Monthly Updated US ETF Scores

ETF Factor Scores through July, 2025

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 47.06 18.92 No Score No Score 100 1.44 2.97 1.37 0.81 7.42Y 89M 2018-Mar 0.96 111.79
FLRG Fidelity U.S. Multifactor ETF 88.67 83.79 No Score No Score 97.73 No Score 26.09 -1.36 2.14 1.13 1.17 4.83Y 58M 2020-Oct 0.95 114.37
DFSV Dimensional US Small Cap Value ETF 88.11 96.00 81.66 89.09 93.86 No Score No Score 0.54 3.49 1.13 0.16 3.42Y 41M 2022-Mar 0.98 84.74
AVSC Avantis U.S Small Cap Equity ETF 85.12 91.85 100 48.87 60.58 No Score No Score 0.47 3.20 1.09 0.06 3.50Y 42M 2022-Feb 0.99 100.96
VFMF Vanguard U.S. Multifactor ETF 84.22 88.98 40.83 67.85 51.80 No Score 38.76 -1.21 3.51 1.08 0.60 7.42Y 89M 2018-Mar 0.97 105.93
FYC First Trust Small Cap Growth AlphaDEX Fund 79.72 98.29 92.62 No Score No Score No Score 62.19 -0.93 2.57 1.02 0.54 14.25Y 171M 2011-May 0.96 40.26
DFAS Dimensional U.S. Small Cap ETF 79.39 93.74 78.90 49.40 73.34 No Score No Score -0.92 2.93 1.01 0.08 4.08Y 49M 2021-Jul 0.99 109.86
AVUV Avantis U.S. Small Cap Value ETF 79.35 99.15 85.37 100 100 No Score No Score 0.58 3.83 1.01 0.53 5.83Y 70M 2019-Oct 0.98 98.83
VBR Vanguard Small Cap Value ETF 78.85 93.29 57.03 63.83 39.43 No Score No Score -0.69 2.23 1.01 0.64 21.50Y 258M 2004-Feb 0.98 96.01


Table Guide

Filter steps / Column Guide 

  1. 4048 us-listed ETF fund universe
  2. 2158 current funds with at least 24 months of total return data
  3. $100M+ AUM
  4. Score Quality (regression R-squared) greater than 0.95
  5. market beta between 0.75 and 1.25 (are long equity funds)
  6. Fund Sharpe / Market Sharpe (backtested simulation) greater than 1.0 (risk-adjusted returns superior to market)
  7. Yielding at least 0.5% as a proxy for directly-held equities
  8. Backtested Factor Beta % contribution equal to at least 100 bps to ensure expected long-term factor capture is meaningful
  9. Not more than 15% overvalued on the basis of historical relative dividend yield
 
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