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: 02/04/2026
Current Price: $150.50
Expense Ratio: 0.13%
Assets Under Management
$446.5M
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
-4.66%
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
-2.29%
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
-0.42%
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
11.75%
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
14.47%
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
44.24%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.052%
Best Day
8.914%
09/04/2025
Worst Day
-6.241%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $147.71 | $147.71 | $145.69 | $145.69 | 7,900 |
| 26/03/2026 | $148.40 | $150.04 | $148.21 | $148.21 | 7,600 |
| 25/03/2026 | $150.35 | $150.35 | $148.82 | $149.75 | 9,600 |
| 24/03/2026 | $148.34 | $149.75 | $148.19 | $148.94 | 9,400 |
| 23/03/2026 | $150.17 | $151.97 | $149.53 | $149.89 | 17,500 |
| 20/03/2026 | $149.28 | $149.51 | $147.13 | $147.81 | 104,000 |