Vanguard U.s. Liquidity Factor ETF
Data updated: 2022-10-31
C000198464 — Vanguard U.s. Liquidity Factor ETF. United States Blend / Core Equity · $44.18M AUM. Holdings, fees, performance and SEC filings.
C000198464 Fund Overview
Vanguard U.s. Liquidity Factor ETF is a US ETF managed by Vanguard Wellington Fund, categorised as United States Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Vanguard Wellington Fund
- Category: United States Blend / Core Equity
- Assets under management: $44.18M
- 1-year return: -15.9%
- SEC CIK: 0000105563
- SEC series ID: S000061300
- Share class ID: C000198464
C000198464 Investment Objective and Strategy
Vanguard U.s. Liquidity Factor ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Vanguard Wellington Fund.
Investment objective
The Fund seeks to provide long-term capital appreciation by investing in stocks with lower measures of trading liquidity as determined by the advisor.
Principal investment strategy
The Fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with lower measures of trading liquidity as determined by the advisor. The portfolio will include a diverse mix of companies representing many different market sectors and industry groups. The advisor uses a quantitative model to evaluate all of the securities in an investment universe comprised of U.S. large-, mid-, and small-capitalization stocks and to construct a U.S. equity portfolio that seeks to achieve exposure to securities with lower measures of trading liquidity subject to a rules-based screen designed to promote diversification and to mitigate exposure to certain less liquid stocks. Securities with lower measures of trading liquidity may be identified by daily trading volume and the impact such trading has on the security’s price.
Under normal circumstances, at least 80% of the Fund’s assets will be invested in securities issued by U.S. companies.
C000198464 Performance
Total returns for C000198464 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | -15.9% |
| 3 years (annualised) | 7.1% |
C000198464 Risk Information
Risk metrics for C000198464, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 20.1%
C000198464 Costs and Fees
C000198464 costs about $13 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.13%
- Gross expense ratio: 0.13%
- Portfolio turnover: 64%
- Brokerage commissions: 2.94 bps of average net assets (SEC N-CEN)
C000198464 Cashflows
Over the 12 months to 2022-08, Vanguard U.s. Liquidity Factor ETF had net outflows of $46.90K, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2022-08 | −$33.30K |
| 2022-07 | $0 |
| 2022-06 | $0 |
| 2022-05 | $0 |
| 2022-04 | $0 |
| 2022-03 | $1.00K |
C000198464 Debt Constituents
No individual debt constituents are reported in Vanguard U.s. Liquidity Factor ETF's latest SEC N-PORT filing.
C000198464 Prospectus and SEC Filings
Official Vanguard U.s. Liquidity Factor ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2022-03-30
- Prospectus (485BPOS) — filed 2021-03-29
- Prospectus (485BPOS) — filed 2020-04-17
- Portfolio holdings (N-PORT) — filed 2022-10-31
- Portfolio holdings (N-PORT) — filed 2022-08-01
- Portfolio holdings (N-PORT) — filed 2022-04-29
- Annual census (N-CEN) — filed 2022-02-14
- Annual census (N-CEN) — filed 2021-02-11
Related Funds
Other United States Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.