AUSF vs VFMF
Comparison between GLOBAL X ADAPTIVE U.S. FACTOR ETF (AUSF, ETF) and VANGUARD U.S. MULTIFACTOR ETF ETF SHARES (VFMF, ETF).
5-Year PerformanceVFMF has outperformed AUSF, delivering a return of +15.4% compared to +14.5%
AUSF vs VFMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
AUSF
$902M
Winner
VFMF
$905M
Expense Ratio
AUSF
0.27%
Winner
VFMF
0.18%
Max Drawdown
AUSF
44.35%
Winner
VFMF
42.80%
Sharpe Ratio
AUSF
1.19
Winner
VFMF
2.22
5Y Beta
Winner
AUSF
0.53
VFMF
0.86
P/E Ratio
Winner
AUSF
16.06
VFMF
18.01
Forward P/E
AUSF
14.35
Winner
VFMF
12.55
PEG Ratio
AUSF
0.26
VFMF
N/A
5Y Dividends CAGR
Winner
AUSF
18.64%
VFMF
14.48%
5Y EPS CAGR
AUSF
11.04%
Winner
VFMF
14.88%
Debt to Equity
Winner
AUSF
-42.29%
VFMF
12.86%
P/S Ratio
AUSF
1.43
Winner
VFMF
1.14
P/B Ratio
Winner
AUSF
2.09
VFMF
2.28
AUSF vs VFMF - Holdings Comparison
AUSF and VFMF have 65 common holdings. Overlap is 13.27%
AUSF's top 25 holdings weight is 37.41%. VFMF's top 25 holdings weight is 19.28%.
| Rank | AUSF | VFMF |
|---|---|---|
| #1 | VERIZON COMMUNICATIONS INC (VZ) - 2.07% | MICRON TECHNOLOGY INC (MU) - 1.31% |
| #2 | AT&T INC (T) - 1.92% | BRISTOL-MYERS SQUIBB CO (BMY) - 0.90% |
| #3 | MICROSOFT CORP (MSFT) - 1.71% | NEWMONT CORP (NEM) - 0.90% |
| #4 | RTX CORP (RTX) - 1.68% | THE TRAVELERS COMPANIES INC (TRV) - 0.89% |
| #5 | CISCO SYSTEMS INC (CSCO) - 1.62% | ALTRIA GROUP INC (MO) - 0.87% |
| #6 | MOTOROLA SOLUTIONS INC (MSI) - 1.60% | BANK OF NEW YORK MELLON CORP (BNY) - 0.81% |
| #7 | LOCKHEED MARTIN CORP (LMT) - 1.55% | CONOCOPHILLIPS (COP) - 0.81% |
| #8 | GENERAL DYNAMICS CORP (GD) - 1.54% | MERCK & CO INC (MRK) - 0.80% |
| #9 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.52% | EOG RESOURCES INC (EOG) - 0.79% |
| #10 | JOHNSON & JOHNSON (JNJ) - 1.49% | ABBVIE INC (ABBV) - 0.78% |
| #11 | ROYALTY PHARMA PLC CLASS A (RPRX) - 1.48% | AMGEN INC (AMGN) - 0.75% |
| #12 | VERISIGN INC (VRSN) - 1.46% | CVS HEALTH CORP (CVS) - 0.75% |
| #13 | TXNM ENERGY INC (TXNM) - 1.44% | CISCO SYSTEMS INC (CSCO) - 0.74% |
| #14 | TJX COMPANIES INC (TJX) - 1.44% | WESTERN DIGITAL CORP (WDC) - 0.73% |
| #15 | AFLAC INC (AFL) - 1.43% | QUALCOMM INC (QCOM) - 0.73% |
| #16 | WASTE MANAGEMENT INC (WM) - 1.40% | REGENERON PHARMACEUTICALS INC (REGN) - 0.73% |
| #17 | CME GROUP INC CLASS A (CME) - 1.38% | ALLSTATE CORP (ALL) - 0.71% |
| #18 | LINDE PLC (LIN) - 1.38% | PEPSICO INC (PEP) - 0.68% |
| #19 | AGREE REALTY CORP (ADC) - 1.36% | LAM RESEARCH CORP (LRCX) - 0.67% |
| #20 | APPLE INC (AAPL) - 1.36% | HCA HEALTHCARE INC (HCA) - 0.67% |
| #21 | COCA-COLA CO (KO) - 1.35% | EXXONMOBIL HOLDINGS CORP (XOM) - 0.67% |
| #22 | WALMART INC (WMT) - 1.34% | ALPHABET INC CLASS A (GOOGL) - 0.67% |
| #23 | AUTOMATIC DATA PROCESSING INC (ADP) - 1.33% | n/a (DELL) - 0.66% |
| #24 | REPUBLIC SERVICES INC (RSG) - 1.31% | FEDEX CORP (FDX) - 0.63% |
| #25 | L3HARRIS TECHNOLOGIES INC (LHX) - 1.25% | GILEAD SCIENCES INC (GILD) - 0.63% |
| Total Holdings | 190 | 603 |
AUSF vs VFMF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
AUSF
+3.99%
VFMF
+2.86%
3M
AUSF
+6.61%
Winner
VFMF
+10.67%
6M
AUSF
+5.39%
Winner
VFMF
+15.14%
1Y
AUSF
+16.61%
Winner
VFMF
+36.65%
5Y(CAGR)
AUSF
+14.46%
Winner
VFMF
+15.44%
10Y(CAGR)
AUSF
N/A
VFMF
+12.90%
Max(CAGR)
AUSF
+12.89%
Winner
VFMF
+12.90%
AUSF vs VFMF - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | AUSF | VFMF |
|---|---|---|
| 2026 | +13.73% | +24.04% |
| 2025 | +13.90% | +17.53% |
| 2024 | +16.77% | +15.63% |
| 2023 | +23.21% | +19.78% |
| 2022 | +0.29% | -5.99% |
| 2021 | +28.98% | +31.29% |
| 2020 | +1.41% | +4.57% |
| 2019 | +23.62% | +21.48% |
| 2018 | -10.79% | -11.28% |
AUSF vs VFMF Drawdown Comparison
The maximum drawdown for AUSF was -44.25%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The maximum drawdown for VFMF was -41.33%, occurring on Mar 23, 2020. Recovery took 223 trading sessions.
The current AUSF drawdown is -0.66%. The current VFMF drawdown is -0.38%.
| Rank | AUSF | VFMF |
|---|---|---|
| #1 | -44.25% Feb 13, 2020 - Jan 6, 2021 | -41.33% Jan 17, 2020 - Dec 4, 2020 |
| #2 | -15.59% Sep 21, 2018 - Apr 26, 2019 | -23.57% Aug 29, 2018 - Jan 16, 2020 |
| #3 | -14.24% Apr 20, 2022 - Nov 22, 2022 | -20.57% Nov 25, 2024 - Aug 13, 2025 |
| #4 | -12.28% Nov 27, 2024 - Jun 27, 2025 | -19.04% Nov 16, 2021 - Jul 13, 2023 |
| #5 | -9.83% Dec 2, 2022 - Jul 3, 2023 | -10.05% Aug 1, 2023 - Dec 4, 2023 |
| #6 | -7.13% Aug 30, 2023 - Nov 10, 2023 | -8.63% Jul 31, 2024 - Oct 11, 2024 |
| #7 | -6.75% Dec 29, 2021 - Mar 29, 2022 | -7.67% Jun 8, 2021 - Aug 27, 2021 |
| #8 | -5.84% Mar 2, 2026 - Jun 12, 2026 | -7.08% Feb 26, 2026 - Apr 14, 2026 |
| #9 | -5.83% Jul 26, 2019 - Sep 12, 2019 | -6.33% Mar 28, 2024 - Jul 15, 2024 |
| #10 | -5.62% Jun 4, 2021 - Aug 16, 2021 | -5.39% Mar 9, 2018 - May 16, 2018 |
| #11 | -5.36% Mar 28, 2024 - Jul 12, 2024 | -5.21% May 7, 2021 - Jun 8, 2021 |
| #12 | -5.33% Jul 31, 2024 - Aug 23, 2024 | -4.93% Aug 27, 2021 - Oct 18, 2021 |
| #13 | -5.14% May 3, 2019 - Jun 20, 2019 | -4.91% Mar 15, 2021 - Apr 5, 2021 |
| #14 | -4.91% Nov 16, 2021 - Dec 16, 2021 | -4.67% Nov 12, 2025 - Nov 25, 2025 |
| #15 | -4.36% Sep 11, 2025 - Dec 11, 2025 | -4.24% Sep 18, 2025 - Oct 27, 2025 |
Correlation
Correlation between AUSF and VFMF is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2018 - 2026)
AUSF vs VFMF dividend yield comparison.
| Year | AUSF | VFMF |
|---|---|---|
| 2026 | 1.84% | 0.71% |
| 2025 | 2.78% | 1.54% |
| 2024 | 2.63% | 1.60% |
| 2023 | 1.83% | 1.78% |
| 2022 | 2.51% | 2.21% |
| 2021 | 2.22% | 1.39% |
| 2020 | 2.95% | 1.56% |
| 2019 | 4.02% | 1.61% |
| 2018 | 1.46% | 1.22% |
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