VANGUARD U.S. MULTIFACTOR ETF ETF SHARES
Symbol: VFMF
Exchange: BATS
Sector: Financial_Services
Category: Mid-Cap Value
Inception Date: 13/02/2018
Latest Date: 02/04/2026
Current Price: $156.89
Expense Ratio: 0.18%
Assets Under Management
$558.6M
1.80% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-3.46%
Volatility
16.03%
Sharpe Ratio
-2.223
VaR 95%
-1.50%
CVaR 95%:
-1.60%
Max Drawdown:
-5.90%
Sortino Ratio:
-3.803
Calmar Ratio:
-5.42
Return
3.36%
Volatility
14.73%
Sharpe Ratio
0.730
VaR 95%
-1.50%
CVaR 95%:
-1.58%
Max Drawdown:
-7.47%
Sortino Ratio:
1.290
Calmar Ratio:
1.93
Return
9.29%
Volatility
14.39%
Sharpe Ratio
1.111
VaR 95%
-1.51%
CVaR 95%:
-1.75%
Max Drawdown:
-7.47%
Sortino Ratio:
1.806
Calmar Ratio:
2.63
Return
23.67%
Volatility
18.79%
Sharpe Ratio
1.072
VaR 95%
-1.55%
CVaR 95%:
-2.63%
Max Drawdown:
-7.51%
Sortino Ratio:
1.344
Calmar Ratio:
3.17
Return
29.37%
Volatility
17.50%
Sharpe Ratio
0.581
VaR 95%
-1.56%
CVaR 95%:
-2.49%
Max Drawdown:
-20.57%
Sortino Ratio:
0.780
Calmar Ratio:
0.67
Return
66.08%
Volatility
16.59%
Sharpe Ratio
0.897
VaR 95%
-1.51%
CVaR 95%:
-2.26%
Max Drawdown:
-20.57%
Sortino Ratio:
1.279
Calmar Ratio:
0.90
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.092%
Best Day
8.401%
09/04/2025
Worst Day
-6.287%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $154.11 | $156.89 | $154.11 | $156.89 | 19,500 |
| 01/04/2026 | $155.95 | $157.62 | $155.80 | $156.35 | 12,200 |
| 31/03/2026 | $153.24 | $155.16 | $152.78 | $155.07 | 11,800 |
| 30/03/2026 | $153.75 | $154.20 | $151.43 | $152.34 | 24,300 |
| 27/03/2026 | $154.00 | $154.00 | $152.15 | $152.84 | 28,000 |
| 26/03/2026 | $154.64 | $156.08 | $154.12 | $154.12 | 14,500 |
| 25/03/2026 | $156.67 | $156.77 | $155.30 | $155.82 | 10,900 |
| 24/03/2026 | $153.09 | $155.98 | $153.09 | $154.73 | 12,200 |
| 23/03/2026 | $154.42 | $156.33 | $154.10 | $155.00 | 11,300 |
| 20/03/2026 | $153.47 | $153.47 | $151.40 | $152.31 | 17,800 |