US-listed ETF Factor Leaders
US-listed ETF factor scores through November 2025, ranked by multi-factor ‘Fund Score’ and risk-adjusted performance.
| Ticker | Fund Name | Fund Score | Mkt Beta Score | Small Factor Score | Value Factor Score | Profitability Factor Score | Investment Factor Score | Momentum Factor Score | Alpha % | Factor Beta % (backtested simulation) | Fund Sharpe / Market Sharpe (backtested simulation) | Fund Sharpe / Market Sharpe (fund lifetime, actual) | Analysis Period | Start Date | Score Quality (Adj. R^2) | Relative Dividend Valuation (100 = median) |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VFMO | Vanguard U.S. Momentum Factor ETF | 100 | 100 | 46.16 | 21.65 | No Score | No Score | 100 | 0.97 | 3.02 | 1.33 | 0.82 | 7.75Y 93M | 2018-Mar | 0.96 | 111.75 |
| VFMF | Vanguard U.S. Multifactor ETF | 88.44 | 88.16 | 42.02 | 82.31 | 62.05 | No Score | 36.72 | -0.91 | 3.59 | 1.13 | 0.65 | 7.75Y 93M | 2018-Mar | 0.97 | 110.62 |
| DFSV | Dimensional US Small Cap Value ETF | 87.84 | 94.66 | 82.14 | 100 | 100 | No Score | No Score | 0.48 | 3.43 | 1.13 | 0.29 | 3.75Y 45M | 2022-Mar | 0.98 | 88.02 |
| AVSC | Avantis U.S Small Cap Equity ETF | 86.83 | 91.43 | 100 | 58.40 | 58.16 | No Score | No Score | 0.56 | 3.15 | 1.11 | 0.27 | 3.83Y 46M | 2022-Feb | 0.99 | 106.32 |
| DCOR | Dimensional US Core Equity 1 ETF | 85.71 | 92.10 | 7.91 | 29.37 | No Score | No Score | No Score | -1.75 | 1.01 | 1.10 | 0.84 | 2.17Y 26M | 2023-Oct | 0.99 | 111.48 |
| FYC | First Trust Small Cap Growth AlphaDEX Fund | 84.19 | 98.05 | 91.00 | No Score | No Score | No Score | 60.15 | -0.30 | 2.43 | 1.08 | 0.59 | 14.58Y 175M | 2011-May | 0.96 | 54.24 |
Table Guide
Filter steps / Column Guide
- 4048 us-listed ETF fund universe
- 2262 current funds with at least 24 months of total return data
- $100M+ AUM
- Score Quality (regression R-squared) greater than 0.95
- market beta between 0.75 and 1.25 (are long equity funds)
- Fund Sharpe / Market Sharpe (backtested simulation) greater than 1.0 (risk-adjusted returns superior to market)
- Yielding at least 0.5% as a proxy for directly-held equities
- Backtested Factor Beta % contribution equal to at least 100 bps to ensure expected long-term factor capture is meaningful
- Not more than 15% overvalued on the basis of historical relative dividend yield
Please contact us with questions or if you’d like to see the code backing this analysis.
