Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VUVLX (VANGUARD U.S. VALUE FUND INVESTOR SHARES) | NA | 34.76% | 1.56% | 5.30% | 8.07% | 5.31% | 5.86% | 6.22% |
Data as of 04/05/2021, AR inception is 07/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VUVLX (VANGUARD U.S. VALUE FUND INVESTOR SHARES) | 07/18/2000 | 04/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 34.76 | 1.56 | 5.30 | 8.07 | 5.31 | 5.86 | 6.22 | -2.10 | -3.15 | 21.11 | -10.35 | 6.51 | 16.43 | -1.57 | 14.72 | 33.97 | 19.16 | 3.24 | 13.83 | 15.27 | -34.77 | -0.94 | 14.10 | 6.37 | 13.70 | 28.35 | -16.65 | 2.05 | 10.20 |
| Sharpe Ratio | NA | 1.88 | 0.02 | 0.21 | 0.40 | NA | NA | 0.24 | -0.50 | -0.09 | 1.59 | -0.72 | 0.59 | 1.07 | -0.10 | 1.29 | 2.82 | 1.44 | 0.13 | 0.70 | 0.52 | -0.82 | -0.24 | 1.02 | 0.38 | 1.12 | 1.68 | -0.74 | -0.03 | 1.29 |
| Standard Deviation(%) | NA | 23.58 | 25.12 | 21.07 | 18.92 | NA | NA | 20.41 | 16.27 | 38.73 | 12.38 | 16.32 | 10.02 | 15.11 | 15.33 | 11.42 | 12.04 | 13.40 | 24.95 | 19.71 | 29.29 | 43.49 | 16.76 | 10.53 | 10.95 | 11.35 | 16.40 | 23.94 | 16.50 | 15.01 |
| Draw Down(%) | NA | 12.43 | 42.04 | 42.04 | 42.04 | NA | NA | 58.36 | 8.05 | 42.04 | 7.34 | 20.71 | 5.81 | 12.58 | 12.84 | 7.93 | 5.68 | 10.62 | 21.03 | 17.37 | 31.55 | 47.92 | 13.98 | 7.57 | 7.44 | 8.49 | 15.77 | 32.30 | 18.37 | 8.28 |
| Yield(%) | 0.00 | 3.63 | 4.13 | 4.20 | 4.95 | 4.03 | 4.57 | 4.89 | 0.18 | 2.38 | 3.82 | 6.46 | 2.07 | 4.13 | 5.75 | 1.83 | 2.39 | 2.80 | 2.13 | 1.90 | 2.19 | 2.37 | 12.61 | 4.68 | 8.53 | 1.63 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/05/2021, AR inception is 07/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VUVLX (VANGUARD U.S. VALUE FUND INVESTOR SHARES) |
-17.78%
Feb 2006 - Feb 2009 |
-7.82%
Feb 2004 - Feb 2009 |
1.05%
Aug 2000 - Aug 2010 |
4.02%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VUVLX (VANGUARD U.S. VALUE FUND INVESTOR SHARES) |
25.30%
Sep 2011 - Sep 2014 |
23.07%
Feb 2009 - Feb 2014 |
14.41%
Feb 2009 - Feb 2019 |
9.11%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart