Summary
VFVA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 32.46% Volatility 22.23% Sharpe 0.70
Official loaded data — not a live quote.

VANGUARD U.S. VALUE FACTOR ETF ETF SHARES

Symbol: VFVA

Exchange: BATS

Sector: Financial_Services

Category: Mid-Cap Value

Inception date: 13/02/2018

Latest date: 16/07/2026

Current price: $155.36

Expense ratio: 0.13%

Assets under management
$845.2M
1.54% 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

5.46%

Ann. -38.96% (Sharpe / Sortino numerator)

Volatility

14.77%

Sharpe ratio

-2.884

VaR 95%

-1.56%

CVaR 95%: -1.58%
Max drawdown: -6.40%
Sortino ratio: -5.059
Calmar ratio: -6.09

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

10.91%

Ann. 5.25% (Sharpe / Sortino numerator)

Volatility

15.99%

Sharpe ratio

0.101

VaR 95%

-1.56%

CVaR 95%: -1.80%
Max drawdown: -9.01%
Sortino ratio: 0.181
Calmar ratio: 0.58

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

14.24%

Ann. 12.49% (Sharpe / Sortino numerator)

Volatility

15.77%

Sharpe ratio

0.562

VaR 95%

-1.55%

CVaR 95%: -1.99%
Max drawdown: -9.01%
Sortino ratio: 0.910
Calmar ratio: 1.39

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

32.46%

Ann. 19.17% (Sharpe / Sortino numerator)

Volatility

22.23%

Sharpe ratio

0.699

VaR 95%

-1.59%

CVaR 95%: -3.15%
Max drawdown: -9.01%
Sortino ratio: 0.915
Calmar ratio: 2.13

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

34.68%

Ann. 9.74% (Sharpe / Sortino numerator)

Volatility

19.64%

Sharpe ratio

0.311

VaR 95%

-1.65%

CVaR 95%: -2.72%
Max drawdown: -24.07%
Sortino ratio: 0.433
Calmar ratio: 0.40

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

61.90%

Ann. 14.32% (Sharpe / Sortino numerator)

Volatility

18.82%

Sharpe ratio

0.568

VaR 95%

-1.60%

CVaR 95%: -2.49%
Max drawdown: -24.07%
Sortino ratio: 0.840
Calmar ratio: 0.59

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

0.117%

Best day

3.249%

22/08/2025
Worst day

-3.057%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $153.00 $155.62 $153.00 $155.36 18,600
15/07/2026 $151.71 $153.70 $151.71 $152.75 12,200
14/07/2026 $152.36 $152.36 $151.43 $151.62 7,000
13/07/2026 $151.89 $152.92 $151.89 $152.66 16,100
10/07/2026 $151.39 $151.71 $150.99 $151.54 4,500
09/07/2026 $149.90 $150.76 $149.90 $150.61 12,900
08/07/2026 $150.90 $150.90 $149.22 $149.48 7,700
07/07/2026 $151.50 $153.26 $151.50 $151.69 15,400
06/07/2026 $151.24 $151.25 $149.91 $151.05 20,900
02/07/2026 $151.19 $151.19 $150.12 $150.91 5,500