth AlphaDEX Fund | 23.6 | 66 | -53 | 1.8 | -3.5 |
IYY | iShares Dow Jones U.S. ETF | 23.6 | 20 | -7 | 4.5 | -0.8 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 23.6 | 15 | -2 | 4.7 | -0.6 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 23.6 | 29 | -16 | 4.7 | -0.7 |
QUAL | iShares MSCI Usa Quality Factor ETF | 23.6 | 15 | -2 | 5.1 | -0.3 |
VTI | Vanguard Total Stock Market Index Fund | 23.6 | 3 | 10 | 4.5 | -0.8 |
SCHK | Schwab 1000 Index ETF | 23.5 | 5 | 8 | 4.7 | -0.7 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 23.5 | 20 | -7 | 4.9 | -0.5 |
IWB | iShares Russell 1000 ETF | 23.5 | 15 | -2 | 4.6 | -0.8 |
USLB | Invesco Russell 1000 Low Beta Equal Weight ETF | 23.5 | 35 | -22 | 5.1 | -0.2 |
QLC | FlexShares US Quality Large Cap Index Fund | 23.5 | 32 | -19 | 4.5 | -0.8 |
VB | Vanguard Small-Cap ETF | 23.4 | 5 | 8 | 4.5 | -0.9 |
PBP | Invesco S&P 500 BuyWrite ETF | 23.4 | 49 | -36 | 4.4 | -1.0 |
IUS | Invesco Strategic US ETF | 23.3 | 19 | -6 | 5.5 | +0.2 |
SCHA | Schwab U.S. Small-Cap ETF | 23.3 | 4 | 9 | 3.6 | -1.7 |
SCHV | Schwab U.S. Large-Cap Value ETF | 23.3 | 4 | 9 | 6.1 | +0.7 |
DGRO | iShares Core Dividend Growth ETF | 23.3 | 8 | 5 | 6.0 | +0.7 |
SUSL | iShares ESG MSCI USA Leaders ETF | 23.2 | 10 | 3 | 4.9 | -0.4 |
USSG | Xtrackers MSCI USA ESG Leaders Equity ETF | 23.2 | 10 | 3 | 4.9 | -0.4 |
SPHQ | Invesco S&P 500 Quality ETF | 23.2 | 15 | -2 | 4.5 | -0.9 |
JHMM | John Hancock Multifactor Mid Cap ETF | 23.2 | 42 | -29 | 4.7 | -0.6 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 23.1 | 20 | -7 | 4.7 | -0.7 |
RECS | Columbia Research Enhanced Core ETF | 23.1 | 15 | -2 | 5.2 | -0.1 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 23.1 | 60 | -47 | 4.4 | -0.9 |
VOO | VANGUARD S&P 500 ETF | 23.0 | 3 | 10 | 4.9 | -0.4 |
SPLG | SPDR Portfolio Large Cap ETF | 23.0 | 3 | 10 | 4.8 | -0.5 |
SPY | SPDR S&P 500 ETF Trust | 23.0 | 9 | 4 | 4.8 | -0.6 |
IVV | iShares Core S&P 500 ETF | 22.9 | 3 | 10 | 4.8 | -0.5 |
SCHX | Schwab U.S. Large-Cap ETF | 22.9 | 3 | 10 | 4.6 | -0.7 |
DSI | iShares MSCI KLD 400 Social ETF | 22.9 | 25 | -12 | 4.7 | -0.7 |
SPUS | SP Funds S&P 500 Sharia Industry Exclusions ETF | 22.9 | 49 | -36 | 3.5 | -1.8 |
JVAL | JPMorgan U.S. Value Factor ETF | 22.9 | 12 | 1 | 7.2 | +1.9 |
VFMO | Vanguard U.S. Momentum Factor ETF | 22.9 | 13 | 0 | 1.4 | -3.9 |
PQLC | PGIM QMA Strategic Alpha Large-Cap Core ETF | 22.8 | 17 | -4 | 6.1 | +0.8 |
DGRW | WisdomTree U.S. Quality Dividend Growth Fund | 22.8 | 28 | -15 | 6.1 | +0.8 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 22.8 | 27 | -14 | 4.7 | -0.6 |
VOOG | Vanguard S&P 500 Growth ETF | 22.7 | 10 | 3 | 4.1 | -1.3 |
PBUS | Invesco PureBeta MSCI USA ETF | 22.7 | 4 | 9 | 4.7 | -0.7 |
IQSU | IQ Candriam ESG US Equity ETF | 22.7 | 9 | 4 | 4.6 | -0.7 |
KRMA | Global X Conscious Companies ETF | 22.7 | 43 | -30 | 4.9 | -0.4 |
IUSG | iShares Core S&P US Growth ETF | 22.6 | 4 | 9 | 3.8 | -1.5 |
IWF | iShares Russell 1000 Growth ETF | 22.6 | 19 | -6 | 3.6 | -1.8 |
DTD | WisdomTree U.S.Total Dividend Fund | 22.5 | 28 | -15 | 6.3 | +0.9 |
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. Quality Factor ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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