VMNFX
Vanguard Market Neutral Fund Investor Shares
1W: +2.3%
1M: +4.5%
3M: +5.4%
YTD: +19.7%
1Y: +19.0%
3Y: +37.8%
5Y: +87.6%
$16.80
+0.05 (+0.30%)
Weekly Expected Move ±0.8%
$16
$17
$17
$17
$17
ETF-Level Metrics
AUM$468M
Holdings593
Top 10 Wt7.5%
Beta-0.02
% Profitable71%
Coverage1%
Portfolio Valuation
P/E3.2
P/B-1.4
P/S1.3
EV/EBITDA-2.7
P/FCF1.7
PEG0.02
Profitability & Returns
Gross Margin49.7%
Net Margin103.1%
ROE-81.8%
ROA-5.1%
ROIC41.1%
Div Yield-43.79%
Leverage & Liquidity
Debt/Equity7.09
Debt/Assets0.32
Net Debt/EBITDA3.8x
Interest Cov-1.0x
Current Ratio0.50
Quick Ratio0.50
Growth (YoY)
Revenue-113.6%
Net Income+1872.5%
EPS+1990.2%
FCF+700.6%
EBITDA+614.2%
Rev CAGR 3Y-65.0%
Quality Scores
Piotroski F186.5
Altman Z-188.21
IS Quality173.2
IS Overall149.9
IS Value890.0
Median P/E12.7
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Basic Materials | 28 | 3.4% | 10.8 |
| Technology | 82 | 3.3% | 5.3 |
| Other | 5 | 2.8% | — |
| Communication Services | 20 | 2.0% | 66.7 |
| Energy | 28 | 0.3% | 18.4 |
| Consumer Defensive | 24 | 0.1% | 27.3 |
| Healthcare | 88 | -0.1% | 11.0 |
| Utilities | 20 | -0.4% | 38.4 |
| Real Estate | 44 | -0.6% | 61.0 |
| Financial Services | 100 | -0.6% | 12.1 |
| Industrials | 83 | -3.8% | 51.2 |
| Consumer Cyclical | 76 | -4.2% | 31.1 |
Smart Money Overlap
8 holdings with signals| Symbol | Company | Weight % | Signals | Badge | Insider Buys | Congress | Since Signal |
|---|---|---|---|---|---|---|---|
| HOOD | Robinhood Markets, Inc. | 0.66% | 4 | Bullish | 4 | 3 | +36.7% |
| TFC | Truist Financial Corporation | 0.32% | 4 | Bullish | 1 | 2 | -4.1% |
| CDW | CDW Corporation | 0.21% | 4 | Bullish | 2 | 1 | -2.4% |
| CVNA | Carvana Co. | -0.12% | 4 | Bullish | 2 | 5 | +2.3% |
| CSGP | CoStar Group, Inc. | -0.28% | 4 | Bullish | 3 | 1 | -18.8% |
| GBCI | Glacier Bancorp, Inc. | -0.32% | 4 | Bullish | 1 | 2 | -6.3% |
| Q | Qnity Electronics, Inc. | -0.33% | 4 | Bullish | 1 | 2 | -4.9% |
| BRO | Brown & Brown, Inc. | -0.70% | 4 | Bullish | 2 | 2 | +1.3% |
Showing 50 of 598 holdings
· Page 1 of 12
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | Vanguard Cmt Funds-Vanguard Market Liquidity Fund Private | — | 2.40% | $10.3M | 10,346,194 | — | — | — |
| 2 | ADTRAN Holdings Inc | ADTN | 0.82% | $3.6M | 282,268 | -22.2 | $570M | Technology |
| 3 | MasTec Inc | MTZ | 0.78% | $3.3M | 10,409 | 34.0 | $17.3B | Industrials |
| 4 | Constellium SE | CSTM | 0.76% | $3.3M | 133,958 | 6.1 | $3.3B | Basic Materials |
| 5 | Vertiv Holdings Co | VRT | 0.76% | $3.3M | 13,131 | 55.8 | $97.1B | Industrials |
| 6 | Edison International | 0IFJ.L | 0.74% | $3.2M | 43,724 | 5.5 | $20.6B | Utilities |
| 7 | Travel + Leisure Co | TNL | 0.74% | $3.2M | 46,237 | 16.9 | $3.9B | Consumer Cyclical |
| 8 | Roku Inc | R35.F | 0.74% | $3.2M | 33,527 | 63.5 | $19.9B | Communication Services |
| 9 | Zions Bancorp NA | 0M3L.L | 0.73% | $3.2M | 54,712 | 8.0 | $9.3B | Financial Services |
| 10 | Outfront Media Inc | OUT | 0.73% | $3.1M | 118,298 | 20.2 | $5.1B | Real Estate |
| 11 | Leggett & Platt Inc | LEGT | 0.73% | $3.1M | 316,737 | 32.4 | $247M | Financial Services |
| 12 | KeyCorp | 0JQR.L | 0.72% | $3.1M | 156,007 | 11.6 | $20.8B | Financial Services |
| 13 | LendingClub Corp | LC | 0.72% | $3.1M | 217,677 | 11.3 | $2.2B | Financial Services |
| 14 | Slide Insurance Holdings Inc | SLDE | 0.72% | $3.1M | 172,798 | 5.2 | $2.8B | Financial Services |
| 15 | Bank of NT Butterfield & Son Ltd/The | NTB | 0.72% | $3.1M | 59,196 | 10.1 | $2.3B | Financial Services |
| 16 | Tutor Perini Corp | TPC | 0.72% | $3.1M | 40,003 | 36.8 | $4.6B | Industrials |
| 17 | Host Hotels & Resorts Inc | 0J66.L | 0.72% | $3.1M | 161,058 | 15.3 | $15.5B | Real Estate |
| 18 | Banc of California Inc | BANC | 0.71% | $3.1M | 175,161 | -43.3 | $2.7B | Financial Services |
| 19 | First Industrial Realty Trust Inc | FR | 0.71% | $3.1M | 53,225 | 21.6 | $7.9B | Real Estate |
| 20 | Coca-Cola Consolidated Inc | 0I0T.L | 0.71% | $3.1M | 16,027 | 23.8 | $15.1B | Consumer Defensive |
| 21 | Avista Corp | AVA | 0.71% | $3.1M | 76,549 | 12.7 | $3.0B | Utilities |
| 22 | Extreme Networks Inc | 0IJW.L | 0.71% | $3.1M | 203,184 | 72.1 | $3.1B | Technology |
| 23 | Weatherford International PLC | WFRD | 0.71% | $3.1M | 32,392 | 15.6 | $5.7B | Energy |
| 24 | Affiliated Managers Group Inc | AMG.L | 0.71% | $3.1M | 11,068 | — | $3M | Basic Materials |
| 25 | New Jersey Resources Corp | NJR | 0.71% | $3.1M | 55,584 | 14.2 | $5.2B | Utilities |
| 26 | Associated Banc-Corp | ASB | 0.70% | $3.0M | 116,737 | 10.0 | $5.5B | Financial Services |
| 27 | Lam Research Corp | LAR.DE | 0.69% | $3.0M | 14,033 | 21.3 | $97.2B | Technology |
| 28 | American Superconductor Corp | AMSC | 0.69% | $3.0M | 88,498 | 9.7 | $1.5B | Industrials |
| 29 | ProPetro Holding Corp | PUMP | 0.69% | $3.0M | 205,252 | -82.0 | $1.1B | Energy |
| 30 | Jefferies Financial Group Inc | JEF | 0.68% | $3.0M | 71,600 | 12.1 | $9.3B | Financial Services |
| 31 | American Assets Trust Inc | AAT | 0.68% | $3.0M | 160,304 | 73.8 | $1.3B | Real Estate |
| 32 | MGIC Investment Corp | MTG | 0.68% | $2.9M | 112,270 | 8.4 | $5.5B | Financial Services |
| 33 | Teradata Corp | 0LEE.L | 0.68% | $2.9M | 114,818 | 6.1 | $2.8B | Technology |
| 34 | Allstate Corp/The | 0HCZ.L | 0.68% | $2.9M | 14,188 | 4.4 | $58.8B | Financial Services |
| 35 | Globe Life Inc | GL | 0.68% | $2.9M | 20,966 | 10.9 | $12.9B | Financial Services |
| 36 | Incyte Corp | 0J9P.L | 0.67% | $2.9M | 30,949 | 14.2 | $22.8B | Healthcare |
| 37 | Willdan Group Inc | WLDN | 0.67% | $2.9M | 38,029 | 16.6 | $1.1B | Industrials |
| 38 | MaxLinear Inc | MXL | 0.67% | $2.9M | 167,318 | -89.0 | $9.6B | Technology |
| 39 | StoneCo Ltd | STNE | 0.67% | $2.9M | 205,842 | 3.8 | $2.3B | Technology |
| 40 | Robinhood Markets Inc | HOOD | 0.66% | $2.9M | 41,169 | 48.8 | $101.4B | Financial Services |
| 41 | Griffon Corp | GFF | 0.65% | $2.8M | 38,877 | 20.8 | $4.3B | Basic Materials |
| 42 | HF Sinclair Corp | DINO | 0.65% | $2.8M | 44,732 | 10.8 | $20.2B | Energy |
| 43 | PriceSmart Inc | PSMT | 0.64% | $2.8M | 18,478 | 32.8 | $5.3B | Consumer Defensive |
| 44 | Urban Edge Properties | UE | 0.64% | $2.8M | 138,723 | 36.6 | $2.5B | Real Estate |
| 45 | Enova International Inc | ENVA | 0.64% | $2.8M | 20,399 | 12.1 | $4.3B | Financial Services |
| 46 | Alcoa Corp | AAI.AX | 0.64% | $2.8M | 41,611 | 8.5 | $15.9B | Basic Materials |
| 47 | Western Alliance Bancorp | WAL | 0.64% | $2.8M | 38,819 | 8.5 | $8.3B | Financial Services |
| 48 | Tenet Healthcare Corp | THC | 0.64% | $2.7M | 14,544 | 9.9 | $20.8B | Healthcare |
| 49 | Cousins Properties Inc | CUZ | 0.63% | $2.7M | 119,858 | 681.5 | $4.6B | Real Estate |
| 50 | Horizon Bancorp Inc/IN | HBNC | 0.62% | $2.7M | 161,952 | -6.2 | $1000M | Financial Services |