Summary
VFQY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.07% Volatility 19.48% Sharpe 0.42
Official loaded data — not a live quote.

VANGUARD U.S. QUALITY FACTOR ETF ETF SHARES

Symbol: VFQY

Exchange: BATS

Sector: Technology

Category: Mid-Cap Blend

Inception date: 13/02/2018

Latest date: 16/07/2026

Current price: $171.98

Expense ratio: 0.13%

Assets under management
$473.7M
1.03% 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

2.52%

Ann. -40.74% (Sharpe / Sortino numerator)

Volatility

15.82%

Sharpe ratio

-2.805

VaR 95%

-1.51%

CVaR 95%: -1.62%
Max drawdown: -7.32%
Sortino ratio: -5.969
Calmar ratio: -5.57

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

9.87%

Ann. -9.00% (Sharpe / Sortino numerator)

Volatility

15.42%

Sharpe ratio

-0.819

VaR 95%

-1.60%

CVaR 95%: -1.78%
Max drawdown: -9.39%
Sortino ratio: -1.478
Calmar ratio: -0.96

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

9.31%

Ann. -0.85% (Sharpe / Sortino numerator)

Volatility

14.74%

Sharpe ratio

-0.304

VaR 95%

-1.52%

CVaR 95%: -1.85%
Max drawdown: -9.39%
Sortino ratio: -0.499
Calmar ratio: -0.09

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

21.07%

Ann. 11.80% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

0.419

VaR 95%

-1.62%

CVaR 95%: -2.71%
Max drawdown: -9.39%
Sortino ratio: 0.562
Calmar ratio: 1.26

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

24.94%

Ann. 7.02% (Sharpe / Sortino numerator)

Volatility

17.32%

Sharpe ratio

0.196

VaR 95%

-1.59%

CVaR 95%: -2.44%
Max drawdown: -20.67%
Sortino ratio: 0.272
Calmar ratio: 0.34

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

52.20%

Ann. 13.04% (Sharpe / Sortino numerator)

Volatility

16.23%

Sharpe ratio

0.580

VaR 95%

-1.51%

CVaR 95%: -2.21%
Max drawdown: -20.67%
Sortino ratio: 0.842
Calmar ratio: 0.63

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

0.08%

Best day

2.382%

08/04/2026
Worst day

-2.463%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $170.23 $171.98 $170.23 $171.98 4,700
15/07/2026 $171.45 $171.68 $170.20 $170.62 9,400
14/07/2026 $171.63 $171.63 $170.87 $170.87 5,100
13/07/2026 $171.10 $171.75 $170.84 $171.14 4,400
10/07/2026 $171.15 $171.58 $171.15 $171.44 4,600
09/07/2026 $169.72 $171.39 $169.72 $171.11 7,800
08/07/2026 $168.28 $169.09 $168.00 $168.88 5,100
07/07/2026 $171.27 $171.27 $170.25 $170.60 7,400
06/07/2026 $171.09 $171.48 $170.69 $171.38 5,900
02/07/2026 $171.05 $171.35 $169.74 $170.43 9,000