VettaFi Factor Quality Low Volatility Index
The VettaFi Quality Low Volatility index measures the performance of US Large Cap companies that exhibit highest quality-low volatility multi factor composite score. The index is subject to sector, security weight and turnover constraints. Sector constraints for Low Vol is based on universe sector weight and sector inverse volatility weights.
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| As September 12, 2024 | Index Level | 3-Month | 6-Month | 1-Year | YTD |
| Price Return | 5,495.7 | 5.8% | 9.5% | 20.3% | 15.9% |
| Total Return | 9,650.8 | 6.2% | 10.5% | 22.3% | 17.3% |
| Net Total Return | 8,162.2 | 6.1% | 10.2% | 21.7% | 16.9% |
| Index Level | 5,495.7 |
|---|---|
| 3-Month | 5.8% |
| 6-Month | 9.5% |
| 1-Year | 20.3% |
| YTD | 15.9% |
| Index Level | 9,650.8 |
|---|---|
| 3-Month | 6.2% |
| 6-Month | 10.5% |
| 1-Year | 22.3% |
| YTD | 17.3% |
| Index Level | 8,162.2 |
|---|---|
| 3-Month | 6.1% |
| 6-Month | 10.2% |
| 1-Year | 21.7% |
| YTD | 16.9% |
As of September 12, 2024
Characteristics
| Index Symbol (Price Return) | VFQLVP |
| Index Symbol (Total Return) | VFQLVT |
| Index Symbol (Net Total Return) | VFQLVN |
| Number of Constituents | 116 |
| Market Capitalization | $18.5 Trillion |
| Adjusted Market Capitalization | $18.2 Trillion |
| Rebalancings | Semi-Annual |
| Dividend Yield | 1.57% |
Composition
Top Index Constituents
As of September 13, 2024
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