Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VGOVX (VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND INVESTOR SHARES) | NA | 12.30% | 4.43% | 4.96% | NA | NA | NA | 4.86% |
Data as of 10/14/2019, AR inception is 05/15/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VGOVX (VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND INVESTOR SHARES) | 05/15/2013 | 10/14/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 12.30 | 4.43 | 4.96 | NA | NA | NA | 4.86 | 10.75 | -4.76 | 8.22 | 9.70 | 1.47 | 4.97 | -2.90 |
| Sharpe Ratio | NA | 3.02 | 0.88 | 1.06 | NA | NA | NA | 0.94 | 3.54 | -1.71 | 3.03 | 2.05 | 0.36 | 1.18 | -0.71 |
| Standard Deviation(%) | NA | 3.37 | 3.52 | 3.88 | NA | NA | NA | 4.12 | 3.49 | 3.57 | 2.52 | 4.61 | 4.02 | 4.18 | 6.45 |
| Draw Down(%) | NA | 1.66 | 5.50 | 6.42 | NA | NA | NA | 7.19 | 1.66 | 6.46 | 1.42 | 5.57 | 4.91 | 6.92 | 7.19 |
| Yield(%) | 0.00 | 4.69 | 4.28 | 4.39 | 2.69 | 1.79 | 1.34 | 4.48 | 3.53 | 4.04 | 4.61 | 4.77 | 4.63 | 4.37 | 1.99 |
Data as of 10/14/2019, AR inception is 05/15/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGOVX (VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND INVESTOR SHARES) |
3.73%
May 2015 - May 2018 |
3.57%
Oct 2013 - Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VGOVX (VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND INVESTOR SHARES) |
7.67%
Aug 2013 - Aug 2016 |
5.04%
Sep 2014 - Sep 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart