Vanguard Value ETF ETF.com segment: Equity: U.S. - Large Cap Value Competing ETFs: IWD, SCHV, MGV, VONV, PWV Related ETF Channels: North America, U.S., Smart-Beta ETFs, Large Cap, Equity, Size and Style, Value Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 92 FUND DESCRIPTION tracks the CRSP US Large Cap Value Index. The index selects stocks from the top 85% of market capitalization based on multiple value factors. FACTSET ANALYTICS INSIGHT When it comes to all-in costs and liquidity, is among the leaders in the large-capvalue segment. Holdings reach beyond just large-caps by our yardstick, including a portion of midcap equities. To determine value, 's index uses P/B, forward P/E, historic P/E, dividend-to-price and sales-to-price ratios. ( switched to a CRSP index in 2013, but it still offers excellent exposure relative to our MSCI benchmark). On fees, is among the cheapest in its segment; tracking is strong as well. It has excellent liquidity with hefty volumes and extremely tight spreads. The only downside to this fund is the lack of transparency common to all Vanguard funds holdings are disclosed monthly with a roughly two- week lag. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of December 30, 2018 the Vanguard Value ETF MSCI ESG Fund Quality Score is 5.43 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 65th percentile within its peer group and in the 47th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology Vanguard 01/26/04 Open-Ended Fund 0.05% $41.51B $280.60M $198.87B 19.12 2.37 2.73% 09/24/14 325 CRSP US Large Value Multi-Factor Multi-Factor MSCI USA Large Cap Value
1 Year Daily Price ($) 115.00 110.00 105.00 100.00 95.00 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 8M PERFORMANCE [as of 01/02/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -9.08% -11.36% 0.05% -5.69% 9.08% 7.98% 11.67% (NAV) -9.20% -11.36% 0.13% -5.72% 9.05% 7.99% 11.63% CRSP US Large Value -9.22% -11.38% 0.13% -5.74% 9.07% 8.03% 11.63% MSCI USA Large Cap Value -8.94% -10.71% 0.21% -6.86% 7.83% 6.91% 10.50% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States Canada 100.42% -- TOP 10 SECTORS Financials 23.56% Energy 7.12% Healthcare 15.85% Utilities 5.73% Technology 15.18% Consumer Cyclicals 5.57% Consumer Non-Cyclicals 11.00% Telecommunications Serv 3.84% Industrials 9.20% Basic Materials TOP 10 HOLDINGS Microsoft Corporation 6.62% Pfizer Inc. Berkshire Hathaway Inc. C 3.32% UnitedHealth Group Incor Johnson & Johnson 3.07% Bank of America Corp 2.10% JPMorgan Chase & Co. 2.91% Verizon Communications 1.94% Exxon Mobil Corporation 2.62% Wells Fargo & Company 1.83% Total Top 10 Weighting 28.63%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.05% - -0.04% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% -- Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Monthly
Daily Spread 0.05% FACTSET ANALYTICS BLOCK LIQUIDITY As of 01/03/19 0.04% 0.03% 0.01% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 0.2% 0.1% TRADABILITY Avg. Daily Share 2,766,077 0.0% Average Daily $ $280.60M -0.1% Median Daily Share 1,972,972-0.2% 10M 7.5M 5M 2.5M Median Daily ($) Average Spread (%) Average Spread ($) $210.75M $0.03 Feb Apr Jun Jul Sep Nov Dec Median Premium / Discount (12 Mo) 0.01% Max. Premium / Discount (12 Mo) 0.11% / -0.10% Impediment to Creations None Market Hours Overlap 100.00% Creation Unit Size (Shares) 25,000 Creation Unit/Day (45 Day Average) 78.92 Creation Unit Cost (%) Underlying / Unit 0.00% Open Interest on ETF Options 1,131 Net Asset Value (Yesterday) $97.97 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 23.56% 22.21% Healthcare 15.85% 17.05% Technology 15.18% 9.53% Consumer Non- Cyclicals 11.00% 14.81% Industrials 9.20% 7.90% Microsoft Corporation Berkshire Hathaway Inc. Class B Johnson & Johnson JPMorgan Chase & Co. Exxon Mobil Corporation Pfizer Inc. UnitedHealth Group Incorporated Bank of America Corp Verizon Communications Inc. 6.62% 3.32% 3.07% 2.91% 2.62% 2.10% 1.94% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 1.03 1.04 1.04 0.10% MSCI USA Large Cap Value Energy 7.12% 9.98% Utilities 5.73% 4.93% Wells Fargo & Company Total Top 10 Weighting 1.83% 28.63% MSCI ESG RATINGS MSCI ESG Quality Score 5.43 / 10 Consumer Cyclicals 5.57% 5.55% Peer Group Percentile Rank 64.55 Telecommunications Services 3.84% 4.41% Global Percentile Rank 46.91 Basic Materials 1.26% SRI Screening Criteria Exposure 14.41% COUNTRIES Exposure to Sustainable Impact Solutions 5.55% United States 100.42% 100.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 284.43 Canada 0.00% -- REGIONS North America 100.42% 100.00% ECONOMIC DEVELOPMENT BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 325 183 145 69.21% Developed Countries 100.00% 100.00% BENCHMARK COMPARISON SUMMARY Number of Holdings 325 183 Weighted Average Market Cap $198.87B $149.21B Price / Earnings Ratio Price / Book Ratio Dividend Yield 19.12 18.46 2.37 2.40 2.47% 2.84% Concentration Low Low
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