Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VCSVX (SMALL CAP VALUE FUND SMALL CAP VALUE FUND) | NA | 8.43% | 11.42% | 7.27% | 10.14% | 5.82% | 5.82% | … | … |
Data as of 03/02/2022, Common starting date is 11/25/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCSVX (SMALL CAP VALUE FUND SMALL CAP VALUE FUND) | 11/25/1998 | 03/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.00 | 8.43 | 11.42 | 7.27 | 10.14 | 5.82 | 5.82 | … | … | -2.69 | 28.36 | 4.67 | 19.20 | -15.57 | 4.93 | 30.07 | -6.52 | 5.54 | 36.21 | 15.06 | -7.76 | 25.82 | 23.00 | -35.50 | -12.07 | 10.86 | -6.02 | 13.66 | 39.25 | -13.89 | 7.09 | 22.16 | -6.57 | 2.62 |
| Sharpe Ratio | NA | 0.53 | 0.35 | 0.25 | 0.46 | NA | NA | … | … | -1.36 | 2.02 | 0.09 | 1.12 | -1.02 | 0.33 | 1.65 | -0.42 | 0.39 | 2.58 | 0.92 | -0.24 | 1.05 | 0.61 | -0.77 | -0.76 | 0.44 | -0.43 | 0.90 | 2.47 | -0.67 | 0.27 | 1.00 | -0.95 | 2.48 |
| Standard Deviation(%) | NA | 15.68 | 31.08 | 25.86 | 21.41 | NA | NA | … | … | 11.46 | 23.14 | 47.97 | 15.89 | 16.57 | 13.06 | 18.04 | 15.54 | 14.11 | 14.03 | 16.53 | 33.05 | 24.46 | 37.70 | 46.99 | 19.86 | 17.15 | 18.88 | 14.06 | 15.62 | 22.36 | 17.87 | 18.15 | 10.31 | 11.36 |
| Draw Down(%) | NA | 10.16 | 44.95 | 48.53 | 48.53 | NA | NA | … | … | 2.69 | 10.16 | 44.95 | 12.41 | 26.21 | 8.21 | 13.37 | 15.10 | 12.60 | 6.00 | 13.83 | 31.88 | 20.67 | 35.05 | 48.24 | 19.92 | 11.23 | 14.78 | 8.62 | 14.62 | 34.86 | 20.37 | 9.77 | 15.86 | 3.69 |
| Yield(%) | 0.00 | 0.69 | 6.70 | 6.10 | 8.66 | 5.16 | 5.13 | … | … | 0.00 | 0.83 | 3.57 | 18.77 | 7.77 | 4.35 | 13.50 | 13.25 | 10.96 | 0.00 | 2.52 | 3.78 | 1.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.70 | 0.66 | 0.50 | 1.00 | 3.78 | 16.19 | 4.20 | 1.47 |
Data as of 03/02/2022, Common starting date is 11/25/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCSVX (SMALL CAP VALUE FUND SMALL CAP VALUE FUND) |
-23.66%
Feb 2006 – Feb 2009 |
-13.44%
Feb 2004 – Feb 2009 |
-1.68%
Feb 1999 – Feb 2009 |
0.97%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCSVX (SMALL CAP VALUE FUND SMALL CAP VALUE FUND) |
27.20%
Feb 2009 – Feb 2012 |
24.24%
Feb 2009 – Feb 2014 |
14.51%
Feb 2009 – Feb 2019 |
7.54%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart