Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VCVLX (VANGUARD CAPITAL VALUE FUND INVESTOR SHARES) | NA | 0.53% | 3.41% | 3.45% | 8.51% | 5.99% | NA | … | … |
Data as of 07/24/2020, Common starting date is 12/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCVLX (VANGUARD CAPITAL VALUE FUND INVESTOR SHARES) | 12/26/2001 | 07/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.51 | 0.53 | 3.41 | 3.45 | 8.51 | 5.99 | NA | … | … | -9.29 | 32.95 | -13.86 | 13.01 | 11.81 | -9.62 | 5.54 | 43.87 | 22.35 | -13.96 | 20.21 | 81.46 | -48.83 | -7.89 | 18.90 | 4.21 | 15.38 | 41.74 | -28.75 | 0.79 |
| Sharpe Ratio | NA | -0.01 | 0.09 | 0.12 | 0.39 | NA | NA | … | … | -0.34 | 2.27 | -0.99 | 1.55 | 0.60 | -0.51 | 0.37 | 3.02 | 1.24 | -0.43 | 0.87 | 1.84 | -0.93 | -0.68 | 1.30 | 0.19 | 1.18 | 2.39 | -1.13 | 5.88 |
| Standard Deviation(%) | NA | 37.39 | 24.25 | 21.97 | 21.17 | NA | NA | … | … | 48.29 | 13.85 | 15.50 | 8.03 | 19.21 | 18.95 | 14.95 | 14.51 | 18.10 | 32.19 | 23.09 | 44.23 | 53.59 | 16.37 | 11.96 | 10.31 | 12.24 | 17.15 | 26.37 | 15.62 |
| Draw Down(%) | NA | 37.24 | 37.24 | 37.24 | 37.24 | NA | NA | … | … | 37.24 | 8.62 | 22.79 | 4.44 | 18.59 | 24.15 | 15.34 | 5.49 | 17.04 | 33.09 | 20.31 | 33.27 | 63.25 | 20.56 | 11.71 | 8.18 | 9.13 | 14.77 | 40.31 | 0.87 |
| Yield(%) | 1.20 | 3.31 | 2.63 | 3.57 | 6.52 | 5.35 | 4.77 | … | … | 1.08 | 2.54 | 2.25 | 2.14 | 1.86 | 8.85 | 11.66 | 13.05 | 2.10 | 2.14 | 0.90 | 0.61 | 0.79 | 12.20 | 10.12 | 4.94 | 1.26 | 0.80 | 0.00 | 0.00 |
Data as of 07/24/2020, Common starting date is 12/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCVLX (VANGUARD CAPITAL VALUE FUND INVESTOR SHARES) |
-23.21%
Feb 2006 – Feb 2009 |
-11.61%
Feb 2004 – Feb 2009 |
3.92%
Jan 2002 – Jan 2012 |
4.85%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCVLX (VANGUARD CAPITAL VALUE FUND INVESTOR SHARES) |
38.00%
Feb 2009 – Feb 2012 |
33.06%
Feb 2009 – Feb 2014 |
16.81%
Feb 2009 – Feb 2019 |
9.73%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart