Vanguard Quality Competition

VFQY Etf

USD 157.04 0.00 0.00%

Vanguard Quality Factor competes with Vanguard Multifactor, Dimensional ETF, American Century, SPDR MSCI, and Invesco KBW; as well as few others. Analyzing Vanguard Quality competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Vanguard Quality to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Vanguard Quality Correlation with its peers.

Vanguard Quality vs First Trust Correlation

Very poor diversification

The correlation between Vanguard Quality Factor and FDV is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Quality Factor and FDV in the same portfolio, assuming nothing else is changed.

Moving together with Vanguard Etf

0.89	VO	Vanguard Mid Cap	Pair Corr
0.88	VXF	Vanguard Extended Market	Pair Corr
0.91	IJH	iShares Core SP	Pair Corr
0.96	IWR	iShares Russell Mid	Pair Corr
0.91	MDY	SPDR SP MIDCAP	Pair Corr

Moving against Vanguard Etf

0.81

MPAY

Exchange Traded Concepts

Pair Corr

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Hype

Prediction

Low	Estimated	High
156.25	157.08	157.91

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Intrinsic

Valuation

Low	Real	High
154.85	155.68	172.74

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Naive

Forecast

Low	Next	High
156.40	157.24	158.07

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Bollinger

Band Projection (param)

Lower	Middle Band	Upper
154.26	157.21	160.16

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Vanguard Quality Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Vanguard Quality and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of Vanguard and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Vanguard Quality Factor does not affect the price movement of the other competitor.

	VFMF	DFVX	QINT	EFAX	KBWD	EMQQ	WWJD	SIXA	RSPG	FDV
VFMF		0.93	0.96	0.92	0.94	-0.61	0.9	0.92	0.68	0.9	VFMF
DFVX	0.93		0.95	0.95	0.91	-0.38	0.93	0.96	0.66	0.87	DFVX
QINT	0.96	0.95		0.98	0.93	-0.52	0.98	0.94	0.73	0.93	QINT
EFAX	0.92	0.95	0.98		0.9	-0.36	0.98	0.91	0.67	0.9	EFAX
KBWD	0.94	0.91	0.93	0.9		-0.56	0.9	0.91	0.77	0.94	KBWD
EMQQ	-0.61	-0.38	-0.52	-0.36	-0.56		-0.38	-0.53	-0.47	-0.55	EMQQ
WWJD	0.9	0.93	0.98	0.98	0.9	-0.38		0.91	0.72	0.92	WWJD
SIXA	0.92	0.96	0.94	0.91	0.91	-0.53	0.91		0.7	0.92	SIXA
RSPG	0.68	0.66	0.73	0.67	0.77	-0.47	0.72	0.7		0.79	RSPG
FDV	0.9	0.87	0.93	0.9	0.94	-0.55	0.92	0.92	0.79		FDV
	VFMF	DFVX	QINT	EFAX	KBWD	EMQQ	WWJD	SIXA	RSPG	FDV

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High positive correlations

EFAX	+ 0.98	QINT
WWJD	+ 0.98	QINT
WWJD	+ 0.98	EFAX
QINT	+ 0.96	VFMF
SIXA	+ 0.96	DFVX
QINT	+ 0.95	DFVX

High negative correlations

EMQQ	- 0.61	VFMF
EMQQ	- 0.56	KBWD
FDV	- 0.55	EMQQ
SIXA	- 0.53	EMQQ
EMQQ	- 0.52	QINT
RSPG	- 0.47	EMQQ

Vanguard Quality Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Quality ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Quality's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VFMF	0.63	0.07	0.08	0.14	0.64	(0.66)	1.75	(1.17)	3.51
DFVX	0.55	0.08	0.04	0.65	0.59	(0.56)	1.11	(1.08)	3.04
QINT	0.56	0.11	0.12	0.22	0.48	(0.61)	1.34	(1.12)	2.80
EFAX	0.57	0.06	0.05	0.14	0.64	(0.59)	1.18	(1.24)	2.94
KBWD	0.68	0.09	0.08	0.19	0.62	(0.81)	1.61	(1.24)	4.32
EMQQ	0.86	(0.10)	0.00	(0.26)	0.00	0.00	1.79	(1.61)	5.05
WWJD	0.51	0.08	0.08	0.18	0.45	(0.55)	1.15	(1.18)	2.39
SIXA	0.45	0.07	0.01	0.91	0.41	(0.49)	1.00	(0.88)	2.45
RSPG	1.05	0.16	0.08	0.64	1.13	(1.06)	2.32	(1.82)	5.76
FDV	0.50	0.04	0.01	0.15	0.42	(0.57)	1.07	(0.83)	2.35

Vanguard Quality Competitive Analysis

The better you understand Vanguard Quality competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Vanguard Quality's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Vanguard Quality's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	VFQY	VFMF	DFVX	QINT	EFAX	KBWD	EMQQ	WWJD	SIXA	RSPG
	0.00 157.04 Vanguard	0.20 157.46 Vanguard	0.03 77.39 Dimensional	0.93 68.01 American	1.14 52.85 SPDR	0.63 14.28 Invesco	0.02 40.93 EMQQ	0.31 38.71 Inspire	0.66 51.36 SIXA	0.81 88.33 Invesco
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Fair	Good	Good	Solid	Good	Good	Weakest	Solid	Good	Good
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Under Valued	Fairly Valued	Under Valued	Under Valued	Under Valued	Fairly Valued	Under Valued	Fairly Valued	Over Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Cautious Hold	Buy	Hold	Strong Buy	Buy	Buy	Cautious Hold	Strong Buy	Hold	Strong Hold
Net Asset	172.82 M	123.23 M	N/A	175.1 M	202.34 M	342.12 M	508.94 M	116.82 M	143.56 M	N/A
Price To Book	N/A	N/A	N/A	N/A	N/A	0.89	N/A	N/A	N/A	N/A
Five Year Return	9.8	13.7	N/A	9.5	8.6	7.2	-10.1	9.0	13.0	23.6
One Year Return	8.9	16.8	13.0	38.3	30.3	9.2	19.1	31.6	14.3	6.5
Last Dividend Paid	0.27	0.31	N/A	0.21	0.66	0.14	0.46	N/A	0.0689	N/A
Beta	1.06	1.01	N/A	0.98	1.03	1.21	1.38	1.03	0.63	0.61
Price To Earning	N/A	N/A	N/A	N/A	N/A	11.2	N/A	N/A	N/A	N/A
Price To Sales	N/A	N/A	N/A	N/A	N/A	2.4	N/A	N/A	N/A	N/A
Equity Positions Weight	99.71	98.46	N/A	99.18	99.67	100.0	99.6	97.78	99.66	N/A
Three Year Return	13.9	17.0	N/A	19.9	15.7	7.2	7.1	13.9	16.9	7.5
Annual Yield	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Year To Date Return	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
Ten Year Return	N/A	N/A	N/A	N/A	N/A	7.9	7.6	N/A	N/A	10.3
Day Typical Price	157.52	157.46	77.33	68.01	52.85	14.28	40.8	38.71	51.48	88.09
Accumulation Distribution	0.0091	N/A	0.0043	N/A	N/A	N/A	0.0088	N/A	0.0068	0.008
Market Facilitation Index	1.44	N/A	0.33	N/A	N/A	N/A	0.36	N/A	0.35	0.71
Daily Balance Of Power	N/A	0	(0.06)	0	0	0	0.0278	0	(0.97)	1.0
Period Momentum Indicator	N/A	(0.31)	(0.02)	(0.64)	(0.61)	(0.09)	0.01	(0.12)	(0.34)	0.71
Rate Of Daily Change	1.0	1.0	1.0	0.99	0.99	0.99	1.0	1.0	0.99	1.01
Day Median Price	157.76	157.46	77.31	68.01	52.85	14.28	40.74	38.71	51.54	87.98
Price Action Indicator	(0.72)	(0.16)	0.075	(0.32)	(0.30)	(0.04)	0.19	(0.06)	(0.35)	0.71
Relative Strength Index	53.45	61.41	61.79	67.56	62.93	60.5	47.93	69.63	61.31	66.07
Coefficient Of Variation	1055.07	585.91	654.44	420.99	630.89	613.2	(1,598)	494.89	676.54	692.19
Mean Deviation	0.6245	0.6271	0.5477	0.5595	0.5688	0.6757	0.8608	0.5066	0.4524	1.05
Jensen Alpha	0.0554	0.0709	0.0844	0.1121	0.0565	0.0858	(0.1)	0.076	0.0667	0.1609
Total Risk Alpha	(0)	0.0577	0.0338	0.0954	0.0404	0.0549	(0.18)	0.0617	0.023	0.0636
Sortino Ratio	0.0041	0.0801	0.0389	0.1239	0.0485	0.0835	N/A	0.08	0.0129	0.0845
Downside Variance	0.7124	0.6637	0.5497	0.5604	0.6435	0.6356	N/A	0.4275	0.295	1.83
Standard Deviation	0.827	0.8212	0.6786	0.7058	0.718	0.8672	1.1	0.6296	0.554	1.31
Kurtosis	0.3548	0.386	(0.32)	(0.23)	(0.28)	0.2429	(0.17)	(0.29)	(0.53)	(0.01)
Potential Upside	1.53	1.75	1.11	1.34	1.18	1.61	1.79	1.15	0.9996	2.32
Treynor Ratio	0.3414	0.1426	0.6548	0.2247	0.1423	0.1871	(0.26)	0.1845	0.9065	0.6401
Maximum Drawdown	3.88	3.51	3.04	2.8	2.94	4.32	5.05	2.39	2.45	5.76
Variance	0.684	0.6744	0.4606	0.4982	0.5155	0.7521	1.22	0.3964	0.3069	1.71
Market Risk Adjusted Performance	0.3514	0.1526	0.6648	0.2347	0.1523	0.1971	(0.25)	0.1945	0.9165	0.6501
Risk Adjusted Performance	0.0708	0.1266	0.1115	0.1743	0.1163	0.1214	(0.04)	0.1469	0.1054	0.1106
Skewness	0.1651	0.2127	(0.37)	(0.28)	(0.37)	(0.06)	0.2296	(0.29)	(0.06)	(0.10)
Semi Deviation	0.7189	0.6363	0.5897	0.4775	0.641	0.6178	N/A	0.4479	0.4058	1.13
Information Ratio	0.0042	0.0795	0.0424	0.1314	0.0542	0.0767	(0.13)	0.0831	0.0126	0.0872
Value At Risk	(1.30)	(1.17)	(1.08)	(1.12)	(1.24)	(1.24)	(1.61)	(1.18)	(0.88)	(1.82)
Expected Short fall	(0.62)	(0.66)	(0.56)	(0.61)	(0.59)	(0.81)	N/A	(0.55)	(0.49)	(1.06)
Downside Deviation	0.844	0.8147	0.7414	0.7486	0.8022	0.7972	N/A	0.6538	0.5431	1.35
Semi Variance	0.5168	0.4048	0.3478	0.228	0.4109	0.3816	N/A	0.2006	0.1647	1.28

Vanguard Quality Competition Performance Charts

Five steps to successful analysis of Vanguard Quality Competition

Vanguard Quality's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Vanguard Quality Factor in relation to its competition. Vanguard Quality's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Vanguard Quality in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Vanguard Quality's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Vanguard Quality Factor, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Vanguard Quality position

In addition to having Vanguard Quality in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The Target Outcome ETFs theme has 74 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Target Outcome ETFs Theme or any other thematic opportunities.

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When determining whether Vanguard Quality Factor offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Quality's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Quality Factor Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Quality Factor Etf:

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Check out Vanguard Quality Correlation with its peers.

You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Vanguard Quality Factor's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Quality's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Vanguard Quality's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.

Please note, there is a significant difference between Vanguard Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Quality's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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Vanguard Quality Competition

Vanguard Quality vs First Trust Correlation

Very poor diversification

Moving together with Vanguard Etf

Moving against Vanguard Etf

Specify up to 10 symbols:

Vanguard Quality Competition Correlation Matrix

High positive correlations

High negative correlations

Vanguard Quality Constituents Risk-Adjusted Indicators

Vanguard Quality Competitive Analysis

Vanguard Quality Competition Performance Charts

Five steps to successful analysis of Vanguard Quality Competition

Complement your Vanguard Quality position

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Target Outcome ETFs

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