Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VFTSX (VANGUARD FTSE SOCIAL INDEX FUND INVESTOR SHARES) | NA | 17.08% | 16.03% | 11.56% | 13.80% | 8.34% | NA | … | … |
Data as of 11/11/2019, Common starting date is 08/09/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFTSX (VANGUARD FTSE SOCIAL INDEX FUND INVESTOR SHARES) | 08/09/2000 | 11/11/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 17.08 | 16.03 | 11.56 | 13.80 | 8.34 | NA | … | … | 26.33 | -3.45 | 24.11 | 10.24 | 1.17 | 15.75 | 36.84 | 17.84 | -0.78 | 14.43 | 35.12 | -42.39 | -2.31 | 13.09 | 4.10 | 8.27 | 32.46 | -22.70 | -14.08 | -14.44 |
| Sharpe Ratio | NA | 0.82 | 1.12 | 0.77 | 0.86 | NA | NA | … | … | 2.14 | -0.27 | 3.22 | 0.71 | 0.07 | 1.31 | 3.10 | 1.31 | -0.03 | 0.74 | 1.06 | -0.95 | -0.31 | 0.90 | 0.19 | 0.61 | 1.72 | -0.84 | -0.66 | -1.36 |
| Standard Deviation(%) | NA | 16.11 | 13.38 | 14.13 | 15.67 | NA | NA | … | … | 13.80 | 17.60 | 7.33 | 14.08 | 15.86 | 12.01 | 11.89 | 13.72 | 24.62 | 19.43 | 33.15 | 45.59 | 17.01 | 10.88 | 10.41 | 12.03 | 18.44 | 28.26 | 25.33 | 27.06 |
| Draw Down(%) | NA | 15.54 | 19.19 | 19.19 | 19.19 | NA | NA | … | … | 6.97 | 19.19 | 2.89 | 12.11 | 12.13 | 7.63 | 5.68 | 11.22 | 18.85 | 16.71 | 29.92 | 54.18 | 12.84 | 7.50 | 8.73 | 9.90 | 12.66 | 35.96 | 33.68 | 21.43 |
| Yield(%) | 0.00 | 1.64 | 1.99 | 2.08 | 2.84 | 2.10 | 1.37 | … | … | 1.30 | 1.65 | 1.72 | 1.91 | 1.51 | 1.42 | 1.69 | 1.88 | 1.16 | 0.89 | 1.33 | 1.36 | 1.52 | 1.43 | 1.26 | 1.60 | 2.61 | 2.54 | 0.57 | 0.37 |
Data as of 11/11/2019, Common starting date is 08/09/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFTSX (VANGUARD FTSE SOCIAL INDEX FUND INVESTOR SHARES) |
-20.51%
Feb 2006 – Feb 2009 |
-10.76%
Feb 2004 – Feb 2009 |
-2.61%
Sep 2000 – Sep 2010 |
2.72%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFTSX (VANGUARD FTSE SOCIAL INDEX FUND INVESTOR SHARES) |
27.44%
Feb 2009 – Feb 2012 |
25.49%
Feb 2009 – Feb 2014 |
18.07%
Feb 2009 – Feb 2019 |
9.73%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart