Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/16/2014.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| VFLTX (Vanguard FL Focused L/T Tax-Exempt Inv) | 5.22% | NA | -6.53% | 4.94% | 4.34% | 3.49% | 4.38% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFLTX (Vanguard FL Focused L/T Tax-Exempt Inv) | 06/21/1996 | 01/16/2014 |
The return data shown below all have the same latest date: 01/16/2014.
AR inception is since 06/21/1996.
AR inception is since 06/21/1996.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.53 | 4.94 | 4.34 | 3.49 | 4.38 | NA | 5.22 | 0.00 | -5.69 | 7.61 | 10.57 | 1.32 | 14.46 | -5.07 | 3.46 | 4.54 | 2.61 | 4.11 | 4.98 | 10.42 | 4.58 | 13.27 | -2.73 | 6.72 | 8.99 | 7.15 |
| Sharpe Ratio | NA | -1.99 | 1.73 | 1.38 | 0.66 | NA | NA | 0.26 | 0.00 | -1.72 | 3.26 | 3.53 | 0.37 | 3.86 | -0.87 | 0.16 | 0.52 | 0.16 | 0.75 | 1.04 | 2.51 | 0.72 | 3.01 | -2.01 | 1.03 | -13.74 | 2.19 |
| Standard Deviation(%) | NA | 3.30 | 2.84 | 3.11 | 3.70 | NA | NA | 3.63 | NA | 3.32 | 2.34 | 2.98 | 3.38 | 3.72 | 6.88 | 2.68 | 2.39 | 2.82 | 4.23 | 4.12 | 3.71 | 3.19 | 3.06 | 2.96 | 3.32 | 3.35 | 4.80 |
| Draw Down(%) | NA | 7.66 | 7.66 | 7.66 | 11.55 | NA | NA | 11.55 | 0.00 | 7.66 | 2.01 | 2.98 | 6.01 | 2.65 | 11.55 | 1.95 | 1.56 | 3.17 | 6.28 | 6.32 | 4.20 | 4.13 | 3.45 | 5.99 | 2.30 | 2.62 | 2.58 |
| Yield(%) | 0.00 | 1.77 | 3.41 | 3.74 | 3.90 | 4.38 | 4.30 | 5.06 | 0.00 | 1.79 | 3.96 | 3.76 | 3.93 | 4.74 | 4.41 | 4.89 | 4.57 | 4.64 | 4.41 | 4.72 | 4.99 | 5.09 | 5.31 | 4.76 | 5.64 | 5.17 | 3.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFLTX (Vanguard FL Focused L/T Tax-Exempt Inv) |
0.88%
Dec 2005 - Dec 2008 |
1.87%
Dec 2003 - Dec 2008 |
3.62%
Dec 2003 - Dec 2013 |
4.40%
Dec 1998 - Dec 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFLTX (Vanguard FL Focused L/T Tax-Exempt Inv) |
10.37%
May 2000 - May 2003 |
7.76%
Jan 2000 - Jan 2005 |
5.92%
Aug 1996 - Aug 2006 |
5.53%
Jan 1997 - Jan 2012 |
Annualized Rolling Returns Comparison Chart