Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VTGLX (Vanguard Tax-Managed Growth & Inc Adm) | NA | 16.48% | 9.35% | 13.59% | 5.36% | NA | NA | 4.62% |
Data as of 06/17/2014, AR inception is 11/15/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTGLX (Vanguard Tax-Managed Growth & Inc Adm) | 11/15/2001 | 06/17/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.48 | 9.35 | 13.59 | 5.36 | NA | NA | 4.62 | 2.17 | 32.25 | -3.77 | 2.10 | 14.99 | 26.59 | -37.00 | 5.46 | 15.77 | 4.93 | 10.87 | 28.13 | -22.64 | 0.29 |
| Sharpe Ratio | NA | 1.54 | 0.44 | 0.66 | 0.19 | NA | NA | 0.16 | 0.45 | 2.91 | -0.17 | 0.09 | 0.82 | 0.97 | -0.92 | 0.15 | 1.25 | 0.27 | 0.89 | 1.61 | -0.91 | 0.08 |
| Standard Deviation(%) | NA | 10.68 | 21.40 | 20.54 | 22.84 | NA | NA | 21.26 | 10.72 | 11.07 | 22.85 | 23.45 | 18.07 | 27.26 | 41.03 | 16.03 | 10.04 | 10.30 | 11.10 | 17.06 | 25.96 | 15.23 |
| Draw Down(%) | NA | 5.73 | 24.94 | 24.94 | 55.23 | NA | NA | 55.23 | 5.73 | 5.59 | 24.94 | 18.68 | 15.65 | 27.16 | 47.71 | 9.87 | 7.47 | 7.00 | 7.42 | 13.79 | 33.03 | 4.33 |
| Yield(%) | 0.00 | 2.09 | 2.37 | 2.85 | 2.25 | 1.64 | 1.23 | 2.05 | 0.47 | 2.25 | 2.38 | 1.49 | 2.01 | 2.44 | 1.91 | 1.93 | 1.90 | 1.87 | 1.99 | 1.41 | 0.62 | 0.00 |
Data as of 06/17/2014, AR inception is 11/15/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTGLX (Vanguard Tax-Managed Growth & Inc Adm) |
-15.11%
Feb 2006 - Feb 2009 |
-6.64%
Feb 2004 - Feb 2009 |
2.09%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTGLX (Vanguard Tax-Managed Growth & Inc Adm) |
25.55%
Feb 2009 - Feb 2012 |
18.46%
Feb 2009 - Feb 2014 |
6.52%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart