Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Vanguard ETFs Strategic Asset Allocation - Optimal Moderate | 0.46% | 4.44% | 3.08% | 7.84% | 4.88% | 6.01% | 5.96% | 5.81% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard ETFs Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 05/30/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | 4.44 | 3.08 | 7.84 | 4.88 | 6.01 | 5.96 | 5.81 | 0.46 | 7.74 | 10.17 | -12.83 | 5.76 | 15.42 | 18.01 | -5.86 | 11.08 | 7.57 | -2.38 | 5.69 | 10.92 | 10.91 | -0.21 | 16.81 | 23.69 | -23.26 | 9.01 | 12.84 | 8.45 | 9.69 | 16.84 | -12.40 | 9.42 |
| Sharpe Ratio | NA | 0.34 | 0.19 | 0.42 | 0.33 | NA | NA | 0.38 | 0.12 | 0.54 | 0.80 | -1.10 | 0.65 | 0.74 | 2.52 | -0.49 | 2.32 | 0.86 | -0.26 | 0.85 | 1.47 | 1.29 | -0.02 | 1.34 | 1.16 | -0.93 | 0.51 | 1.07 | 0.92 | 1.26 | 1.61 | -0.91 | 1.31 |
| Standard Deviation(%) | NA | 9.82 | 9.99 | 10.11 | 11.25 | NA | NA | 12.09 | 12.53 | 7.66 | 8.14 | 12.91 | 8.84 | 20.54 | 6.55 | 14.64 | 4.49 | 8.51 | 9.15 | 6.69 | 7.43 | 8.41 | 14.41 | 12.45 | 20.28 | 25.97 | 11.44 | 8.84 | 6.71 | 6.92 | 10.02 | 14.96 | 5.33 |
| Draw Down(%) | NA | 9.96 | 12.43 | 20.22 | 22.81 | NA | NA | 38.08 | 9.28 | 4.18 | 7.14 | 20.22 | 5.24 | 22.81 | 3.23 | 16.17 | 2.00 | 6.56 | 9.82 | 5.14 | 7.13 | 6.78 | 12.41 | 8.27 | 18.22 | 34.50 | 7.38 | 8.70 | 4.32 | 4.87 | 8.09 | 20.61 | 2.44 |
| Yield(%) | NA | 3.00 | 2.95 | 3.45 | 2.77 | NA | NA | 2.48 | NA | 0.72 | 2.90 | 2.92 | 2.70 | 4.59 | 3.29 | 2.13 | 0.56 | 3.55 | 2.15 | 2.28 | 2.63 | 3.13 | 2.66 | 2.76 | 2.90 | 2.98 | 2.57 | 2.66 | 2.15 | 1.03 | 0.83 | 0.79 | 2.23 |
Data as of 03/31/2025, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard ETFs Strategic Asset Allocation - Optimal Moderate |
-7.28%
Feb 2006 - Feb 2009 |
-0.86%
Feb 2004 - Feb 2009 |
3.94%
Oct 2013 - Oct 2023 |
4.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard ETFs Strategic Asset Allocation - Optimal Moderate |
20.98%
Feb 2009 - Feb 2012 |
15.36%
Feb 2009 - Feb 2014 |
9.62%
Feb 2009 - Feb 2019 |
8.32%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart