- Portfolio Overview
- Holdings
- Performance
- Calculators
- Rolling Returns
- Drawdowns
Holdings
Historical Performance
State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate Historical Returns
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate | NA | 24.83% | 5.70% | 8.19% | 7.40% | 8.15% | 8.54% | 9.56% |
| VFINX (VANGUARD 500 INDEX FUND INVESTOR SHARES) | NA | 34.25% | 10.57% | 15.70% | 13.31% | 14.08% | 10.54% | 8.97% |
| VSMGX (VANGUARD LIFESTRATEGY MODERATE GROWTH FUND INVESTOR SHARES) | NA | 16.47% | 2.18% | 5.69% | 5.63% | 6.73% | 5.78% | 5.66% |
| 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 (%) | State of Illi... Moderate | 1.24 | 24.83 | 5.70 | 8.19 | 7.40 | 8.15 | 8.54 | 9.56 | NA | 16.41 | 10.52 | -11.36 | 8.92 | 13.56 | 21.13 | -4.32 | 10.78 | 10.58 | -0.85 | 4.11 | 19.67 | 12.20 | -1.17 | 11.84 | 20.96 | 0.58 | 8.75 | 13.34 | 6.08 | 12.64 | 24.86 | 8.43 | 6.40 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | 1.08 | 34.25 | 10.57 | 15.70 | 13.31 | 14.08 | 10.54 | 8.97 | NA | 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 | |
| VSMGX (VANGUA...R SHARES) | 1.16 | 16.47 | 2.18 | 5.69 | 5.63 | 6.73 | 5.78 | 5.66 | NA | 10.28 | 15.51 | -16.01 | 10.08 | 13.59 | 19.30 | -6.28 | 14.86 | 7.09 | -2.21 | 6.38 | 14.73 | 9.78 | 0.12 | 13.14 | 20.35 | -26.49 | 7.21 | 13.30 | 5.68 | 11.76 | 22.40 | -10.34 | -4.78 | 1.27 | 14.09 | 21.59 | 17.90 | 10.77 | 26.58 | 2.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Sharpe Ratio | State of Illi... Moderate | NA | 0.09 | 0.21 | 0.58 | 0.62 | NA | NA | 0.95 | 0.12 | 0.88 | 0.81 | -1.19 | 0.88 | 1.68 | 2.84 | -0.59 | 2.23 | 1.63 | -0.13 | 0.63 | 2.76 | 1.58 | -0.09 | 1.24 | 2.12 | -0.05 | 0.61 | 1.35 | 0.59 | 1.57 | 3.92 | 1.74 | 0.88 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 0.85 | 0.91 | 0.82 | 0.67 | NA | NA | 0.46 | 0.62 | 1.67 | 1.73 | -0.82 | 2.17 | 0.53 | 2.39 | -0.35 | 3.16 | 0.89 | 0.08 | 1.19 | 2.90 | 1.25 | 0.08 | 0.82 | 0.97 | -0.92 | 0.14 | 1.22 | 0.24 | 0.88 | 1.63 | -0.90 | -0.68 | -0.60 | 0.97 | 1.23 | 1.61 | 1.62 | 4.31 | -0.19 | 0.90 | 0.57 | 1.91 | -0.55 | 1.71 | 0.59 | -0.01 | 0.30 | 1.47 | -0.26 | 0.79 | 0.63 | -1.30 | 1.17 | -3.84 | |
| VSMGX (VANGUA...R SHARES) | NA | 0.90 | 0.70 | 0.53 | 0.51 | NA | NA | 0.51 | 1.04 | 0.87 | 1.45 | -1.22 | 1.32 | 0.70 | 2.77 | -0.87 | 3.75 | 0.83 | -0.26 | 1.01 | 2.16 | 1.23 | 0.01 | 1.18 | 1.12 | -0.98 | 0.39 | 1.34 | 0.49 | 1.49 | 2.09 | -0.75 | -0.59 | -0.24 | 1.06 | 1.56 | 1.56 | 0.91 | 4.18 | 4.60 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Standard Deviation(%) | State of Illi... Moderate | NA | 8.13 | 9.95 | 9.58 | 8.46 | NA | NA | 8.19 | 8.77 | 11.20 | 7.69 | 10.68 | 10.14 | 7.95 | 6.94 | 9.58 | 4.56 | 6.37 | 6.68 | 6.47 | 7.12 | 7.69 | 13.69 | 9.46 | 9.83 | 7.10 | 9.37 | 7.45 | 6.61 | 7.46 | 6.16 | 4.21 | 4.65 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | 19.55 | 17.05 | 17.37 | 18.46 | NA | NA | 18.09 | 22.85 | 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 | |
| VSMGX (VANGUA...R SHARES) | NA | 10.38 | 10.05 | 10.06 | 10.41 | NA | NA | 11.47 | 11.77 | 7.69 | 8.26 | 14.34 | 7.62 | 19.08 | 6.43 | 8.81 | 3.80 | 8.31 | 8.51 | 6.28 | 6.80 | 7.99 | 14.68 | 11.10 | 18.01 | 27.95 | 10.37 | 7.43 | 6.96 | 7.25 | 10.38 | 15.37 | 12.42 | 12.30 | 10.07 | 11.65 | 9.10 | 7.74 | 5.41 | 15.57 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Draw Down(%) | State of Illi... Moderate | NA | 5.47 | 12.13 | 15.77 | 15.77 | NA | NA | 15.77 | 2.32 | 5.47 | 6.55 | 13.13 | 5.62 | 9.22 | 3.45 | 12.60 | 1.86 | 3.96 | 7.94 | 5.92 | 5.47 | 6.63 | 13.39 | 7.70 | 5.43 | 6.47 | 6.84 | 7.97 | 4.59 | 6.77 | 2.50 | 2.51 | 3.44 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| 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 | |
| VSMGX (VANGUA...R SHARES) | NA | 9.62 | 12.88 | 22.29 | 22.43 | NA | NA | 41.18 | 9.62 | 4.17 | 8.15 | 21.74 | 3.53 | 22.43 | 3.12 | 11.47 | 1.14 | 6.20 | 8.34 | 4.70 | 5.67 | 6.27 | 12.90 | 8.64 | 19.61 | 36.81 | 6.11 | 6.13 | 4.74 | 5.89 | 8.91 | 20.06 | 17.93 | 8.77 | 6.26 | 11.99 | 6.02 | 4.75 | 1.82 | 1.89 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| Yield(%) | State of Illi... Moderate | NA | 3.87 | 4.60 | 3.98 | 3.84 | NA | NA | 3.96 | NA | 0.85 | 3.72 | 4.07 | 5.27 | 4.33 | 2.20 | 2.56 | 6.34 | 4.37 | 2.60 | 3.05 | 2.77 | 3.03 | 2.37 | 2.99 | 3.40 | 4.41 | 3.37 | 3.71 | 4.80 | 5.10 | 3.64 | 5.98 | 6.22 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| VFINX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | |
| VSMGX (VANGUA...R SHARES) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Data as of 11/29/2024, AR inception is 12/31/2000
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
calculate result (Annualized)
State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate Historical Return Chart
Calculators
Dollar Cost Average Calculator for State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate
Starting Amount:
Investment Length (years):
Investment Symbol:
Regular Investment Amount ($):
DCA Frequency:
Share on
Retirement Spending Calculator for State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate
Starting Amount:
Period (Years):
Investment Portfolio or Fund:
Withdrawal Rate (%) :
%
Withdrawal Frequency:
Share on
Rolling Returns
From 12/31/2000 to 02/28/2025, the worst annualized return of 3-year rolling returns for State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate is
2.06%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 5-year rolling returns for State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate is
3.89%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 10-year rolling returns for State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate is
5.32%.
From 12/31/2000 to 02/28/2025, the worst annualized return of 20-year rolling returns for State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate is
7.88%.
Maximum Drawdown
State of Illinois Employees Deferred Compensation Plan Asset Allocation Composite Moderate Maximum Drawdown