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Minimum Volatility ETFs Failing Again?

In highly volatile markets, minimum volatility ETFs end up on the wrong side, or rebalance inappropriately. If it was a fluke in 2020, well, it is happening again. Of course, they are not adjusting in real-time, so this is understandable, but their names sound more reassuring.

Shorter-term YTD view from Stockcharts, LINK1

Longer-term 3-Yr view from PV, LINK2

Comments

  • edited March 2022
    VMVFX grabbed my attention in 2019.
    The fund generated category-beating 5 Yr trailing returns with considerably less volatility.
    The relative performance for VMVFX deteriorated from 2019-2021.
    Like most factor funds, minimum volatility funds will periodically underperform relevant indexes.
    I prefer funds which include dividend growth stocks or wide-moat stocks to somewhat dampen volatility.



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