VFQY vs STOT

Comparison between VANGUARD U.S. QUALITY FACTOR ETF ETF SHARES (VFQY, ETF) and STATE STREET(R) DOUBLELINE(R) SHORT DURATION TOTAL RETURN TACTICAL ETF (STOT, ETF).

5-Year PerformanceVFQY has outperformed STOT, delivering a return of +8.5% compared to +2.8%

VFQY vs STOT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VFQY(ETF)	STOT(ETF)
Net Assets	$463M	$461M
Expense Ratio	0.13%	0.45%
Max Drawdown	37.66%	9.93%
Sharpe Ratio	1.14	0.42
5Y Beta	0.93	-0.01
P/E Ratio	25.63	N/A
Forward P/E	16.56	N/A
5Y Dividends CAGR	12.38%	23.16%
5Y EPS CAGR	17.43%	N/A
Debt to Equity	63.32%	N/A
P/S Ratio	1.76	N/A
P/B Ratio	3.72	N/A

Net Assets

Winner

VFQY

$463M

STOT

$461M

Expense Ratio

Winner

VFQY

0.13%

STOT

0.45%

Max Drawdown

VFQY

37.66%

Winner

STOT

9.93%

Sharpe Ratio

Winner

VFQY

1.14

STOT

0.42

5Y Beta

VFQY

0.93

Winner

STOT

-0.01

P/E Ratio

VFQY

25.63

STOT

N/A

Forward P/E

VFQY

16.56

STOT

N/A

5Y Dividends CAGR

VFQY

12.38%

Winner

STOT

23.16%

5Y EPS CAGR

VFQY

17.43%

STOT

N/A

Debt to Equity

VFQY

63.32%

STOT

N/A

P/S Ratio

VFQY

1.76

STOT

N/A

P/B Ratio

VFQY

3.72

STOT

N/A

VFQY vs STOT - Historical Returns

Returns include dividend reinvestment.

Period	VFQY	STOT
1 month	+4.89%	+0.26%
3 months	+11.59%	+0.82%
6 months	+7.77%	+1.59%
1 year	+19.99%	+4.16%
5 years(CAGR)	+8.52%	+2.83%
10 years(CAGR)	+11.32%	+2.44%
Max(CAGR)	+11.32%	+2.44%

Winner

VFQY

+4.89%

STOT

+0.26%

Winner

VFQY

+11.59%

STOT

+0.82%

Winner

VFQY

+7.77%

STOT

+1.59%

Winner

VFQY

+19.99%

STOT

+4.16%

5Y(CAGR)

Winner

VFQY

+8.52%

STOT

+2.83%

10Y(CAGR)

Winner

VFQY

+11.32%

STOT

+2.44%

Max(CAGR)

Winner

VFQY

+11.32%

STOT

+2.44%

VFQY vs STOT - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	VFQY	STOT
2026	+9.01%	+1.09%
2025	+10.45%	+5.61%
2024	+13.50%	+5.33%
2023	+23.09%	+6.34%
2022	-15.77%	-3.62%
2021	+29.41%	+0.38%
2020	+16.57%	+2.47%
2019	+24.76%	+4.31%
2018	-7.84%	+0.97%
2017	N/A	+1.72%
2016	N/A	+0.89%

VFQY vs STOT Drawdown Comparison

The maximum drawdown for VFQY was -37.41%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The maximum drawdown for STOT was -6.07%, occurring on Nov 7, 2022. Recovery took 567 trading sessions.

The current STOT drawdown is -0.01%.

Rank	VFQY	STOT
#1	-37.41% Jan 16, 2020 - Sep 2, 2020	-6.07% Aug 3, 2021 - Nov 2, 2023
#2	-25.93% Nov 16, 2021 - Dec 14, 2023	-5.13% Mar 5, 2020 - Jul 23, 2020
#3	-23.84% Aug 29, 2018 - Dec 12, 2019	-1.59% Nov 7, 2016 - Apr 12, 2017
#4	-20.67% Dec 4, 2024 - Aug 13, 2025	-1.33% Sep 7, 2017 - Aug 20, 2018
#5	-9.35% Sep 2, 2020 - Oct 9, 2020	-0.85% Feb 12, 2021 - Jul 6, 2021
#6	-9.12% Feb 6, 2026 - May 5, 2026	-0.80% May 18, 2017 - Aug 3, 2017
#7	-7.85% Jul 16, 2024 - Aug 23, 2024	-0.76% Feb 27, 2026 - Apr 17, 2026
#8	-6.96% Oct 12, 2020 - Nov 5, 2020	-0.72% Oct 1, 2024 - Nov 27, 2024
#9	-6.84% Mar 12, 2018 - May 16, 2018	-0.72% Aug 20, 2018 - Dec 18, 2018
#10	-6.49% Mar 28, 2024 - Jul 11, 2024	-0.71% May 7, 2025 - May 22, 2025
#11	-5.80% Oct 27, 2025 - Dec 3, 2025	-0.66% Apr 4, 2025 - Apr 28, 2025
#12	-5.13% Sep 2, 2021 - Oct 21, 2021	-0.57% Apr 18, 2017 - May 16, 2017
#13	-4.79% Mar 15, 2021 - Apr 5, 2021	-0.51% May 22, 2025 - Jun 18, 2025
#14	-4.79% May 7, 2021 - Jun 7, 2021	-0.48% Oct 18, 2016 - Nov 7, 2016
#15	-4.77% Aug 23, 2024 - Sep 19, 2024	-0.44% Sep 4, 2019 - Oct 2, 2019

Correlation

Correlation between VFQY and STOT is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2016 - 2026)

VFQY vs STOT dividend yield comparison.

Year	VFQY	STOT
2026	0.27%	1.74%
2025	1.17%	4.52%
2024	1.34%	5.10%
2023	1.38%	4.53%
2022	1.43%	2.54%
2021	0.98%	1.76%
2020	1.22%	1.66%
2019	1.34%	2.61%
2018	1.31%	2.50%
2017	0.00%	1.95%
2016	0.00%	2.08%