Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/05/2021.
| 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 | 43.76% | 3.78% | 6.70% | 8.77% | 5.77% | 6.20% | 6.57% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VUVLX (VANGUARD U.S. VALUE FUND INVESTOR SHARES) | 07/18/2000 | 04/05/2021 |
The return data shown below all have the same latest date: 04/05/2021.
AR inception is since 07/18/2000.
AR inception is since 07/18/2000.
| 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 | 43.76 | 3.78 | 6.70 | 8.77 | 5.77 | 6.20 | 6.57 | 4.43 | -3.14 | 21.11 | -10.33 | 6.61 | 16.42 | -1.65 | 14.68 | 33.98 | 19.12 | 3.23 | 13.82 | 15.29 | -34.79 | -0.74 | 14.10 | 6.37 | 13.70 | 28.35 | -16.65 | 2.05 | 10.20 |
| Sharpe Ratio | NA | 2.37 | 0.12 | 0.28 | 0.45 | NA | NA | 0.26 | 1.76 | -0.09 | 1.59 | -0.71 | 0.60 | 1.07 | -0.11 | 1.29 | 2.82 | 1.44 | 0.13 | 0.70 | 0.52 | -0.82 | -0.23 | 1.03 | 0.38 | 1.12 | 1.69 | -0.74 | -0.02 | 1.30 |
| Standard Deviation(%) | NA | 22.75 | 24.88 | 20.89 | 18.82 | NA | NA | 20.37 | 10.76 | 38.73 | 12.38 | 16.32 | 9.97 | 15.11 | 15.32 | 11.41 | 12.04 | 13.39 | 24.95 | 19.71 | 29.29 | 43.49 | 16.74 | 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 | 58.29 | 4.16 | 42.04 | 7.34 | 20.69 | 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 | 12.25 | 6.14 | 5.61 | 5.98 | 4.56 | 5.08 | 5.45 | 6.68 | 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 |
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) |
-17.73%
Feb 2006 - Feb 2009 |
-7.79%
Feb 2004 - Feb 2009 |
1.07%
Aug 2000 - Aug 2010 |
4.03%
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) |
25.28%
Sep 2011 - Sep 2014 |
23.06%
Feb 2009 - Feb 2014 |
14.41%
Feb 2009 - Feb 2019 |
9.12%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart