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VFLQ
Vanguard U.S. Liquidity Factor ETF

Price: $109.56
Change: $0.78 (0.01%)
Category: All Cap Equities
Last Updated:

Vitals

  • Issuer Vanguard
  • Brand Vanguard
  • Structure ETF
  • Expense Ratio 0.13%
  • ETF Home Page Home page
  • Inception Feb 13, 2018
  • Tax Form 1099
  • Index Tracked ACTIVE - No Index

Investment Themes

Analyst Report

The Vanguard U.S. Liquidity Factor ETF is an actively managed fund that aims to invest in U.S. stocks that trade less frequently than others. This might seem like a strange objective since many money managers try to avoid illiquid securities so that they don’t get stuck with a position they can’t get out of. But illiquid stocks are, by their nature, hard to get a hold of and perceived as riskier, meaning they often trade at a premium. VFLQ relies on a quantitative methodology to evaluate U.S. companies of all sizes, and uses a rules-based screen to ensure diversification. Vanguard measures liquidity using percentage turnover, dollar turnover, and other metrics. Money managers have long recognized that certain factors, when deployed during certain market conditions, consistently reward investors. There are macroeconomic trends like economic growth and inflation, as well as fairly predictable performance patterns for certain types of stocks. For example, so-called value stocks — defined as companies with low share prices relative to their fundamentals — have historically outperformed the market over the long-term. Over time, money managers have devised methodologies to identify and exploit factors such as volatility, value, quality, liquidity, growth, and price momentum. Some funds combine factors while others, like VFLQ, target a single factor. Factor ETFs have proliferated in recent years and there are many active and passive ETF options that target different factors, though VFLQ is the rare fund specifically targeting liquidity. VFLQ’s portfolio can be expected to diverge from its Russell 3000 benchmark. For example, VFLQ holds a significantly narrower universe of stocks than Vanguard’s Russell 3000 ETF, a passive index-tracking fund that draws from the same universe of stocks. VFLQ’s fees are quite low for active management, but after decades of drilling investors in the futility of stock picking, it remains to be seen whether Vanguard can convince investors that some managers can consistently beat the market after all. Given the fund’s strategy and its narrower holdings, VFLQ probably isn’t a good pick to replace a core U.S. equity position. However, for investors with a strong liquidity conviction who want a reasonably-priced fund, VFLQ could augment a core U.S. equity. While VFLQ is quite reasonably priced, investors should compare price, performance, and portfolio against other factor funds, both active and passive, as well as plain-vanilla index funds.

Trading Data

Open - Volume -
Day Lo - Day Hi -
  • Open
  • Volume
  • Day Lo
  • Day Hi
  • 52 Week Lo $72.69
  • 52 Week Hi $111.89
  • AUM $51.1 M
  • Shares 0.5 M

Historical Trading Data

  • 1 Month Avg. Volume 409
  • 3 Month Avg. Volume 825

Alternative ETFs in the All Cap Equities Category

Type Symbol Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest SPTM 0.03% $5.3 B 338,720 18.42%
Largest (AUM) ARKK 0.75% $23.5 B 10 M -1.65%
Most Liquid (Volume) ARKK 0.75% $23.5 B 10 M -1.65%
Top YTD Performer SFYF 0.29% $26.7 M 21,509 37.14%

Top 15 Holdings

Concentration Analysis

This section compares how balanced and deep this ETF is relative to the peer group ETFdb.com Category.

746
Number of Holdings
9.95%
% Assets in Top 10
13.93%
% Assets in Top 15
31.15%
% Assets in Top 50
Number of Holdings
746

% Assets in Top 10
9.95%

% Assets in Top 15
13.93%

% Assets in Top 50
31.15%

VFLQ Valuation

This section shows how the P/E multiple of this ETF compares to the peer group ETFdb.com Category.

P/E Ratio
22.3

VFLQ Dividend

This section shows how the dividend yield of this ETF compares to the peer group ETFdb.com Category.

Dividend
$0.33
Dividend Date
2021-06-29
Annual Dividend Rate
$1.45

$0.33
Dividend
2021-06-29
Dividend Date
$1.45
Annual Dividend Rate
Annual Dividend Yield
1.34%

VFLQ Fund Flows

View charts featuring ETF fund flow data.

5 Day Net Flows: 0 1 Month Net Flows: 0 3 Month Net Flows: 24.8 K 6 Month Net Flows: 1.51 M 1 Year Net Flows: -701.95 K 3 Year Net Flows: 25 M 5 Year Net Flows: 31.17 M 10 Year Net Flows: 31.17 M

Realtime Rating

The adjacent table gives investors an individual Realtime Rating for VFLQ on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a n/a
Expenses n/a n/a
Performance
Volatility
Dividend
Concentration

A+ Overall Rated ETF:

VFLQ Expenses & Fees

This section compares the cost efficiency of this ETF to peers in the same ETFdb.com Category.

Expenses Ratio Analysis

ETF Average
0.542%
ETF Wtd. Average
0.19%
Category Average
0.50%
Expense Ratio
0.13%
ESG Themes and Scores
5.35/10
ESG Score
31.86%
Global Percentile
16.5%
Peer Percentile
    • Revenue Exposure to Environmental Impact (%)
      Higher is better, no ESG score impact
    • Severe Environment Controversies (%)
      Lower improves ESG score
    • Sustainable Impact Solutions (%)
      3.83%
      Higher is better, no ESG score impact
    • Weighted Average Carbon Intensity (Tons of CO2e / $M Sales)
      105.39
      Higher is worse, no ESG score impact
    • Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • High Impact Fossil Fuel Reserves (%)
      Higher is worse, no ESG score impact
    • Water Stress High Risk Business Segment (%)
      Lower improves ESG score
    • Water Stress High Risk Geography (%)
      Lower improves ESG score
    • Water Stress Exposure Moderate (%)
      Lower improves ESG score
    • Water Stress Exposure High (%)
      Lower improves ESG score
    • Water Stress Exposure Low (%)
      Higher improves ESG score
    • Revenue Exposure to Energy Efficiency (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Alternative Energy (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Green Building (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Pollution Prevention (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Water Sustainability (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Social Impact (%)
      Higher is better, no ESG score impact
    • Sustainable Impact Solutions (%)
      3.83%
      Higher is better, no ESG score impact
    • SRI Exclusion Criteria (%)
      4.31%
      Higher is worse, no ESG score impact
    • Revenue Exposure to Affordable Real Estate (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Education (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Major Disease Treatment (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Nutrition (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to Sanitation (%)
      Higher is better, no ESG score impact
    • Revenue Exposure to SME Finance (%)
      Higher is better, no ESG score impact
    • Human Rights Norms Violation (%)
      Higher is worse, no ESG score impact
    • Human Rights Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Human Rights Controversies (%)
      Lower improves ESG score
    • Labor Norms Violation (%)
      Higher is worse, no ESG score impact
    • Labor Norms Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Severe Labor Controversies (%)
      Lower improves ESG score
    • Severe Customer Controversies (%)
      Lower improves ESG score
    • Global Compact Compliance Violation (%)
      Higher is worse, no ESG score impact
    • Global Compact Compliance Violation OR Watch List (%)
      Higher is worse, no ESG score impact
    • Catholic Values Fail (%)
      Higher is worse, no ESG score impact
    • Islamic Non-Compliant (%)
      Higher is worse, no ESG score impact
    • Adult Entertainment Involvement (%)
      Higher is worse, no ESG score impact
    • Alcohol Involvement (%)
      Higher is worse, no ESG score impact
    • Gambling Involvement (%)
      Higher is worse, no ESG score impact
    • Nuclear Power Involvement (%)
      Higher is worse, no ESG score impact
    • Tobacco Involvement (%)
      Higher is worse, no ESG score impact
    • Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Controversies Weapons Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Involvement (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Retailer (%)
      Higher is worse, no ESG score impact
    • Civilian Firearms Producer (%)
      Higher is worse, no ESG score impact
    • Direct Predatory Lending Involvement (%)
      Higher is worse, no ESG score impact
    • Genetic Engineering Involvement (%)
      Higher is worse, no ESG score impact
    • Severe Governance Controversies (%)
      Lower improves ESG score
    • Board Flag (%)
      Lower improves ESG score
    • Lack of Independent Board Majority (%)
      Lower improves ESG score
    • Board Independence (0-25%) (%)
      Lower improves ESG score
    • Board Independence (25-50%) (%)
      Lower improves ESG score
    • Board Independence (50-75%) (%)
      Higher improves ESG score
    • Board Independence (75-100%) (%)
      Higher improves ESG score
    • No Female Directors (%)
      Lower improves ESG score
    • Three OR More Female Directors (%)
      Higher improves ESG score
    • Females Represent 30% of Directors (%)
      Higher improves ESG score
    • Entrenched Board (%)
      Lower improves ESG score
    • Overboarding (%)
      Lower improves ESG score
    • Negative Director Votes (%)
      Lower improves ESG score
    • Ownership AND Control Flag (%)
      Lower improves ESG score
    • One Share One Vote (%)
      Lower improves ESG score
    • No Annual Director Elections (%)
      Lower improves ESG score
    • Does Not Use Majority Voting (%)
      Lower improves ESG score
    • Significant Votes Against Pay Practices (%)
      Lower improves ESG score
    • Controlling Shareholder (%)
      Lower improves ESG score
    • Controlling Shareholder Concerns (%)
      Lower improves ESG score
    • Cross Shareholdings (%)
      Lower improves ESG score
    • Poison Pill (%)
      Lower improves ESG score
    • Pay Flag (%)
      Lower improves ESG score
    • No Pay Performance Link (%)
      Lower improves ESG score
    • Lack of Internal Pay Equity (%)
      Lower improves ESG score
    • Executive Pay Non-Disclosure (%)
      Lower improves ESG score
    • Accounting Flag (%)
      Lower improves ESG score

VFLQ Performance

This section shows how this ETF has performed relative to its peer group ETFdb.com Category.

1.63%
1 Week Return
-1.85%
4 Week Return
0.05%
13 Week Return
11.23%
26 Week Return
17.09%
Year to Date Return
43.87%
1 Year Return
38.98%
3 Year Return
No Ranking Available
5 Year Return
1 Week Return
1.63%

4 Week Return
-1.85%

13 Week Return
0.05%

26 Week Return
11.23%

Year to Date Return
17.09%

1 Year Return
43.87%

3 Year Return
38.98%

5 Year Return
No Ranking Available

VFLQ Price and Volume Chart

Sector Breakdown

Asset Percentage
Share/Common/Ordinary 99.53%
Other 0.26%
CASH 0.25%
Sector Percentage
Finance 25.29%
Health Technology 13.93%
Producer Manufacturing 10.21%
Technology Services 8.55%
Electronic Technology 7.09%
Process Industries 5.71%
Commercial Services 4.67%
Health Services 3.99%
Industrial Services 3.68%
Consumer Services 3.53%
Consumer Non-Durables 2.88%
Transportation 1.76%
Retail Trade 1.66%
Distribution Services 1.66%
Consumer Durables 1.56%
Communications 1.52%
Non-Energy Minerals 0.92%
Energy Minerals 0.66%
Other 0.26%
CASH 0.25%
Utilities 0.21%
Miscellaneous 0.05%
Market Cap Percentage
Large 38.76%
Mid 27.47%
Small 25.44%
Micro 8.3%
Region Percentage
North, Central and South America 99.53%
Other 0.51%
Region Percentage
Country Percentage
United States 92.95%
Ireland 2.76%
United Kingdom 1.12%
Bermuda 0.92%
Switzerland 0.89%
Other 0.51%
Puerto Rico 0.4%
Canada 0.13%
Germany 0.1%
Netherlands 0.09%
Luxembourg 0.08%
Sweden 0.07%
Monaco 0.02%
Asset Percentage
Share/Common/Ordinary 99.53%
Other 0.26%
CASH 0.25%

VFLQ Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETFdb.com Category.

5 Day Volatility
38.96%
Rank
63 of 98

20 Day Volatility
17.78%
Rank
35 of 98

50 Day Volatility
15.52%
Rank
40 of 96

200 Day Volatility
16.30%
Rank
51 of 96

Beta
1.16
Rank
41 of 96

Standard Deviation
12.98%
Rank
14 of 88

Technicals

  • 20 Day MA $109.72
  • 60 Day MA $109.94
  • MACD 15 Period 0.26
  • MACD 100 Period 0.99
  • Williams % Range 10 Day 26.36
  • Williams % Range 20 Day 35.49
  • RSI 10 Day 51
  • RSI 20 Day 50
  • RSI 30 Day 51
  • Ultimate Oscillator 52

Bollinger Brands

  • Lower Bollinger (10 Day) $106.09
  • Upper Bollinger (10 Day) $111.64
  • Lower Bollinger (20 Day) $106.86
  • Upper Bollinger (20 Day) $112.57
  • Lower Bollinger (30 Day) $107.22
  • Upper Bollinger (30 Day) $112.66

Support & Resistance

  • Support Level 1 $109.56
  • Support Level 2 $109.56
  • Resistance Level 1 $109.56
  • Resistance Level 2 $109.56

Stochastic

  • Stochastic Oscillator %D (1 Day) 41.57
  • Stochastic Oscillator %D (5 Day) 75.36
  • Stochastic Oscillator %K (1 Day) 47.08
  • Stochastic Oscillator %K (5 Day) 58.21

Financial Advisor Report

ETF Database's Financial Advisor Reports are designed as an easy handout for clients to explain the key information on a fund. Includes new analyst insights and classification data.

Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

Disclosures

Copyright © 2021 FactSet Research Systems Inc. All rights reserved.

Copyright MSCI ESG Research LLC [2018]. All Rights Reserved. MSCI ESG Research LLC’s (“MSCI ESG”) Fund Metrics products (the “Information”) provide environmental, social and governance data with respect to underlying securities within more than 23,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted, to nor received approval from, the US SEC or any other regulatory body. None of the information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided “as is” and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. All Information is provided solely for your internal use, and may not be reproduced or redisseminated in any form without express prior written permission from MSCI. Neither MSCI ESG nor any of its affiliates or any third party involved in or related to creating any Information makes any express or implied warranties, representations or guarantees, and in no event will MSCI ESG or any such affiliate or third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any Information. More information on MSCI ESG Fund Metrics, provided by MSCI ESG Research LLC, can be found at https://www.msci.com/esg-fund-metrics.
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