Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Select Mutual Funds No IntlBonds Strategic Asset Allocation – Optimal Moderate | NA | 20.72% | 1.88% | 6.43% | 5.42% | 6.56% | 6.39% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Select Mutual Funds No IntlBonds Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.00 | 20.72 | 1.88 | 6.43 | 5.42 | 6.56 | 6.39 | … | … | -0.07 | 5.66 | 12.81 | -13.72 | 9.42 | 14.31 | 18.76 | -5.32 | 11.34 | 6.16 | -2.76 | 2.89 | 11.27 | 13.21 | -2.84 | 14.80 | 29.78 | -26.79 | 8.96 | 14.86 | 10.22 | 14.04 | 25.80 | -5.89 | 1.04 |
| Sharpe Ratio | NA | -0.01 | -0.29 | 0.22 | 0.35 | NA | NA | … | … | -0.02 | -0.12 | 1.06 | -1.11 | 1.16 | 0.74 | 2.60 | -0.77 | 2.47 | 0.68 | -0.32 | 0.44 | 1.58 | 1.67 | -0.19 | 1.17 | 1.50 | -1.15 | 0.57 | 1.49 | 1.29 | 1.86 | 3.33 | -0.71 | -0.14 |
| Standard Deviation(%) | NA | 7.47 | 10.10 | 12.12 | 10.12 | NA | NA | … | … | 5.96 | 7.51 | 8.11 | 13.55 | 8.12 | 19.02 | 6.68 | 8.62 | 4.34 | 8.72 | 8.78 | 6.54 | 7.12 | 7.88 | 15.23 | 12.57 | 19.81 | 24.20 | 10.54 | 7.76 | 6.25 | 7.06 | 7.55 | 9.91 | 9.11 |
| Draw Down(%) | NA | 5.19 | 19.94 | 23.58 | 23.58 | NA | NA | … | … | 0.53 | 5.07 | 7.45 | 20.07 | 4.83 | 23.58 | 3.62 | 11.36 | 1.56 | 7.33 | 10.86 | 5.27 | 6.51 | 6.40 | 16.12 | 9.13 | 18.39 | 37.97 | 7.00 | 8.98 | 4.28 | 7.94 | 6.29 | 17.56 | 12.93 |
| Yield(%) | NA | 4.09 | 3.77 | 3.56 | 2.76 | NA | NA | … | … | NA | 0.52 | 4.03 | 3.30 | 3.52 | 3.54 | 2.73 | 2.26 | 0.31 | 2.24 | 2.06 | 3.09 | 3.64 | 2.82 | 2.57 | 2.29 | 3.53 | 3.72 | 6.38 | 4.42 | 3.58 | 2.98 | 3.23 | 3.31 | 4.04 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Select Mutual Funds No IntlBonds Strategic Asset Allocation – Optimal Moderate |
-8.20%
Feb 2006 – Feb 2009 |
-0.49%
Feb 2004 – Feb 2009 |
3.93%
Oct 2013 – Oct 2023 |
3.89%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Select Mutual Funds No IntlBonds Strategic Asset Allocation – Optimal Moderate |
20.77%
Feb 2009 – Feb 2012 |
16.08%
Oct 2002 – Oct 2007 |
9.63%
Mar 2003 – Mar 2013 |
8.47%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart