Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 11/11/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFWIX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INVESTOR SHARES) | NA | 13.88% | 9.59% | 4.43% | 4.52% | NA | NA | 2.65% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFWIX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INVESTOR SHARES) | 03/15/2007 | 11/11/2019 |
The return data shown below all have the same latest date: 11/11/2019.
AR inception is since 03/15/2007.
AR inception is since 03/15/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 13.88 | 9.59 | 4.43 | 4.52 | NA | NA | 2.65 | 17.80 | -14.03 | 27.15 | 4.61 | -4.78 | -4.21 | 14.34 | 18.35 | -14.41 | 11.69 | 36.12 | -45.42 | 15.96 |
| Sharpe Ratio | NA | 0.88 | 0.78 | 0.28 | 0.26 | NA | NA | 0.09 | 1.76 | -1.12 | 3.71 | 0.26 | -0.31 | -0.39 | 1.15 | 1.14 | -0.54 | 0.55 | 1.20 | -1.05 | 0.90 |
| Standard Deviation(%) | NA | 11.97 | 10.93 | 13.41 | 16.16 | NA | NA | 21.27 | 11.01 | 13.71 | 7.17 | 17.13 | 15.54 | 10.91 | 12.49 | 16.26 | 26.51 | 21.15 | 29.97 | 44.14 | 19.37 |
| Draw Down(%) | NA | 8.79 | 22.46 | 24.74 | 26.82 | NA | NA | 62.57 | 7.96 | 22.46 | 2.05 | 12.02 | 18.42 | 13.02 | 11.09 | 16.16 | 26.82 | 18.23 | 27.81 | 56.27 | 12.93 |
| Yield(%) | 0.00 | 3.08 | 3.23 | 2.75 | 2.84 | 1.67 | 1.25 | 2.09 | 2.27 | 2.59 | 3.13 | 2.95 | 2.62 | 3.17 | 2.77 | 3.12 | 2.42 | 2.19 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFWIX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INVESTOR SHARES) |
-12.17%
Jun 2007 - Jun 2010 |
-6.41%
May 2007 - May 2012 |
0.49%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFWIX (VANGUARD FTSE ALL-WORLD EX-US INDEX FUND INVESTOR SHARES) |
22.48%
Feb 2009 - Feb 2012 |
17.12%
Feb 2009 - Feb 2014 |
9.66%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart