US-listed ETF Factor Leaders
US-listed ETF factor scores through October 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 | 46.32 | 23.15 | No Score | No Score | 100 | 1.34 | 3.06 | 1.38 | 0.85 | 7.67Y 92M | 2018-Mar | 0.96 | 106.12 |
| AVSC | Avantis U.S Small Cap Equity ETF | 85.38 | 91.49 | 100 | 59.81 | 58.43 | No Score | No Score | 0.77 | 3.10 | 1.12 | 0.23 | 3.75Y 45M | 2022-Feb | 0.99 | 103.70 |
| DFSV | Dimensional US Small Cap Value ETF | 83.61 | 94.97 | 81.28 | 100 | 100 | No Score | No Score | 0.36 | 3.38 | 1.10 | 0.21 | 3.67Y 44M | 2022-Mar | 0.98 | 86.96 |
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 82.84 | 85.73 | No Score | 46.30 | No Score | 100.00 | 28.29 | -1.35 | 2.46 | 1.09 | 0.84 | 8.08Y 97M | 2017-Oct | 0.96 | 114.42 |
| VFMF | Vanguard U.S. Multifactor ETF | 82.23 | 88.61 | 41.30 | 80.76 | 59.32 | No Score | 37.66 | -1.25 | 3.53 | 1.08 | 0.61 | 7.67Y 92M | 2018-Mar | 0.97 | 110.65 |
| FYC | First Trust Small Cap Growth AlphaDEX Fund | 82.13 | 98.23 | 90.45 | No Score | No Score | No Score | 61.57 | -0.28 | 2.42 | 1.08 | 0.59 | 14.50Y 174M | 2011-May | 0.96 | 53.20 |
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.
