Performance Comparison
Comparison Box

Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) 1.42% 18.88% 12.39% 16.78% 12.80% 13.83% 10.34% 10.96%
P Relative Strength Trend Following Six Assets 4.88% 21.12% 6.84% 10.70% 5.39% 7.68% 8.08% 10.21%
More Performance Analytics Comparison
Name Start Date End Date
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) 12/26/1979 05/02/2025
P Relative Strength Trend Following Six Assets 06/28/1991 05/02/2025
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
AR inception is since 06/28/1991.
Ticker/Portfolio 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 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979
Annualized Return (%) VFINX (VANGUA...R SHARES) -0.96 18.88 12.39 16.78 12.80 13.83 10.34 10.96 1.42 24.84 26.12 -18.24 28.53 18.74 31.33 -4.55 21.66 11.83 1.23 13.52 32.17 15.82 1.96 14.91 26.52 -37.02 5.39 15.64 4.77 10.74 28.50 -22.17 -12.03 -9.05 21.08 28.62 33.18 22.87 37.45 1.18 10.15 8.24 32.05 -3.33 28.37 14.92 3.97 9.30 22.60 3.67 17.07 19.25 -8.55 27.89 -2.07
P Relative St...ix Assets -1.02 21.12 6.84 10.70 5.39 7.68 8.08 10.21 4.88 17.63 0.60 -10.88 22.70 15.35 9.39 -9.37 23.00 -2.30 -8.91 10.18 23.74 11.05 0.72 15.20 12.13 -2.12 8.50 22.27 7.81 18.65 30.69 3.36 6.78 -3.18 29.44 15.15 23.48 15.44 19.57 3.58 9.44 4.33 5.91 NA NA NA NA NA NA NA NA NA NA NA NA
Sharpe Ratio VFINX (VANGUA...R SHARES) NA 0.38 0.45 0.79 0.58 NA NA 0.44 -0.41 1.44 1.69 -0.81 2.17 0.53 2.40 -0.34 3.16 0.89 0.08 1.19 2.90 1.25 0.08 0.82 0.97 -0.92 0.15 1.24 0.25 0.88 1.63 -0.90 -0.68 -0.59 0.98 1.24 1.62 1.63 4.33 -0.18 0.91 0.58 1.92 -0.53 1.73 0.60 0.00 0.31 1.49 -0.24 0.80 0.65 -1.27 1.19 -3.84
P Relative St...ix Assets NA 1.41 0.50 0.77 0.40 NA NA 0.78 0.68 1.02 -0.37 -1.23 1.85 1.26 1.02 -0.86 3.47 -0.25 -0.82 1.12 2.02 1.15 0.05 0.93 0.78 -0.33 0.34 1.32 0.55 1.47 3.40 0.40 0.99 -0.64 2.35 1.25 1.94 1.86 2.81 0.08 0.98 0.37 0.80 NA NA NA NA NA NA NA NA NA NA NA NA
Standard Deviation(%) VFINX (VANGUA...R SHARES) NA 19.34 18.36 17.85 18.44 NA NA 18.11 27.98 12.67 13.09 24.19 13.11 34.69 12.48 17.11 6.68 13.11 15.51 11.39 11.07 12.74 23.36 18.07 27.22 40.99 16.02 10.04 10.29 11.10 17.04 25.96 21.55 22.20 18.17 20.48 18.21 11.77 7.77 9.92 8.83 9.93 14.69 16.06 13.09 17.07 33.80 16.55 11.67 12.80 13.62 18.09 14.61 16.53 23.80
P Relative St...ix Assets NA 11.70 9.76 10.90 10.49 NA NA 10.58 12.93 10.79 9.78 9.94 12.23 12.02 7.79 12.41 6.45 9.89 10.93 9.09 11.73 9.58 15.21 16.27 15.35 9.26 16.21 14.35 10.25 12.05 8.82 5.58 4.52 11.34 11.16 9.46 10.32 6.41 5.59 7.78 7.49 5.17 5.20 NA NA NA NA NA NA NA NA NA NA NA NA
Draw Down(%) VFINX (VANGUA...R SHARES) NA 18.76 18.76 24.59 33.83 NA NA 55.25 18.76 8.45 9.97 24.59 5.14 33.83 6.63 19.40 2.60 10.29 12.05 7.30 5.59 9.60 18.71 15.66 27.17 47.73 9.88 7.47 7.01 7.47 13.79 33.02 29.18 16.55 11.81 19.20 10.79 7.45 2.50 8.48 4.84 5.63 5.57 19.19 7.35 7.24 33.08 11.63 7.51 10.58 7.02 13.21 15.61 16.03 2.40
P Relative St...ix Assets NA 5.86 11.68 15.88 18.77 NA NA 19.97 5.86 5.17 11.68 12.21 6.39 14.37 4.26 18.27 2.64 8.97 14.44 6.17 11.00 8.84 13.71 10.34 7.06 12.45 10.58 17.34 7.12 13.02 3.30 7.50 3.34 9.83 5.98 11.75 8.16 5.60 3.88 6.59 6.78 2.48 2.41 NA NA NA NA NA NA NA NA NA NA NA NA
Yield(%) VFINX (VANGUA...R SHARES) 0.00 1.38 1.57 2.26 2.64 3.92 3.57 16.23 0.31 1.41 1.69 1.26 1.48 2.12 2.28 1.81 2.00 2.14 1.97 1.96 2.19 2.30 1.92 1.88 2.45 1.88 1.91 1.83 1.79 1.91 1.71 1.28 1.08 0.97 2.11 1.93 2.77 2.64 3.14 3.13 3.83 3.10 5.86 3.71 4.46 4.31 2.79 3.90 4.71 4.49 5.04 5.34 4.64 5.79 0.00
P Relative St...ix Assets NA 1.45 1.82 1.96 2.07 NA NA 0.00 0.27 1.60 1.91 1.81 2.48 1.83 2.33 2.33 2.72 2.09 2.15 3.98 2.80 3.65 1.57 2.82 4.18 2.95 2.48 2.13 2.38 2.68 5.58 4.33 6.84 3.35 2.29 5.22 2.50 2.92 3.81 2.02 3.21 5.64 2.63 NA NA NA NA NA NA NA NA NA NA NA NA
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) -16.15%
Mar 2000 - Mar 2003 		-6.73%
Feb 2004 - Feb 2009 		-3.51%
Feb 1999 - Feb 2009 		3.64%
Aug 2000 - Aug 2015
P Relative Strength Trend Following Six Assets -0.65%
Dec 2013 - Dec 2016 		0.29%
Mar 2015 - Mar 2020 		4.05%
Nov 2013 - Nov 2023 		6.27%
Feb 2008 - Feb 2023
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) 32.67%
Mar 1995 - Mar 1998 		28.49%
Dec 1994 - Dec 1999 		16.52%
Feb 2009 - Feb 2019 		15.91%
Feb 2009 - Feb 2024
P Relative Strength Trend Following Six Assets 23.67%
Apr 2003 - Apr 2006 		20.50%
Dec 1994 - Dec 1999 		15.46%
Dec 1994 - Dec 2004 		13.95%
Oct 1992 - Oct 2007
Annualized Rolling Returns Comparison Chart