VFMF Performance — Vanguard U.s. Multifactor ETF
Data updated: 2026-07-29
VFMF returned +14.40% year to date and +33.74% over one year to May 2026. Annualised returns are +23.75% over 3 years and +12.94% over 5 years. The fund beat its US Multi-Cap Value category average: $100 invested three years ago grew to $190, against $151 for the category, and to $134 over one year, against $117. Volatility over the past three years was 15.51% a year. In the 12 months to May 2026 the fund took in a net $166.0M, and assets reached $641.90M.
VFMF Growth of $100
What $100 invested in Vanguard U.s. Multifactor ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | VFMF | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $134 | $117 |
| 3 years (Jun 2023 – May 2026) | $190 | $151 |
| 5 years (Jun 2021 – May 2026) | $184 | $144 |
| Since data start (Sep 2019 – May 2026) | $263 | $192 |
VFMF Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.40% |
| 1 year | +33.74% |
| 3 years (annualised) | +23.75% |
| 5 years (annualised) | +12.94% |
VFMF Annual Returns
Calendar-year total returns of Vanguard U.s. Multifactor ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +14.40% |
| 2025 | +17.36% |
| 2024 | +15.35% |
| 2023 | +18.64% |
| 2022 | −5.68% |
| 2021 | +30.09% |
| 2020 | +4.86% |
| 2019 (Sep–Dec) | +11.13% |
VFMF 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.7% | +3.1% | −4.1% | +8.5% | +1.8% | — | — | — | — | — | — | — |
| 2025 | +4.5% | −2.1% | −4.9% | −2.2% | +5.5% | +3.7% | −0.2% | +6.0% | +1.8% | −0.6% | +3.6% | +1.7% |
| 2024 | +0.5% | +4.7% | +5.3% | −5.4% | +4.2% | −1.5% | +7.1% | −0.5% | +0.3% | −0.6% | +8.6% | −7.0% |
| 2023 | +5.8% | −1.6% | −3.1% | −1.0% | −2.9% | +9.7% | +4.9% | −1.8% | −3.1% | −4.4% | +7.7% | +8.5% |
| 2022 | −4.6% | +0.7% | +1.3% | −6.1% | +3.3% | −10.3% | +8.8% | −1.9% | −7.9% | +14.0% | +5.2% | −5.4% |
| 2021 | +2.6% | +6.5% | +6.1% | +2.9% | +2.8% | −1.0% | −0.8% | +2.9% | −3.0% | +5.8% | −1.7% | +4.1% |
| 2020 | −3.6% | −10.1% | −19.1% | +12.2% | +5.3% | +1.7% | +4.7% | +4.4% | −3.4% | +0.1% | +12.3% | +5.1% |
| 2019 | — | — | — | — | — | — | — | — | +2.9% | +1.9% | +3.3% | +2.6% |
VFMF Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 15.51%
- 3-year Sharpe ratio: 1.24 (vs 4.5% risk-free rate)
- Best month: +9.66% (Jun 2023)
- Worst month: −6.95% (Dec 2024)
VFMF Fund Flows
Monthly money in and out of Vanguard U.s. Multifactor ETF, from SEC Form N-PORT.
- 12-month net flow: $166.0M
- 12-month gross sales (incl. reinvestments): $301.5M
- Sales ÷ redemptions: 2.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $65.0M | $35.4M | $29.6M |
| Apr 2026 | $52.4M | $32.7M | $19.7M |
| Mar 2026 | $3.8M | $2.4M | $1.4M |
| Feb 2026 | $8.1M | $819K | $7.2M |
| Jan 2026 | $58.1M | $4.7M | $53.3M |
| Dec 2025 | $19.7M | $0 | $19.7M |
| Nov 2025 | $10.1M | $15.8M | −$5.7M |
| Oct 2025 | $16.5M | $0 | $16.5M |
| Sep 2025 | $30.5M | $726K | $29.8M |
| Aug 2025 | $0 | $1.4M | −$1.4M |
| Jul 2025 | $36.7M | $36.9M | −$184K |
| Jun 2025 | $663K | $4.6M | −$4.0M |
VFMF Assets Under Management
Net assets of Vanguard U.s. Multifactor ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $641.90M |
| 2026-02-28 | $558.57M |
| 2025-11-30 | $433.84M |
| 2025-08-31 | $375.42M |
| 2025-05-31 | $349.12M |
| 2025-02-28 | $344.80M |
| 2024-11-30 | $332.86M |
| 2024-08-31 | $283.77M |
| 2024-05-31 | $268.60M |
| 2024-02-29 | $248.95M |
| 2023-11-30 | $194.10M |
| 2023-08-31 | $173.84M |
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.