Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Vanguard Muni Bond Funds | NA | 4.66% | -0.60% | 0.60% | 2.15% | 3.01% | 3.47% | 3.88% |
Data as of 10/31/2024, AR inception is 03/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Muni Bond Funds | 03/01/2002 | 01/08/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.50 | 4.66 | -0.60 | 0.60 | 2.15 | 3.01 | 3.47 | 3.88 | NA | 3.67 | -1.64 | -5.44 | 4.55 | 0.86 | 8.63 | 1.61 | 3.94 | 0.39 | 4.11 | 7.23 | -2.35 | 9.37 | 7.31 | 2.56 | 11.53 | 3.82 | 2.82 | 2.73 | 4.34 | 4.99 | 6.34 | 5.08 |
| Sharpe Ratio | NA | -0.68 | -1.63 | -0.52 | 0.10 | NA | NA | 0.82 | 0.02 | -0.73 | -1.91 | -3.70 | 2.34 | 0.08 | 3.47 | 0.14 | 1.82 | 0.06 | 1.78 | 4.20 | -0.78 | 4.06 | 3.66 | 0.76 | 4.36 | 2.18 | -0.08 | -0.25 | 0.85 | 1.19 | 1.78 | 1.27 |
| Standard Deviation(%) | NA | 4.02 | 3.11 | 4.36 | 3.49 | NA | NA | 3.03 | 0.00 | 4.02 | 3.08 | 1.84 | 1.94 | 7.88 | 2.08 | 2.21 | 1.82 | 3.04 | 2.30 | 1.72 | 3.04 | 2.30 | 1.99 | 3.27 | 2.63 | 1.33 | 2.10 | 2.16 | 2.56 | 3.40 | 3.18 | 3.28 |
| Draw Down(%) | NA | 2.89 | 7.98 | 13.26 | 13.26 | NA | NA | 13.26 | 0.00 | 2.89 | 5.77 | 7.25 | 2.29 | 13.26 | 1.59 | 1.96 | 1.39 | 6.50 | 2.36 | 1.10 | 6.84 | 1.83 | 1.44 | 6.11 | 2.93 | 0.99 | 2.21 | 1.21 | 2.49 | 4.61 | 3.94 | 4.24 |
| Yield(%) | NA | 3.93 | 3.61 | 3.44 | 3.48 | NA | NA | 3.83 | NA | 1.54 | 4.12 | 1.94 | 4.23 | 2.41 | 3.99 | 4.07 | 2.29 | 3.69 | 3.89 | 3.16 | 2.30 | 4.01 | 2.94 | 4.66 | 4.24 | 3.30 | 4.27 | 4.33 | 4.62 | 4.77 | 4.98 | 4.49 |
Data as of 10/31/2024, AR inception is 03/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Muni Bond Funds |
-1.73%
May 2021 - May 2024 |
0.32%
May 2019 - May 2024 |
2.00%
May 2014 - May 2024 |
2.91%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Muni Bond Funds |
8.34%
Aug 2007 - Aug 2010 |
7.19%
Nov 2007 - Nov 2012 |
5.89%
Nov 2002 - Nov 2012 |
4.66%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison Chart