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: 15/10/2026
Current price: $157.37
Expense ratio: 0.13%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.19%
Ann. -38.96% (Sharpe / Sortino numerator)
Volatility
14.77%
Sharpe ratio
-2.884
VaR 95%
-1.56%
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
3.48%
Ann. 5.25% (Sharpe / Sortino numerator)
Volatility
15.99%
Sharpe ratio
0.101
VaR 95%
-1.56%
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
13.35%
Ann. 12.49% (Sharpe / Sortino numerator)
Volatility
15.77%
Sharpe ratio
0.562
VaR 95%
-1.55%
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
27.22%
Ann. 19.17% (Sharpe / Sortino numerator)
Volatility
22.23%
Sharpe ratio
0.699
VaR 95%
-1.59%
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.
Period total return
34.89%
Ann. 9.74% (Sharpe / Sortino numerator)
Volatility
19.64%
Sharpe ratio
0.311
VaR 95%
-1.65%
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
69.21%
Ann. 14.32% (Sharpe / Sortino numerator)
Volatility
18.82%
Sharpe ratio
0.568
VaR 95%
-1.60%
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.1%
Best day
2.913%
Worst day
-2.347%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $155.00 | $157.37 | $155.00 | $157.37 | 32,100 |
| 14/10/2026 | $153.94 | $154.38 | $153.43 | $154.38 | 21,500 |
| 13/10/2026 | $155.00 | $155.46 | $154.55 | $155.07 | 8,700 |
| 12/10/2026 | $154.00 | $154.73 | $154.00 | $154.42 | 9,500 |
| 09/10/2026 | $153.84 | $154.16 | $153.72 | $153.78 | 12,300 |
| 08/10/2026 | $152.08 | $154.34 | $152.08 | $154.34 | 6,400 |
| 07/10/2026 | $152.99 | $152.99 | $151.56 | $152.24 | 12,500 |
| 06/10/2026 | $153.19 | $153.82 | $153.13 | $153.22 | 9,700 |
| 05/10/2026 | $152.25 | $153.15 | $151.56 | $152.95 | 14,500 |
| 02/10/2026 | $152.75 | $154.01 | $151.67 | $152.19 | 19,500 |