C000198464 Performance — Vanguard U.s. Liquidity Factor ETF
Data updated: 2022-10-31
C000198464 returned −15.90% over one year to Aug 2022. The annualised 3-year return is +7.15%. Against its US Blend category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $123, against $111 for the category, and to $84 over one year, against $88. Volatility over the past three years was 22.43% a year. In the 12 months to Aug 2022 the fund lost a net $47K, and assets reached $44.18M.
C000198464 Growth of $100
What $100 invested in Vanguard U.s. Liquidity Factor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Blend category average over the same months.
| Period | C000198464 | Category average |
|---|---|---|
| 1 year (Sep 2021 – Aug 2022) | $84 | $88 |
| 3 years (Sep 2019 – Aug 2022) | $123 | $111 |
C000198464 Trailing Returns
Total returns to Aug 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −15.90% |
| 3 years (annualised) | +7.15% |
C000198464 Annual Returns
Calendar-year total returns of Vanguard U.s. Liquidity Factor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Aug) | −16.89% |
| 2021 | +23.76% |
| 2020 | +7.66% |
| 2019 (Sep–Dec) | +11.08% |
C000198464 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −8.8% | −0.5% | +1.0% | −9.1% | +0.5% | −6.4% | +9.5% | −3.2% | — | — | — | — |
| 2021 | +0.4% | +7.6% | +4.3% | +3.8% | +1.2% | +0.1% | 0.0% | +3.4% | −3.9% | +5.1% | −4.5% | +4.9% |
| 2020 | −3.1% | −8.9% | −19.8% | +13.0% | +4.7% | +1.1% | +2.8% | +4.2% | −3.9% | +1.8% | +14.7% | +5.9% |
| 2019 | — | — | — | — | — | — | — | — | +2.4% | +1.2% | +3.5% | +3.6% |
C000198464 Risk
Risk measures from monthly returns over Sep 2019 – Aug 2022.
- 3-year volatility (annualised): 22.43%
- 3-year Sharpe ratio: 0.12 (vs 4.5% risk-free rate)
- Best month: +14.66% (Nov 2020)
- Worst month: −19.81% (Mar 2020)
C000198464 Fund Flows
Monthly money in and out of Vanguard U.s. Liquidity Factor ETF, from SEC Form N-PORT.
- 12-month net flow: −$47K
- 12-month gross sales (incl. reinvestments): $5.1M
- Sales ÷ redemptions: 0.99×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2022 | $2.9M | $3.0M | −$33K |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $0 | $0 | $0 |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $529K | $528K | $1K |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $576K | −$576K |
| Dec 2021 | $574K | $0 | $574K |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $1.1M | $1.1M | −$13K |
C000198464 Assets Under Management
Net assets of Vanguard U.s. Liquidity Factor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-08-31 | $44.18M |
| 2022-05-31 | $44.66M |
| 2022-02-28 | $48.47M |
| 2021-11-30 | $51.16M |
| 2021-08-31 | $53.17M |
| 2021-05-31 | $51.58M |
| 2021-02-28 | $48.24M |
| 2020-11-30 | $40.20M |
| 2020-08-31 | $37.99M |
| 2020-05-31 | $35.26M |
| 2020-02-29 | $39.34M |
| 2019-11-30 | $41.06M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.