Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) | 3.96% | 4.55% | 9.25% | 10.12% | 3.69% | 3.55% | 2.33% | 2.75% |
Data as of 07/01/2025, AR inception is 12/14/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) | 12/14/1998 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.73 | 4.55 | 9.25 | 10.12 | 3.69 | 3.55 | 2.33 | 2.75 | 3.96 | 5.82 | 12.23 | 13.48 | 23.24 | -11.58 | -9.57 | 0.59 | -4.89 | 2.53 | 5.50 | 4.26 | 8.59 | -1.59 | 7.91 | -0.83 | -11.49 | -13.89 | 9.79 | 6.53 | 9.64 | 3.88 | -7.52 | 15.42 | 10.92 | -9.93 | 7.15 | 2.33 |
| Sharpe Ratio | NA | 0.34 | 0.91 | 1.12 | 0.38 | NA | NA | 0.17 | 0.67 | 0.36 | 1.35 | 1.46 | 3.44 | -1.61 | -2.51 | -0.13 | -1.35 | 0.49 | 1.02 | 1.16 | 2.49 | -0.46 | 2.01 | -0.30 | -2.13 | -1.74 | 1.01 | 0.55 | 1.38 | 0.61 | -1.64 | 1.22 | 0.43 | -1.01 | 0.31 | 6.06 |
| Standard Deviation(%) | NA | 6.71 | 6.62 | 7.08 | 6.25 | NA | NA | 7.77 | 7.16 | 6.14 | 6.42 | 8.26 | 6.75 | 7.31 | 4.40 | 6.03 | 4.12 | 4.71 | 5.37 | 3.67 | 3.43 | 3.60 | 3.92 | 3.09 | 5.45 | 8.50 | 6.62 | 5.69 | 5.35 | 4.71 | 5.02 | 11.69 | 20.16 | 14.08 | 12.11 | 9.71 |
| Draw Down(%) | NA | 5.44 | 5.44 | 10.10 | 25.43 | NA | NA | 27.13 | 3.86 | 3.52 | 4.68 | 6.75 | 4.00 | 14.63 | 10.67 | 4.13 | 5.88 | 7.20 | 3.36 | 2.93 | 1.97 | 3.42 | 2.00 | 3.22 | 12.22 | 14.83 | 5.23 | 4.84 | 3.29 | 4.32 | 9.22 | 11.57 | 15.77 | 17.61 | 9.80 | 0.85 |
| Yield(%) | 0.00 | 5.40 | 4.29 | 3.32 | 1.94 | 1.54 | 1.53 | 1.81 | 0.11 | 5.60 | 5.46 | 0.85 | 0.19 | 0.71 | 2.78 | 0.94 | 1.00 | 0.39 | 0.02 | 0.00 | 0.03 | 0.43 | 0.00 | 0.21 | 0.00 | 0.00 | 5.01 | 4.13 | 1.34 | 0.00 | 0.00 | 0.21 | 2.73 | 5.88 | 3.80 | 0.39 |
Data as of 07/01/2025, AR inception is 12/14/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) |
-8.91%
Dec 2007 - Dec 2010 |
-4.80%
Feb 2016 - Feb 2021 |
-0.69%
Sep 2002 - Sep 2012 |
-0.85%
Dec 2005 - Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMNFX (VANGUARD MARKET NEUTRAL FUND INVESTOR SHARES) |
16.68%
Jan 2021 - Jan 2024 |
10.21%
May 2020 - May 2025 |
3.71%
Jun 2015 - Jun 2025 |
3.55%
Sep 2009 - Sep 2024 |
Annualized Rolling Returns Comparison Chart