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: 17/04/2026
Current Price: $159.35
Expense Ratio: 0.13%
Assets Under Management
$411.3M
0.81% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
6.92%
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
Return
2.38%
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
Return
5.84%
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
Return
28.21%
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
Return
27.17%
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
Return
51.84%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.105%
Best Day
3.777%
12/05/2025
Worst Day
-2.463%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $158.07 | $160.21 | $158.07 | $159.35 | 8,400 |
| 16/04/2026 | $156.65 | $157.63 | $156.55 | $156.94 | 4,200 |
| 15/04/2026 | $155.90 | $156.74 | $155.76 | $156.46 | 4,100 |
| 14/04/2026 | $155.38 | $156.40 | $155.38 | $155.73 | 5,100 |
| 13/04/2026 | $152.77 | $155.33 | $152.77 | $155.33 | 6,400 |
| 10/04/2026 | $154.82 | $154.82 | $152.95 | $153.10 | 3,300 |
| 02/04/2026 | $147.83 | $151.10 | $147.75 | $150.50 | 8,900 |
| 01/04/2026 | $150.00 | $150.92 | $149.90 | $150.06 | 11,400 |
| 31/03/2026 | $147.76 | $149.45 | $147.27 | $149.23 | 8,800 |
| 30/03/2026 | $146.90 | $147.22 | $145.68 | $146.20 | 28,300 |