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: 02/04/2026
Current Price: $135.17
Expense Ratio: 0.13%
Assets Under Management
$790.5M
1.24% 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
-4.41%
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
Return
1.27%
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
Return
6.01%
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
Return
19.09%
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
Return
20.35%
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
Return
49.18%
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
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
0.079%
Best Day
9.537%
09/04/2025
Worst Day
-7.224%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $133.51 | $135.17 | $133.51 | $135.17 | 8,800 |
| 01/04/2026 | $135.10 | $135.70 | $134.70 | $134.88 | 12,300 |
| 31/03/2026 | $133.59 | $135.42 | $133.00 | $134.61 | 14,500 |
| 30/03/2026 | $133.09 | $133.27 | $132.07 | $132.38 | 5,700 |
| 27/03/2026 | $133.96 | $133.96 | $131.80 | $132.15 | 11,000 |
| 26/03/2026 | $133.29 | $135.54 | $133.29 | $134.24 | 13,600 |
| 25/03/2026 | $135.03 | $135.54 | $133.68 | $134.58 | 8,700 |
| 24/03/2026 | $132.70 | $134.70 | $132.70 | $133.98 | 13,900 |
| 23/03/2026 | $134.38 | $135.85 | $134.21 | $134.55 | 69,700 |
| 20/03/2026 | $133.32 | $133.32 | $131.80 | $132.24 | 46,400 |