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VMNFX: VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES (MUTUAL FUND)
Basic Info 13.44 0.06(0.45%) May 08
| Asset Class: | Market Neutral |
| MyPlanIQ Rating: | (80%) |
| Start Date: | 12/14/1998 |
| Last Dividend Date: | 12/30/2024 |
| 12-Mo. Yield | 5.24% |
| Expenses | 1.83% |
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Performance Analytics (As of 05/02/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/14/1998 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 1.1 | 1.4 | 2.4 | 7.8 | 9.3 | 3.4 | 3.4 | 2.3 | 2.6 | 5.8 | 12.2 | 13.5 | 23.2 | -11.6 | -9.6 | 0.6 | -4.9 | 2.5 | 5.5 | 4.3 | 8.6 | -1.6 | 7.9 | -0.8 | -11.5 | -13.9 | 9.8 | 6.5 | 9.6 | 3.9 | -7.5 | 15.4 | 10.9 | -9.9 | 7.2 | 2.3 |
| Sharpe Ratio | NA | -0.27 | -1.0 | 0.47 | 0.92 | 0.26 | NA | NA | 0.14 | -0.13 | 1.25 | 1.47 | 3.44 | -1.61 | -2.5 | -0.12 | -1.35 | 0.49 | 1.02 | 1.16 | 2.49 | -0.46 | 2.01 | -0.3 | -2.13 | -1.74 | 1.03 | 0.58 | 1.4 | 0.62 | -1.63 | 1.22 | 0.43 | -1.0 | 0.32 | 6.09 |
| Draw Down(%) | NA | 3.9 | 5.4 | 6.7 | 10.1 | 25.4 | NA | NA | 27.1 | 3.5 | 4.7 | 6.7 | 4.0 | 14.6 | 10.7 | 4.1 | 5.9 | 7.2 | 3.4 | 2.9 | 2.0 | 3.4 | 2.0 | 3.2 | 12.2 | 14.8 | 5.2 | 4.8 | 3.3 | 4.3 | 9.2 | 11.6 | 15.8 | 17.6 | 9.8 | 0.8 |
| Standard Deviation(%) | NA | 7.5 | 6.6 | 6.8 | 7.1 | 6.2 | NA | NA | 7.8 | 6.1 | 6.4 | 8.3 | 6.7 | 7.3 | 4.4 | 6.0 | 4.1 | 4.7 | 5.4 | 3.7 | 3.4 | 3.6 | 3.9 | 3.1 | 5.4 | 8.5 | 6.6 | 5.7 | 5.4 | 4.7 | 5.0 | 11.7 | 20.2 | 14.1 | 12.1 | 9.7 |
| Treynor Ratio | NA | -0.02 | -0.11 | 0.04 | 0.07 | 0.02 | NA | NA | 0.01 | -0.01 | 0.08 | 0.12 | 0.24 | -0.12 | -0.11 | -0.01 | -0.06 | 0.02 | 0.06 | 0.04 | 0.09 | -0.02 | 0.08 | -0.01 | -0.12 | -0.15 | 0.07 | 0.03 | 0.08 | 0.03 | -0.08 | 0.14 | 0.09 | -0.14 | 0.04 | 0.59 |
| Alpha | NA | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | NA | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 |
| Beta | NA | 1.0 | 0.6 | 0.83 | 0.89 | 0.92 | NA | NA | 0.98 | 0.57 | 0.98 | 1.0 | 0.98 | 0.99 | 0.98 | 0.98 | 1.0 | 1.0 | 0.99 | 0.96 | 0.98 | 0.97 | 1.01 | 0.95 | 1.0 | 0.99 | 0.99 | 0.99 | 0.98 | 0.99 | 0.97 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
| RSquared | NA | 1.0 | 0.58 | 0.82 | 0.88 | 0.91 | NA | NA | 0.97 | 0.55 | 0.98 | 0.99 | 0.98 | 0.99 | 0.96 | 0.99 | 0.97 | 0.98 | 0.98 | 0.95 | 0.95 | 0.93 | 0.96 | 0.91 | 0.97 | 0.99 | 0.99 | 0.98 | 0.98 | 0.97 | 0.97 | 1.0 | 1.0 | 1.0 | 0.98 | 1.0 |
| Yield(%) | N/A | 0.0 | 5.3 | 4.1 | 3.3 | 1.9 | 1.5 | 1.5 | N/A | 5.6 | 5.5 | 0.8 | 0.2 | 0.7 | 2.8 | 0.9 | 1.0 | 0.4 | 0.0 | 0.0 | 0.0 | 0.4 | 0.0 | 0.2 | 0.0 | 0.0 | 5.0 | 4.1 | 1.3 | 0.0 | 0.0 | 0.2 | 2.7 | 5.9 | 3.8 | 0.4 |
| Dividend Growth(%) | N/A | -100.0 | 8.7 | 276.6 | 153.2 | 67.5 | N/A | N/A | N/A | 10.4 | 623.7 | 447.1 | -76.4 | -77.6 | 194.1 | -11.8 | 164.3 | 2250.0 | N/A | -100.0 | -93.3 | N/A | -100.0 | N/A | N/A | -100.0 | 23.1 | 235.4 | N/A | N/A | -100.0 | -91.6 | -62.0 | 62.9 | 880.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/14/1998
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