VMNFX
Vanguard Market Neutral Fund Investor Shares
1W: +0.9%
1M: +3.6%
3M: +1.7%
YTD: +4.9%
1Y: +11.6%
3Y: +33.4%
5Y: +74.6%
$14.67
+0.00 (+0.00%)
ETF-Level Metrics
AUM$410M
Holdings497
Top 10 Wt8.8%
Beta-0.05
% Profitable65%
Coverage1%
Portfolio Valuation
P/E-2604.8
P/B14.8
P/S-812.4
EV/EBITDA14.2
P/FCF99.3
PEG-33.77
Profitability & Returns
Gross Margin76.2%
Net Margin37.7%
ROE-1.4%
ROA-1.2%
ROIC-1.5%
Div Yield32.78%
Leverage & Liquidity
Debt/Equity0.00
Debt/Assets0.00
Net Debt/EBITDA61.4x
Interest Cov142.7x
Current Ratio7.57
Quick Ratio7.38
Growth (YoY)
Revenue-102.6%
Net Income+7258.9%
EPS+7097.7%
FCF+4210.6%
EBITDA+4316.9%
Rev CAGR 3Y-45.2%
Quality Scores
Piotroski F153.2
Altman Z-149.10
IS Quality291.1
IS Overall189.8
IS Value539.1
Median P/E11.9
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Other | 2 | 2.1% | — |
| Technology | 68 | 1.9% | 170.0 |
| Consumer Defensive | 19 | 1.6% | 26.3 |
| Basic Materials | 21 | 1.4% | -19.1 |
| Financial Services | 83 | 0.6% | 12.4 |
| Real Estate | 40 | 0.6% | 26.4 |
| Healthcare | 69 | 0.1% | 46.7 |
| Industrials | 78 | -0.7% | 20.9 |
| Utilities | 15 | -0.8% | 20.3 |
| Consumer Cyclical | 56 | -1.3% | 15.9 |
| Energy | 25 | -1.5% | 78.1 |
| Communication Services | 23 | -1.8% | 24.2 |
Smart Money Overlap
12 holdings with signals| Symbol | Company | Weight % | Signals | Badge | Insider Buys | Congress | Since Signal |
|---|---|---|---|---|---|---|---|
| MSFT | Microsoft Corporation | 0.66% | 4 | Bullish | 1 | 23 | -5.0% |
| FCX | Freeport-McMoRan Inc. | 0.65% | 4 | Bullish | 2 | 2 | +30.2% |
| BCRX | BioCryst Pharmaceuticals, Inc. | 0.44% | 4 | Bullish | 13 | 1 | +10.9% |
| VSAT | Viasat, Inc. | 0.31% | 4 | Bullish | 6 | 1 | +4.9% |
| STT | State Street Corporation | 0.25% | 4 | Bullish | 1 | 1 | -2.7% |
| JNJ | Johnson & Johnson | 0.25% | 4 | Bullish | 12 | 2 | -2.7% |
| ETN | Eaton Corporation plc | 0.10% | 4 | Bullish | 10 | 12 | -4.2% |
| MCD | McDonald's Corporation | -0.11% | 4 | Bullish | 11 | 1 | -5.2% |
| SRE | Sempra | -0.12% | 4 | Bullish | 7 | 1 | -0.9% |
| AON | Aon plc | -0.15% | 4 | Bullish | 1 | 3 | +2.4% |
| FCNCA | First Citizens BancShares, Inc. | -0.49% | 4 | Bullish | 9 | 1 | +1.1% |
| AJG | Arthur J. Gallagher & Co. | -0.57% | 4 | Bullish | 19 | 1 | -5.5% |
Showing 50 of 499 holdings
· Page 1 of 10
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | Vanguard Cmt Funds-Vanguard Market Liquidity Fund Private | — | 2.07% | $8.0M | 8,002,678 | — | — | — |
| 2 | Robinhood Markets Inc | HOOD | 0.97% | $3.7M | 26,182 | 33.8 | $63.8B | Financial Services |
| 3 | Primoris Services Corp | PRIM | 0.93% | $3.6M | 26,208 | 27.3 | $7.5B | Industrials |
| 4 | National Vision Holdings Inc | EYE | 0.92% | $3.6M | 122,329 | 71.2 | $2.1B | Consumer Cyclical |
| 5 | PriceSmart Inc | PSMT | 0.87% | $3.4M | 27,652 | 28.8 | $4.3B | Consumer Defensive |
| 6 | MasTec Inc | MTZ | 0.87% | $3.3M | 15,739 | 58.7 | $23.7B | Industrials |
| 7 | Tutor Perini Corp | TPC | 0.86% | $3.3M | 50,421 | 45.5 | $3.7B | Industrials |
| 8 | MGIC Investment Corp | MTG | 0.86% | $3.3M | 116,566 | 7.8 | $5.6B | Financial Services |
| 9 | Essent Group Ltd | ESNT | 0.84% | $3.3M | 51,162 | 7.9 | $5.5B | Financial Services |
| 10 | Adtalem Global Education Inc | ATGE | 0.83% | $3.2M | 20,851 | 15.3 | $3.9B | Consumer Defensive |
| 11 | Janus Henderson Group PLC | JHG | 0.83% | $3.2M | 71,972 | 9.5 | $7.8B | Financial Services |
| 12 | Organon & Co | OGN | 0.83% | $3.2M | 299,696 | 8.4 | $1.6B | Healthcare |
| 13 | Tenet Healthcare Corp | THC | 0.83% | $3.2M | 15,739 | 12.5 | $17.6B | Healthcare |
| 14 | Enova International Inc | ENVA | 0.82% | $3.2M | 27,390 | 10.8 | $3.4B | Financial Services |
| 15 | Travel + Leisure Co | TNL | 0.81% | $3.1M | 52,523 | 19.0 | $4.3B | Consumer Cyclical |
| 16 | Zions Bancorp NA | ZION | 0.80% | $3.1M | 54,712 | 8.8 | $8.0B | Financial Services |
| 17 | NMI Holdings Inc | NMIH | 0.80% | $3.1M | 80,301 | 7.3 | $2.8B | Financial Services |
| 18 | Cousins Properties Inc | CUZ | 0.79% | $3.0M | 105,362 | 90.4 | $3.7B | Real Estate |
| 19 | Legalzoom.com Inc | LZ | 0.79% | $3.0M | 292,595 | 71.2 | $1.1B | Industrials |
| 20 | Expedia Group Inc | EXPE | 0.78% | $3.0M | 14,187 | 22.3 | $27.5B | Consumer Cyclical |
| 21 | Griffon Corp | GFF | 0.78% | $3.0M | 39,720 | 68.3 | $3.2B | Industrials |
| 22 | Associated Banc-Corp | ASB | 0.78% | $3.0M | 116,737 | 8.5 | $4.1B | Financial Services |
| 23 | Globe Life Inc | GL | 0.78% | $3.0M | 20,966 | 9.5 | $10.9B | Financial Services |
| 24 | QUALCOMM Inc | QCOM | 0.77% | $3.0M | 17,906 | 25.9 | $138.7B | Technology |
| 25 | Domo Inc | DOMO | 0.77% | $3.0M | 187,061 | -2.5 | $149M | Technology |
| 26 | Comfort Systems USA Inc | FIX | 0.76% | $2.9M | 3,537 | 46.8 | $47.9B | Industrials |
| 27 | Bank of NT Butterfield & Son Ltd/The | NTB | 0.75% | $2.9M | 67,928 | 9.1 | $2.1B | Financial Services |
| 28 | CNO Financial Group Inc | CNO | 0.75% | $2.9M | 73,667 | 17.5 | $3.8B | Financial Services |
| 29 | Constellium SE | CSTM | 0.75% | $2.9M | 195,759 | 13.5 | $3.1B | Basic Materials |
| 30 | ADTRAN Holdings Inc | ADTN | 0.75% | $2.9M | 308,627 | -20.0 | $924M | Technology |
| 31 | Avista Corp | AVA | 0.75% | $2.9M | 76,549 | 16.2 | $3.2B | Utilities |
| 32 | Universal Health Services Inc | UHS | 0.75% | $2.9M | 14,138 | 7.9 | $11.8B | Healthcare |
| 33 | Arvinas Inc | ARVN | 0.74% | $2.9M | 337,610 | -8.8 | $703M | Healthcare |
| 34 | Penguin Solutions Inc | PENG | 0.74% | $2.8M | 108,243 | 36.8 | $921M | Technology |
| 35 | Teladoc Health Inc | TDOC | 0.73% | $2.8M | 366,201 | -4.7 | $954M | Healthcare |
| 36 | Alexander & Baldwin Inc | ALEX | 0.73% | $2.8M | 154,922 | 23.5 | $1.5B | Real Estate |
| 37 | Incyte Corp | INCY | 0.73% | $2.8M | 33,171 | 13.9 | $18.1B | Healthcare |
| 38 | Weatherford International PLC | WFRD | 0.72% | $2.8M | 40,419 | 14.4 | $6.2B | Energy |
| 39 | First Industrial Realty Trust Inc | FR | 0.71% | $2.7M | 53,225 | 30.5 | $7.6B | Real Estate |
| 40 | Interface Inc | TILE | 0.71% | $2.7M | 94,392 | 12.3 | $1.4B | Consumer Cyclical |
| 41 | SkyWest Inc | SKYW | 0.70% | $2.7M | 27,057 | 8.2 | $3.6B | Industrials |
| 42 | Cavco Industries Inc | CVCO | 0.70% | $2.7M | 4,668 | 19.7 | $3.6B | Consumer Cyclical |
| 43 | OFG Bancorp | OFG | 0.70% | $2.7M | 62,216 | 8.8 | $1.7B | Financial Services |
| 44 | Udemy Inc | UDMY | 0.68% | $2.6M | 376,852 | 178.0 | $676M | Consumer Defensive |
| 45 | Progressive Corp/The | PGR | 0.68% | $2.6M | 10,591 | 10.7 | $120.7B | Financial Services |
| 46 | MGM Resorts International | MGG.F | 0.67% | $2.6M | 74,821 | — | $8.6B | Consumer Cyclical |
| 47 | Virtu Financial Inc | VIRT | 0.67% | $2.6M | 72,505 | 7.5 | $6.2B | Financial Services |
| 48 | Brookfield Infrastructure Corp | BIPC | 0.66% | $2.5M | 61,773 | -19.1 | $4.9B | Utilities |
| 49 | Microsoft Corp | MSFT | 0.66% | $2.5M | 4,891 | 23.8 | $2.8T | Technology |
| 50 | Ionis Pharmaceuticals Inc | 0JDI.L | 0.66% | $2.5M | 38,701 | -30.2 | $11.3B | Healthcare |