Vanguard Quality Factor ETF Market Value
| VFQY ETF | USD 159.91 0.33 0.21% |
| Symbol | Vanguard |
Market price and NAV offer complementary views of Vanguard Quality Factor - the first driven by trading activity, the second by underlying asset values.
Vanguard Quality's quoted price and NAV often reflect different short-term dynamics. Analysis looks at fund structure, cost efficiency, portfolio composition, and tracking deviation.
What-If Analysis
Historical what-if analysis for Vanguard Quality Factor is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 02/02/2026 |
| 05/03/2026 |
An initial 0.00 allocation to Vanguard Quality on February 2, 2026 held through today would generate 0.00 in net gains. The change equals a 0.0% return on investment in Vanguard Quality for the period over a 90 day window. Comparable ETF peers for Vanguard Quality include Vanguard Multifactor, Dimensional ETF, American Century, SPDR MSCI, Invesco KBW, EMQQ Emerging, and Inspire International. The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S More
Vanguard Quality Momentum Range Indicators Dashboard
Directional momentum for Vanguard Quality is captured through indicators that track upside and downside price ranges. Price position within the recent range indicates whether momentum favors continuation or reversal.
| Downside Deviation | 1.04 | |||
| Information Ratio | 3.0E-4 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | -1.51 | |||
| Potential Upside | 1.71 |
Market Risk Indicators for Vanguard Quality Summary
The risk context for Vanguard Quality is expressed through volatility and drawdown-related metrics. Value-at-risk estimates translate volatility into a probability-weighted loss threshold for a given confidence level.| Risk Adjusted Performance | 0.0192 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | -0.000048 | |||
| Sortino Ratio | 2.0E-4 | |||
| Treynor Ratio | -0.06 |
Mean reversion is the tendency of Vanguard Quality's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing Vanguard Quality's price extremes to fundamental value. Applying mean reversion analysis to Vanguard Quality's requires identifying the appropriate reference point for comparison.
Technical Indicators
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| Risk Adjusted Performance | 0.0192 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 0.7621 | |||
| Semi Deviation | 0.9776 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 5005.07 | |||
| Standard Deviation | 0.9772 | |||
| Variance | 0.955 | |||
| Information Ratio | 3.0E-4 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | -0.000048 | |||
| Sortino Ratio | 2.0E-4 | |||
| Treynor Ratio | -0.06 | |||
| Maximum Drawdown | 4.44 | |||
| Value At Risk | -1.51 | |||
| Potential Upside | 1.71 | |||
| Downside Variance | 1.09 | |||
| Semi Variance | 0.9557 | |||
| Expected Short fall | -0.72 | |||
| Skewness | 0.1881 | |||
| Kurtosis | 0.0455 |
Vanguard Quality Factor Backtested Returns
Vanguard Quality signals a very low volatility profile over the evaluated period. It maintains a Sharpe Ratio (Efficiency) of 0.02, representing adjusted performance consistency. We identified thirty technical indicators influencing the company's volatility profile. Please assess metrics such as Coefficient Of Variation of 5005.07, risk-adjusted performance of 0.0192, and Semi Deviation of 0.9776 to analyze downside dispersion. The ETF shows a Beta (Systematic Risk) of -0.16, which alludes to very low measured sensitivity to broad market movements. Vanguard Quality shows a mild inverse relationship with the market, drifting lower in rallies and holding up during downturns.
Auto-correlation | -0.66 |
Very good reverse predictability
Vanguard Quality Factor shows very good reverse predictability when comparing price series from 2nd of February 2026 to 19th of March 2026 against from 19th of March 2026 to 3rd of May 2026. A strong serial relationship would imply that Vanguard Quality's recent trajectory contains information about its near-term direction. With a serial correlation of -0.66, around 66.0% of Vanguard Quality's price variation is attributable to patterns in preceding intervals. Given that Vanguard Quality Factor has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 21.47 |
More Resources for Vanguard ETF Analysis
This technical analysis module for Vanguard Quality is structured around price and volume data. It is based on recorded price and volume patterns over time.