(VFQY) Vanguard U.S. Quality Factor - Ratings and Ratios
Stocks, Equities, US
Dividends
| Dividend Yield | 1.17% |
| Yield on Cost 5y | 2.02% |
| Yield CAGR 5y | 11.59% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
| Risk via 5d forecast | |
|---|---|
| Volatility | 13.3% |
| Value at Risk 5%th | 21.8% |
| Relative Tail Risk | -0.69% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.18 |
| Alpha | -7.12 |
| CAGR/Max DD | 0.76 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.441 |
| Beta | 0.926 |
| Beta Downside | 0.941 |
| Drawdowns 3y | |
|---|---|
| Max DD | 20.67% |
| Mean DD | 3.34% |
| Median DD | 2.19% |
Description: VFQY Vanguard U.S. Quality Factor October 25, 2025
The Vanguard U.S. Quality Factor ETF (VFQY) targets U.S. common stocks that exhibit strong fundamentals-such as high return on equity, stable earnings growth, and low leverage-as identified by the fund’s advisor. The strategy aims to outperform the broad U.S. equity market by concentrating on companies with durable business models, while maintaining a diversified sector exposure; at least 80% of assets are required to be invested in U.S.-issued securities.
Key quantitative metrics that often define “quality” in this context include a minimum ROE of ~15%, earnings variability below 10% year-over-year, and debt-to-equity ratios under 0.5. Recent data (as of Q2 2024) show the ETF’s average forward earnings yield at roughly 5.2%, and its sector tilt leans toward information technology and health care-both of which have benefited from secular demand for digital transformation and aging demographics. The fund’s mid-cap blend focus means its market-cap weighted average sits near $5 billion, positioning it between large-cap stability and small-cap growth dynamics.
For a deeper dive into how VFQY’s quality screens compare to alternative factor approaches, you might explore ValueRay’s analytical tools to benchmark performance drivers and risk-adjusted returns.
What is the price of VFQY shares?
Over the past week, the price has changed by +1.40%, over one month by +3.09%, over three months by +3.98% and over the past year by +6.75%.
Is VFQY a buy, sell or hold?
What are the forecasts/targets for the VFQY price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 174.9 | 11.9% |
VFQY Fundamental Data Overview December 09, 2025
Beta = 1.1
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 434.7m USD (434.7m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 434.7m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 434.7m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.43% (E(434.7m)/V(434.7m) * Re(9.43%) + (debt-free company))
Discount Rate = 9.43% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VFQY ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle