Find A Portfolio/Ticker
Comparison Box
VMNIX: VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES (MUTUAL FUND)
Basic Info 14.04 0.05(0.36%) April 26
Asset Class: | Market Neutral |
MyPlanIQ Rating: | (80%) |
Start Date: | 12/14/1998 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 0.72% |
Expenses | 1.83% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/06/2007 |
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(%) | 0.9 | 6.6 | 22.7 | 16.2 | 7.6 | 3.5 | 3.3 | 2.7 | 1.6 | 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 | 2.98 | 3.0 | 1.91 | 0.88 | 0.4 | NA | NA | 0.2 | 1.26 | 1.48 | 3.41 | -1.6 | -2.48 | -0.11 | -1.35 | 0.53 | 1.03 | 1.17 | 2.54 | -0.41 | 2.08 | -0.36 | -2.1 | -1.73 | 1.07 | 0.61 | 1.47 | 0.69 | -1.55 | 1.25 | 0.45 | -0.99 | 0.36 | 6.82 |
Draw Down(%) | NA | 2.2 | 3.3 | 6.7 | 16.0 | 25.3 | NA | NA | 26.6 | 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 | 6.2 | 6.3 | 7.3 | 6.9 | 6.0 | NA | NA | 7.8 | 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 | 0.18 | 0.19 | 0.14 | 0.06 | 0.02 | NA | NA | 0.02 | 0.08 | 0.12 | 0.23 | -0.12 | -0.11 | -0.01 | -0.05 | 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 |
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 |
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 |
Yield(%) | N/A | 0.1 | 5.7 | 2.8 | 2.3 | 1.4 | 1.1 | 1.4 | N/A | 5.5 | 0.9 | 0.2 | 0.8 | 2.9 | 1.0 | 1.1 | 0.5 | 0.1 | 0.0 | 0.0 | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 5.4 | 4.5 | 1.7 | 0.0 | 0.0 | 0.3 | 2.9 | 7.6 | 4.0 | 0.5 |
Dividend Growth(%) | N/A | -98.5 | 590.0 | 55.8 | 266.7 | N/A | N/A | N/A | N/A | 580.0 | 400.0 | -75.0 | -75.8 | 175.0 | -7.7 | 116.7 | 500.0 | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | -100.0 | 20.4 | 184.2 | N/A | N/A | -100.0 | -88.5 | -69.4 | 102.4 | 740.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/06/2007
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Market Neutral Asset Class Trend Rankings |
Top Rated Funds in Market Neutral
Best Mutual Funds
- AGEAX (THE ARBITRAGE EVENT-DRIVEN FUND CLASS A) 0.35% (100%)
- ARBFX (THE ARBITRAGE FUND CLASS R) 0.24% (96%)
- MERFX (THE MERGER FUND THE MERGER FUND - INVESTOR CLASS SHARES) 0.29% (92%)
- GABCX (THE GABELLI ABC FUND CLASS AAA) 0.28% (84%)
- VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) 0.36% (80%)
- VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) 0.36% (76%)
- CMNIX (CALAMOS MARKET NEUTRAL INCOME FUND CLASS I) 0.56% (72%)
- ADANX (AQR DIVERSIFIED ARBITRAGE FUND CLASS N) 0.17% (68%)
- JMNAX (JPMORGAN RESEARCH MARKET NEUTRAL FUND CLASS A) 0.43% (60%)
- GADVX (THE GABELLI ABC FUND ADVISOR SHARES) 0.29% (44%)