Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VDMIX (Vanguard Developed Markets Index Inv) | NA | 13.75% | 5.71% | 13.80% | 6.51% | NA | NA | … | … |
Data as of 04/23/2014, Common starting date is 07/17/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VDMIX (Vanguard Developed Markets Index Inv) | 07/17/2000 | 04/23/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.75 | 5.71 | 13.80 | 6.51 | NA | NA | … | … | -0.61 | 21.84 | 18.83 | -12.53 | 8.54 | 28.16 | -41.56 | 10.98 | 26.18 | 13.33 | 20.24 | 36.06 | -15.74 | -23.37 | -12.79 |
| Sharpe Ratio | NA | 1.08 | 0.28 | 0.67 | 0.24 | NA | NA | … | … | -0.16 | 1.68 | 1.13 | -0.45 | 0.39 | 0.97 | -1.00 | 0.45 | 1.64 | 1.07 | 1.46 | 2.29 | -0.75 | -1.37 | -2.14 |
| Standard Deviation(%) | NA | 12.72 | 19.98 | 20.58 | 22.92 | NA | NA | … | … | 12.51 | 12.97 | 16.82 | 27.87 | 21.84 | 29.07 | 42.51 | 17.75 | 14.04 | 10.48 | 13.18 | 15.45 | 22.51 | 19.09 | 13.95 |
| Draw Down(%) | NA | 10.05 | 25.66 | 25.66 | 60.85 | NA | NA | … | … | 6.30 | 10.05 | 16.42 | 25.66 | 19.52 | 29.58 | 53.72 | 11.98 | 15.20 | 6.82 | 9.41 | 16.16 | 27.52 | 32.56 | 15.38 |
| Yield(%) | 0.00 | 2.88 | 2.94 | 3.87 | 3.50 | 1.89 | 1.42 | … | … | 0.00 | 3.01 | 3.86 | 3.05 | 2.87 | 1.43 | 2.95 | 3.09 | 2.90 | 2.39 | 2.41 | 0.00 | 1.67 | 0.00 | 0.00 |
Data as of 04/23/2014, Common starting date is 07/17/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VDMIX (Vanguard Developed Markets Index Inv) |
-15.42%
Feb 2006 – Feb 2009 |
-7.19%
May 2007 – May 2012 |
0.52%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VDMIX (Vanguard Developed Markets Index Inv) |
30.21%
Mar 2003 – Mar 2006 |
23.11%
Sep 2002 – Sep 2007 |
9.59%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart