Performance analysis of VFMF (VANGUARD U.S. MULTIFACTOR ETF ETF SHARES)
Annual Return
Over the past 3 years, VFMF has had an average annual return of +21.43%, outperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, VFMF has had an average annual return of +15.18%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Feb 15, 2018, VFMF has had an average annual return of +12.65%, underperforming the benchmark SPY, which returned +14.46% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +21.44% | +17.38% | +15.59% | +18.53% | -5.66% | +30.04% | +5% | +22.34% | -11.28% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.61% | +2.92% | -4.04% | +8.63% | +1.90% | +3.50% | +2.60% | +21.44% | |||||
| 2025 | +4.41% | -2.08% | -4.94% | -2.16% | +5.49% | +3.65% | -0.21% | +5.72% | +2.01% | -0.64% | +3.73% | +1.79% | +17.38% |
| 2024 | +0.66% | +4.65% | +5.24% | -5.37% | +3.97% | -1.50% | +7.24% | -0.60% | +0.33% | -0.51% | +8.57% | -6.86% | +15.59% |
| 2023 | +5.79% | -1.53% | -3.24% | -1.01% | -2.87% | +9.69% | +4.78% | -1.70% | -3.13% | -4.35% | +7.61% | +8.56% | +18.53% |
| 2022 | -4.72% | +0.71% | +1.43% | -6.29% | +3.42% | -10.53% | +9.07% | -1.78% | -7.95% | +14.02% | +4.91% | -5.23% | -5.66% |
| 2021 | +2.94% | +6.38% | +6.03% | +2.71% | +2.82% | -0.93% | -0.89% | +2.91% | -3.01% | +5.83% | -1.77% | +4.09% | +30.04% |
| 2020 | -3.57% | -10.70% | -18.71% | +12.49% | +5.08% | +1.63% | +4.48% | +4.74% | -3.40% | -0.33% | +12.65% | +5.22% | +5% |
| 2019 | +8.75% | +4.09% | -1.49% | +2.80% | -7.69% | +7.20% | +1.30% | -4.12% | +2.88% | +1.80% | +3.38% | +2.55% | +22.34% |
| 2018 | -0.62% | +0.13% | +0.22% | +3.57% | -0.12% | +2.49% | +3.15% | -1.24% | -8.02% | +0.33% | -10.75% | -11.28% |
Drawdown analysis of VFMF (VANGUARD U.S. MULTIFACTOR ETF ETF SHARES)
The maximum drawdown for the VFMF was -41.33%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
Since Feb 15, 2018 VFMF has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.33% | Jan 17, 2020 | 44 | Mar 23, 2020 | 179 | Dec 4, 2020 | 223 |
| -23.58% | Aug 29, 2018 | 80 | Dec 24, 2018 | 267 | Jan 16, 2020 | 347 |
| -20.57% | Nov 25, 2024 | 90 | Apr 8, 2025 | 87 | Aug 13, 2025 | 177 |
| -19.04% | Nov 16, 2021 | 215 | Sep 26, 2022 | 199 | Jul 13, 2023 | 414 |
| -10.05% | Aug 1, 2023 | 62 | Oct 27, 2023 | 25 | Dec 4, 2023 | 87 |
| -8.63% | Jul 31, 2024 | 3 | Aug 5, 2024 | 48 | Oct 11, 2024 | 51 |
| -7.67% | Jun 8, 2021 | 28 | Jul 19, 2021 | 29 | Aug 27, 2021 | 57 |
| -7.07% | Feb 26, 2026 | 16 | Mar 20, 2026 | 16 | Apr 14, 2026 | 32 |
| -6.33% | Mar 28, 2024 | 14 | Apr 18, 2024 | 59 | Jul 15, 2024 | 73 |
| -5.40% | Mar 9, 2018 | 15 | Apr 2, 2018 | 32 | May 16, 2018 | 47 |
| -5.21% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -4.93% | Aug 27, 2021 | 16 | Sep 21, 2021 | 19 | Oct 18, 2021 | 35 |
| -4.91% | Mar 15, 2021 | 7 | Mar 24, 2021 | 7 | Apr 5, 2021 | 14 |
| -4.67% | Nov 12, 2025 | 6 | Nov 20, 2025 | 3 | Nov 25, 2025 | 9 |
| -4.24% | Sep 18, 2025 | 16 | Oct 10, 2025 | 11 | Oct 27, 2025 | 27 |
| -4.21% | Jan 22, 2021 | 5 | Jan 29, 2021 | 5 | Feb 5, 2021 | 10 |
| -3.92% | Feb 24, 2021 | 6 | Mar 4, 2021 | 3 | Mar 9, 2021 | 9 |
| -3.61% | Oct 17, 2024 | 6 | Oct 25, 2024 | 8 | Nov 6, 2024 | 14 |
| -3.59% | Jun 11, 2018 | 15 | Jul 2, 2018 | 25 | Aug 7, 2018 | 40 |
| -3.50% | Dec 26, 2023 | 14 | Jan 17, 2024 | 7 | Jan 26, 2024 | 21 |
| -3.16% | Feb 26, 2018 | 3 | Mar 1, 2018 | 6 | Mar 9, 2018 | 9 |
| -2.92% | Apr 16, 2021 | 2 | Apr 20, 2021 | 5 | Apr 27, 2021 | 7 |
| -2.77% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -2.52% | Jul 16, 2024 | 6 | Jul 24, 2024 | 4 | Jul 30, 2024 | 10 |
| -2.46% | Oct 25, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |