VFMF ETF Analysis: U.S. Multifactor Fund | BATS

Mid-Cap Value | BATS, USA | Market Cap: 962m USD | 12M Return: 33% | US9219356071 | Charts, Fundamentals & Technical Analysis

Common Stocks, Mid-Cap, Value, Multifactor
Total Rating 77
Safety 60
Buy Signal 0.27
Mid-Cap Value
Category Rotation: -3.4
TER: 0.18%
AUM: 962M
Avg Turnover: 8.83M
Risk 3d forecast
Volatility13.2%
VaR 5th Pctl2.32%
VaR vs Median-2.53%
Reward TTM
Sharpe Ratio1.96
Rel. Str. IBD70.2
Rel. Str. Peer Group84.4
Character TTM
Beta0.754
Beta Downside0.764
Hurst Exponent0.481
Drawdowns 3y
Max DD20.57%
CAGR/Max DD1.07
CAGR/Mean DD7.57

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 8.5 years of data

Jan +2.0% 14
Feb -0.3% 2
Mar -1.7% 16
Apr -0.7% 2
May -0.4% 14
Jun +0.5% 2
Jul +1.4% 30
Aug -0.4% 9
Sep -1.9% 25
Oct -1.5% 11
Nov +3.8% 42
Dec -0.1% 9

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: VFMF U.S. Multifactor Fund

The Vanguard U.S. Multifactor Fund (VFMF) is an exchange-traded fund that invests primarily in U.S. common stocks using a factor-based approach. It targets companies with strong recent performance (momentum), solid fundamentals (quality), and attractive valuations relative to those fundamentals (value), with the goal of generating higher returns than the broad U.S. equity market. Under normal circumstances, at least 80% of the funds assets are held in securities issued by U.S. companies.

Launched on February 13, 2018, VFMF is a passively managed, rules-based index ETF that combines three well-established equity factors-momentum, quality, and value-rather than weighting holdings by market capitalization alone. This multifactor construction distinguishes the fund from traditional market-cap-weighted index products and aligns it with the broader category of strategic-factor equity investing.

Headlines to Watch Out For
  • Value factor rotation boosts mid-cap multifactor performance
  • Strong ETF inflows expand assets under management
  • Intensifying competition pressures expense ratio and market share
What is the price of VFMF shares?

As of August 31, 2026, the stock is trading at USD 185.68 with a total of 40,818 shares traded. Over the past week, the price has changed by -0.58%, over one month by +2.04%, over three months by +8.48% and over the past year by +33.04%.

Current recommended Stop Loss: 181.40 (which is 2.3% or 2.8 ATR below the current price).

Is VFMF a buy, sell or hold?

U.S. Multifactor Fund has no consensus analysts rating.