VFQY
Vanguard U.S. Quality Factor ETF
The Fund seeks to provide long-term capital appreciation by investing in stocks with strong fundamentals as determined by the advisor.
Fund Basics
| Fund sponsor | Vanguard |
| Category | US Equities |
| Asset class | Equity |
| Website | link... |
| Inception date | Feb 13, 2018 |
| Assets (mns) | $249 |
| Expense ratio | 13 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Delayed |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| WAL-MART STORES INC | 1.8 % |
| ADOBE SYSTEMS INC | 1.8 % |
| APPLE INC | 1.6 % |
| QUALCOMM INC | 1.5 % |
| AUTODESK INC | 1.4 % |
| TJX COMPANIES INC | 1.4 % |
| LAM RESEARCH CORP | 1.3 % |
| KLA-TENCOR CORPORATION | 1.3 % |
| GILEAD SCIENCES INC | 1.2 % |
| PEPSICO INC | 1.2 % |
Constituent Breakdown
| Number of holdings | 383 |
| Herfindahl-Hirschman Index | 62 |
| Wgt avg mkt cap (mns) | $119,718 |
| Large cap (>$10bn) | 60.6% |
| Mid cap ($2-10bn) | 26.0% |
| Small cap (<$2bn) | 13.4% |
| Developed mkts. | 99.7% |
| Emerging mkts. | 0.3% |
Country Exposure
 |
UNITED STATES | 91.3 % |
 |
PUERTO RICO | 1.4 % |
 |
IRELAND | 0.8 % |
Historical Performance
Standardized Annual Returns (as of 11/30/2023)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
|---|---|---|---|---|---|---|
| 14.0% | 7.3% | -0.2% | 9.5% | 10.0% | -- | 9.2% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.99 | 88% |
| MSCI EAFE | 0.94 | 73% |
| MSCI Emg Mkts | 0.64 | 37% |
Liquidity Measures
| Avg. volume (000) | 11 |
| Turnover | 0.5% |
| Avg. Bid/Ask (% of price) | 0.16% |
| ADV of underlying (mns) | $66,138 |
Technical Indicators
| Recent close | $120.24 |
| 30d moving avg. | $110.83 |
| Annualized volatility | 18.6% |
| Relative strength (RSI) | 52 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 4.3% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. VFQY |
Expenses vs. VFQY |
ALTAR Score™ vs. VFQY |
|---|---|---|---|---|
| VFMF | Vanguard U.S. Multifactor ETF | 33.7% | +5 bp | +1.6% |
| VUSE | Vident Core US Equity Fund | 31.6% | +37 bp | -1.5% |
| CFA | VictoryShares US 500 Volatility Weighted Index ETF | 29.0% | +22 bp | -1.0% |
| TTAC | TrimTabs US Free Cash Flow Quality ETF | 28.8% | +46 bp | -1.2% |
| DUHP | Dimensional US High Profitability ETF | 28.4% | +8 bp | +0.2% |
| QGRO | American Century STOXX U.S. Quality Growth ETF | 27.7% | +16 bp | -1.6% |
| VALQ | American Century STOXX U.S. Quality Value ETF | 27.4% | +16 bp | +0.6% |
| AVLV | Avantis U.S. Large Cap Value ETF | 27.4% | +2 bp | +0.8% |
| JQUA | JPMorgan U.S. Quality Factor ETF | 27.3% | -1 bp | -1.4% |
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | 26.3% | +15 bp | -1.3% |
Risk and Returns: VFQY vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023E | 2024E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2022 | 2023E | Fwd Est | 2024E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 12/4/2023
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
VFQY
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
VFQY
7.2%
Cat. Avg
6.0%
Fund Category: US Equities
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 7.2% |
Recommendation
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.
Category Overview
There are 896 funds in the US Equities category, with an average ALTAR Score™
of 6.0% and a standard deviation of
3.0%. VFQY's ALTAR Score™ is approximately
0.4 standard deviations
above
the category average. This places VFQY in the 66th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
VFQY
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
| Latest price | |
| Change | |
| Volume | |
| Bid/Ask Spread | |
| Update |
Today's Trading
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Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| VFQY | 13.0 | 15.6 | 28.6 |
| Peer Avg. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .