Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VMNVX (VANGUARD GLOBAL MINIMUM VOLATILITY FUND ADMIRAL SHARES) | 8.71% | 9.95% | 9.36% | 8.16% | 7.13% | NA | NA | 8.54% |
Data as of 07/10/2025, AR inception is 12/17/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VMNVX (VANGUARD GLOBAL MINIMUM VOLATILITY FUND ADMIRAL SHARES) | 12/17/2013 | 07/10/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | 9.95 | 9.36 | 8.16 | 7.13 | NA | NA | 8.54 | 8.71 | 11.38 | 7.94 | -6.67 | 12.04 | -3.94 | 22.66 | -1.69 | 16.03 | 8.55 | 5.87 | 13.92 | 2.39 |
| Sharpe Ratio | NA | 0.70 | 0.64 | 0.61 | 0.46 | NA | NA | 0.58 | 1.22 | 0.60 | 0.49 | -0.62 | 1.39 | -0.15 | 2.94 | -0.30 | 2.80 | 0.81 | 0.53 | 1.94 | 19.73 |
| Standard Deviation(%) | NA | 11.46 | 9.75 | 10.07 | 12.44 | NA | NA | 11.91 | 13.08 | 8.02 | 7.57 | 12.94 | 8.64 | 26.87 | 7.22 | 10.04 | 5.52 | 10.32 | 11.00 | 7.15 | 4.74 |
| Draw Down(%) | NA | 7.93 | 10.07 | 12.93 | 33.11 | NA | NA | 33.11 | 7.93 | 5.96 | 4.83 | 12.84 | 5.03 | 33.11 | 3.67 | 11.51 | 2.49 | 6.86 | 7.87 | 4.36 | 0.05 |
| Yield(%) | 0.00 | 1.97 | 2.66 | 2.96 | 3.86 | 3.45 | 2.59 | 4.71 | 0.00 | 2.16 | 3.26 | 2.39 | 3.80 | 2.02 | 5.44 | 6.75 | 2.61 | 3.02 | 3.38 | 6.81 | 0.00 |
Data as of 07/10/2025, AR inception is 12/17/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMNVX (VANGUARD GLOBAL MINIMUM VOLATILITY FUND ADMIRAL SHARES) |
-0.99%
Sep 2019 - Sep 2022 |
2.72%
Sep 2018 - Sep 2023 |
6.86%
Dec 2014 - Dec 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VMNVX (VANGUARD GLOBAL MINIMUM VOLATILITY FUND ADMIRAL SHARES) |
11.91%
Nov 2016 - Nov 2019 |
10.57%
Sep 2014 - Sep 2019 |
7.91%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart