Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGCIX (VANGUARD GLOBAL CREDIT BOND FUND INVESTOR SHARES) | NA | -20.49% | -6.08% | NA | NA | NA | NA | -7.22% |
Data as of 05/04/2015, AR inception is 03/17/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGCIX (VANGUARD GLOBAL CREDIT BOND FUND INVESTOR SHARES) | 03/17/2011 | 05/04/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.02 | -20.49 | -6.08 | NA | NA | NA | NA | -7.22 | 0.41 | -18.90 | -3.50 | 7.09 | -11.93 |
| Sharpe Ratio | NA | -1.19 | -0.37 | NA | NA | NA | NA | -0.35 | 0.06 | -1.25 | -0.23 | 0.38 | -0.50 |
| Standard Deviation(%) | NA | 17.69 | 16.51 | NA | NA | NA | NA | 19.89 | 20.59 | 15.17 | 15.27 | 18.62 | 29.43 |
| Draw Down(%) | NA | 28.47 | 31.35 | NA | NA | NA | NA | 36.65 | 8.29 | 26.69 | 17.41 | 18.71 | 28.31 |
| Yield(%) | 0.00 | 0.00 | 0.68 | 0.44 | 0.22 | 0.15 | 0.11 | 0.55 | 0.00 | 0.00 | 0.00 | 2.00 | 0.37 |
Data as of 05/04/2015, AR inception is 03/17/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGCIX (VANGUARD GLOBAL CREDIT BOND FUND INVESTOR SHARES) |
-9.06%
Mar 2012 - Mar 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGCIX (VANGUARD GLOBAL CREDIT BOND FUND INVESTOR SHARES) |
1.65%
Sep 2011 - Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart