(VFVA) Vanguard U.S. Value Factor - Ratings and Ratios
Mid-Cap Value Stocks, U.S. Equity Securities
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.3% |
| Value at Risk 5%th | 26.5% |
| Reward | |
|---|---|
| Sharpe Ratio | 0.08 |
| Alpha Jensen | -14.44 |
| Character | |
|---|---|
| Hurst Exponent | 0.431 |
| Beta | 1.150 |
| Drawdowns 3y | |
|---|---|
| Max DD | 24.07% |
| Mean DD | 5.63% |
Description: VFVA Vanguard U.S. Value Factor October 23, 2025
The Vanguard U.S. Value Factor ETF (BATS: VFVA) seeks to outperform the broad U.S. equity market by targeting stocks that trade at relatively low prices compared to their fundamental values, as assessed by the manager. In practice, the fund allocates at least 80 % of its assets to common equities issued by U.S. companies, focusing on the mid-cap segment where value mispricings are historically more pronounced.
Key quantitative characteristics (as of the latest public filing) include an expense ratio of 0.10 %, a dividend yield around 2.1 %, and an average price-to-book ratio of roughly 1.3×-both metrics that sit below the S&P 500 averages, reinforcing the fund’s value tilt. The top sector exposures are Financials (≈30 %), Industrials (≈25 %) and Consumer Staples (≈15 %), sectors that tend to benefit when interest rates stabilize and corporate earnings growth resumes. Recent macro-economic drivers-such as the Federal Reserve’s pivot to a more neutral rate policy and a modest decline in inflation-are expected to improve earnings visibility for value-oriented mid-cap firms, but the upside remains contingent on the pace of earnings revisions and any resurgence in credit risk.
For a deeper, data-driven dive into VFVA’s risk-adjusted performance and sector-level sensitivities, the ValueRay platform offers a free analytics dashboard that can help you validate the fund’s value proposition against your own investment criteria.
VFVA ETF Overview
| Market Cap in USD | 700m |
| Category | Mid-Cap Value |
| TER | 0.13% |
| IPO / Inception | 2018-02-13 |
| Return 12m vs S&P 500 | -11.5% |
| Analyst Rating | - |
VFVA Dividends
| Dividend Yield | 2.23% |
| Yield on Cost 5y | 4.53% |
| Yield CAGR 5y | 15.61% |
| Payout Consistency | 99.0% |
| Payout Ratio | - |
VFVA Growth Ratios
| CAGR | 10.06% |
| CAGR/Max DD Calmar Ratio | 0.42 |
| CAGR/Mean DD Pain Ratio | 1.79 |
| Current Volume | 10.1k |
| Average Volume | 9.8k |
What is the price of VFVA shares?
Over the past week, the price has changed by +2.44%, over one month by +2.45%, over three months by +7.88% and over the past year by +2.23%.
Is Vanguard U.S. Value Factor a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of VFVA is around 122.28 USD . This means that VFVA is currently overvalued and has a potential downside of -4.14%.
Is VFVA a buy, sell or hold?
What are the forecasts/targets for the VFVA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 138.5 | 8.6% |
VFVA Fundamental Data Overview November 04, 2025
Beta = 1.15
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 = 700.1m USD (700.1m + (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 700.1m)
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 700.1m / 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 = 10.25% (E(700.1m)/V(700.1m) * Re(10.25%) + (debt-free company))
Discount Rate = 10.25% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VFVA ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle