Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) | 1.71% | 3.14% | 8.60% | 9.45% | 3.46% | 3.44% | 2.38% | 2.81% |
Data as of 07/14/2025, AR inception is 12/14/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) | 12/14/1998 | 07/14/2025 |
| 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 (%) | -1.76 | 3.14 | 8.60 | 9.45 | 3.46 | 3.44 | 2.38 | 2.81 | 1.71 | 5.90 | 12.33 | 13.47 | 23.39 | -11.58 | -9.48 | 0.65 | -4.83 | 2.70 | 5.52 | 4.38 | 8.66 | -1.39 | 7.94 | -1.03 | -11.28 | -13.90 | 10.05 | 6.75 | 10.05 | 4.19 | -7.24 | 15.78 | 11.18 | -9.74 | 7.58 | 2.54 |
| Sharpe Ratio | NA | 0.04 | 0.84 | 1.06 | 0.32 | NA | NA | 0.17 | 0.06 | 0.37 | 1.35 | 1.47 | 3.41 | -1.60 | -2.49 | -0.12 | -1.36 | 0.53 | 1.03 | 1.17 | 2.54 | -0.41 | 2.07 | -0.36 | -2.11 | -1.73 | 1.04 | 0.59 | 1.45 | 0.68 | -1.56 | 1.25 | 0.44 | -1.00 | 0.35 | 6.79 |
| Standard Deviation(%) | NA | 6.61 | 6.61 | 7.12 | 6.27 | NA | NA | 7.77 | 7.06 | 6.17 | 6.48 | 8.22 | 6.85 | 7.37 | 4.39 | 6.08 | 4.06 | 4.68 | 5.35 | 3.72 | 3.39 | 3.59 | 3.81 | 3.10 | 5.41 | 8.55 | 6.66 | 5.68 | 5.37 | 4.69 | 5.11 | 11.72 | 20.17 | 13.99 | 12.04 | 9.72 |
| Draw Down(%) | NA | 5.36 | 5.36 | 10.14 | 25.30 | NA | NA | 26.56 | 3.80 | 3.47 | 4.68 | 6.69 | 3.92 | 14.67 | 10.62 | 4.15 | 5.89 | 7.15 | 3.37 | 2.94 | 1.98 | 3.34 | 2.01 | 3.14 | 12.11 | 14.84 | 5.25 | 4.77 | 3.30 | 4.25 | 9.04 | 11.51 | 15.77 | 17.50 | 9.68 | 0.85 |
| Yield(%) | 0.00 | 5.51 | 4.37 | 3.35 | 1.99 | 1.62 | 1.65 | 1.98 | 0.12 | 5.67 | 5.53 | 0.88 | 0.24 | 0.75 | 2.84 | 1.00 | 1.09 | 0.46 | 0.10 | 0.00 | 0.04 | 0.83 | 0.00 | 0.00 | 0.00 | 0.00 | 5.39 | 4.50 | 1.72 | 0.00 | 0.00 | 0.29 | 2.88 | 7.57 | 3.94 | 0.51 |
Data as of 07/14/2025, 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 |
|---|---|---|---|---|
| VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) |
-8.91%
Dec 2007 - Dec 2010 |
-4.75%
Feb 2016 - Feb 2021 |
-0.60%
Dec 2007 - Dec 2017 |
-0.77%
Dec 2005 - Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMNIX (VANGUARD MARKET NEUTRAL FUND INSTITUTIONAL SHARES) |
16.76%
Jan 2021 - Jan 2024 |
10.30%
May 2020 - May 2025 |
3.79%
Jun 2015 - Jun 2025 |
3.61%
Sep 2009 - Sep 2024 |
Annualized Rolling Returns Comparison Chart