Performance analysis of VFQY (VANGUARD U.S. QUALITY FACTOR ETF ETF SHARES)
Annual Return
Over the past 3 years, VFQY has had an average annual return of +16.12%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, VFQY has had an average annual return of +8.39%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Feb 15, 2018, VFQY has had an average annual return of +11.12%, underperforming the benchmark SPY, which returned +14.78% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.68% | +10.24% | +12.93% | +22.49% | -15.73% | +27.96% | +16.98% | +25.75% | -7.84% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.31% | +0.51% | -5.12% | +6.93% | +3.05% | +0.15% | +7.68% | ||||||
| 2025 | +3.97% | -2.62% | -6.00% | -1.58% | +5.48% | +3.92% | +0.69% | +3.90% | +0.58% | -0.19% | +1.26% | +0.97% | +10.24% |
| 2024 | +0.07% | +5.18% | +3.17% | -5.47% | +3.47% | +0.51% | +4.95% | +0.79% | +1.03% | -2.41% | +6.95% | -5.17% | +12.93% |
| 2023 | +7.39% | -2.21% | -1.24% | -0.80% | -1.98% | +8.76% | +4.50% | -1.77% | -3.76% | -3.59% | +8.74% | +7.83% | +22.49% |
| 2022 | -7.87% | -0.77% | +0.93% | -7.72% | +0.49% | -8.78% | +10.31% | -3.35% | -8.42% | +11.38% | +5.42% | -5.83% | -15.73% |
| 2021 | +2.17% | +5.67% | +4.47% | +3.13% | +1.51% | +1.51% | +1.11% | +2.09% | -4.58% | +5.84% | -1.26% | +3.70% | +27.96% |
| 2020 | -3.56% | -9.47% | -15.55% | +14.47% | +5.81% | +2.36% | +4.04% | +5.75% | -3.48% | -0.24% | +13.04% | +6.85% | +16.98% |
| 2019 | +10.20% | +4.56% | -1.04% | +3.45% | -9.23% | +7.33% | +1.48% | -3.54% | +2.37% | +1.80% | +3.91% | +3.21% | +25.75% |
| 2018 | +0.31% | -0.78% | +1.98% | +3.75% | +1.15% | +2.14% | +4.68% | -1.29% | -8.01% | -0.21% | -10.70% | -7.84% |
Drawdown analysis of VFQY (VANGUARD U.S. QUALITY FACTOR ETF ETF SHARES)
The maximum drawdown for the VFQY was -37.41%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current VFQY drawdown is -0.31%.
Since Feb 15, 2018 VFQY has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.41% | Jan 16, 2020 | 45 | Mar 23, 2020 | 114 | Sep 2, 2020 | 159 |
| -25.93% | Nov 16, 2021 | 146 | Jun 16, 2022 | 376 | Dec 14, 2023 | 522 |
| -23.84% | Aug 29, 2018 | 80 | Dec 24, 2018 | 244 | Dec 12, 2019 | 324 |
| -20.67% | Dec 4, 2024 | 84 | Apr 8, 2025 | 87 | Aug 13, 2025 | 171 |
| -9.36% | Sep 2, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -9.12% | Feb 6, 2026 | 34 | Mar 27, 2026 | 26 | May 5, 2026 | 60 |
| -7.85% | Jul 16, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
| -6.96% | Oct 12, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -6.84% | Mar 12, 2018 | 14 | Apr 2, 2018 | 32 | May 16, 2018 | 46 |
| -6.49% | Mar 28, 2024 | 14 | Apr 18, 2024 | 57 | Jul 11, 2024 | 71 |
| -5.80% | Oct 27, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -5.13% | Sep 2, 2021 | 21 | Oct 4, 2021 | 13 | Oct 21, 2021 | 34 |
| -4.79% | May 7, 2021 | 3 | May 12, 2021 | 17 | Jun 7, 2021 | 20 |
| -4.79% | Mar 15, 2021 | 7 | Mar 24, 2021 | 7 | Apr 5, 2021 | 14 |
| -4.77% | Aug 23, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
| -4.26% | Feb 24, 2021 | 6 | Mar 4, 2021 | 4 | Mar 10, 2021 | 10 |
| -4.05% | Jul 12, 2021 | 5 | Jul 19, 2021 | 8 | Jul 29, 2021 | 13 |
| -3.92% | Sep 18, 2025 | 16 | Oct 10, 2025 | 10 | Oct 24, 2025 | 26 |
| -3.83% | Oct 14, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |
| -3.83% | Jun 20, 2018 | 6 | Jun 28, 2018 | 12 | Jul 17, 2018 | 18 |
| -3.72% | Jan 20, 2021 | 7 | Jan 29, 2021 | 4 | Feb 4, 2021 | 11 |
| -3.58% | Jun 11, 2021 | 5 | Jun 18, 2021 | 5 | Jun 25, 2021 | 10 |
| -3.37% | Dec 26, 2023 | 7 | Jan 5, 2024 | 14 | Jan 26, 2024 | 21 |
| -3.21% | Nov 11, 2024 | 7 | Nov 20, 2024 | 3 | Nov 25, 2024 | 10 |
| -3.11% | Aug 11, 2021 | 6 | Aug 19, 2021 | 4 | Aug 25, 2021 | 10 |