Summary
VFMV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 14.10% Volatility 12.36% Sharpe 0.34
Official loaded data — not a live quote.

VANGUARD U.S. MINIMUM VOLATILITY ETF ETF SHARES

Symbol: VFMV

Exchange: BATS

Sector: Technology

Category: Mid-Cap Blend

Inception date: 13/02/2018

Latest date: 16/07/2026

Current price: $142.73

Expense ratio: 0.13%

Assets under management
$418.0M
1.43% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.79%

Ann. -37.02% (Sharpe / Sortino numerator)

Volatility

11.98%

Sharpe ratio

-3.395

VaR 95%

-1.18%

CVaR 95%: -1.31%
Max drawdown: -5.61%
Sortino ratio: -5.714
Calmar ratio: -6.60

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.82%

Ann. 13.04% (Sharpe / Sortino numerator)

Volatility

9.95%

Sharpe ratio

0.945

VaR 95%

-1.17%

CVaR 95%: -1.27%
Max drawdown: -6.33%
Sortino ratio: 1.277
Calmar ratio: 2.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.22%

Ann. 7.77% (Sharpe / Sortino numerator)

Volatility

9.47%

Sharpe ratio

0.438

VaR 95%

-1.12%

CVaR 95%: -1.26%
Max drawdown: -6.33%
Sortino ratio: 0.613
Calmar ratio: 1.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.10%

Ann. 7.89% (Sharpe / Sortino numerator)

Volatility

12.36%

Sharpe ratio

0.344

VaR 95%

-1.14%

CVaR 95%: -1.71%
Max drawdown: -7.89%
Sortino ratio: 0.425
Calmar ratio: 1.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.94%

Ann. 12.13% (Sharpe / Sortino numerator)

Volatility

11.14%

Sharpe ratio

0.763

VaR 95%

-1.03%

CVaR 95%: -1.54%
Max drawdown: -10.35%
Sortino ratio: 1.000
Calmar ratio: 1.17

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.44%

Ann. 12.94% (Sharpe / Sortino numerator)

Volatility

10.47%

Sharpe ratio

0.889

VaR 95%

-0.95%

CVaR 95%: -1.40%
Max drawdown: -10.35%
Sortino ratio: 1.225
Calmar ratio: 1.25

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

1.696%

08/04/2026
Worst day

-1.451%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $140.72 $142.75 $140.72 $142.73 28,400
15/07/2026 $141.40 $141.66 $140.74 $140.97 10,400
14/07/2026 $142.25 $142.25 $141.18 $141.18 13,300
13/07/2026 $141.87 $142.23 $141.87 $141.99 13,400
10/07/2026 $141.69 $141.88 $141.38 $141.86 13,800
09/07/2026 $141.56 $141.56 $140.93 $141.48 24,600
08/07/2026 $141.63 $141.66 $141.13 $141.19 12,000
07/07/2026 $141.55 $142.26 $141.55 $141.78 29,300
06/07/2026 $141.08 $141.33 $140.89 $141.08 12,600
02/07/2026 $140.07 $140.96 $140.07 $140.96 24,300