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VMNIX: VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info 13.65 0(0.0%) July 07
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (76%) |
Start Date: | 12/14/1998 |
Last Dividend Date: | 03/28/2025 |
12-Mo. Yield | 5.49% |
Expenses | 1.83% |
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Performance Analytics (As of 07/03/2025)
Not up-to-date? TryLast 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(%) | -0.2 | 3.5 | 4.6 | 9.2 | 9.9 | 3.8 | 3.6 | 2.4 | 2.8 | 5.9 | 12.3 | 13.5 | 23.4 | -11.6 | -9.5 | 0.7 | -4.8 | 2.7 | 5.5 | 4.4 | 8.7 | -1.4 | 7.9 | -1.0 | -11.3 | -13.9 | 10.1 | 6.7 | 10.1 | 4.2 | -7.2 | 15.8 | 11.2 | -9.7 | 7.6 | 2.5 |
Sharpe Ratio | NA | 0.58 | 0.21 | 0.88 | 1.14 | 0.37 | NA | NA | 0.18 | 0.37 | 1.35 | 1.47 | 3.41 | -1.6 | -2.49 | -0.12 | -1.36 | 0.53 | 1.03 | 1.17 | 2.54 | -0.41 | 2.07 | -0.36 | -2.11 | -1.73 | 1.04 | 0.59 | 1.45 | 0.68 | -1.56 | 1.25 | 0.44 | -1.0 | 0.35 | 6.79 |
Draw Down(%) | NA | 3.8 | 5.4 | 5.4 | 10.1 | 25.3 | NA | NA | 26.6 | 3.5 | 4.7 | 6.7 | 3.9 | 14.7 | 10.6 | 4.1 | 5.9 | 7.1 | 3.4 | 2.9 | 2.0 | 3.3 | 2.0 | 3.1 | 12.1 | 14.8 | 5.3 | 4.8 | 3.3 | 4.2 | 9.0 | 11.5 | 15.8 | 17.5 | 9.7 | 0.8 |
Standard Deviation(%) | NA | 7.1 | 6.6 | 6.6 | 7.1 | 6.3 | NA | NA | 7.8 | 6.2 | 6.5 | 8.2 | 6.9 | 7.4 | 4.4 | 6.1 | 4.1 | 4.7 | 5.4 | 3.7 | 3.4 | 3.6 | 3.8 | 3.1 | 5.4 | 8.5 | 6.7 | 5.7 | 5.4 | 4.7 | 5.1 | 11.7 | 20.2 | 14.0 | 12.0 | 9.7 |
Treynor Ratio | NA | 0.04 | 0.01 | 0.06 | 0.08 | 0.02 | NA | NA | 0.01 | 0.02 | 0.09 | 0.12 | 0.23 | -0.12 | -0.11 | -0.01 | -0.06 | 0.02 | 0.05 | 0.04 | 0.09 | -0.01 | 0.08 | -0.01 | -0.11 | -0.15 | 0.07 | 0.03 | 0.08 | 0.03 | -0.08 | 0.15 | 0.09 | -0.14 | 0.04 | 0.66 |
Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 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 | 0.0 | 0.0 | 0.0 |
Beta | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | NA | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
RSquared | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | NA | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
Yield(%) | N/A | 0.1 | 5.5 | 4.4 | 3.4 | 2.0 | 1.6 | 1.6 | N/A | 5.7 | 5.5 | 0.9 | 0.2 | 0.7 | 2.8 | 1.0 | 1.1 | 0.5 | 0.1 | 0.0 | 0.0 | 0.8 | 0.0 | 0.0 | 0.0 | 0.0 | 5.4 | 4.5 | 1.7 | 0.0 | 0.0 | 0.3 | 2.9 | 7.6 | 3.9 | 0.5 |
Dividend Growth(%) | N/A | -97.9 | 10.7 | 272.7 | 142.5 | 55.9 | N/A | N/A | N/A | 10.3 | 607.3 | 336.4 | -71.1 | -76.8 | 183.1 | -14.0 | 140.4 | 366.7 | N/A | -100.0 | -95.3 | N/A | N/A | N/A | N/A | -100.0 | 21.5 | 185.1 | N/A | N/A | -100.0 | -89.2 | -69.4 | 102.6 | 688.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/14/1998
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