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