Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VNFGF (Vanguard Funds Public Limited Company - Vanguard FTSE Japan UCITS ETF) | NA | 21.23% | 1.32% | 5.43% | NA | NA | NA | 4.85% |
Data as of 03/19/2024, AR inception is 08/28/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VNFGF (Vanguard Funds Public Limited Company - Vanguard FTSE Japan UCITS ETF) | 08/28/2014 | 03/19/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.49 | 21.23 | 1.32 | 5.43 | NA | NA | NA | 4.85 | 13.22 | 13.49 | -17.82 | 0.54 | 16.23 | 8.52 | -10.28 | 21.31 | 3.60 | 4.78 | -3.20 |
| Sharpe Ratio | NA | 1.07 | -0.07 | 0.11 | NA | NA | NA | 0.07 | 5.08 | 0.34 | -0.35 | 0.01 | 0.17 | 0.29 | -0.05 | 0.32 | 0.05 | 0.08 | -0.73 |
| Standard Deviation(%) | NA | 22.75 | 30.47 | 38.26 | NA | NA | NA | 48.56 | 14.72 | 27.13 | 52.32 | 38.21 | 76.35 | 29.88 | 229.54 | 63.98 | 56.16 | 91.86 | 13.66 |
| Draw Down(%) | NA | 10.03 | 31.80 | 31.80 | NA | NA | NA | 31.80 | 0.01 | 10.03 | 26.84 | 7.19 | 24.12 | 4.01 | 29.65 | 1.63 | 3.00 | 5.48 | 4.66 |
| Yield(%) | 0.15 | 1.10 | 0.40 | 0.35 | 0.21 | 0.14 | 0.10 | 0.23 | 0.16 | 1.18 | 0.12 | 0.11 | 0.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/19/2024, AR inception is 08/28/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VNFGF (Vanguard Funds Public Limited Company - Vanguard FTSE Japan UCITS ETF) |
-3.22%
Sep 2019 - Sep 2022 |
2.44%
Feb 2019 - Feb 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VNFGF (Vanguard Funds Public Limited Company - Vanguard FTSE Japan UCITS ETF) |
16.28%
Feb 2018 - Feb 2021 |
6.36%
Jul 2018 - Jul 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart