Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Strategic Asset Allocation – Optimal Moderate | NA | 22.56% | 1.17% | 6.57% | 5.64% | 6.47% | 6.38% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard All Index Funds Investor Class 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 (%) | -0.82 | 22.56 | 1.17 | 6.57 | 5.64 | 6.47 | 6.38 | … | … | -0.03 | 6.14 | 8.84 | -13.86 | 8.14 | 19.63 | 19.30 | -4.60 | 9.67 | 4.80 | -1.22 | 7.28 | 6.58 | 11.09 | -1.54 | 13.24 | 26.44 | -24.51 | 9.63 | 14.60 | 10.27 | 15.34 | 22.92 | -3.89 | 1.99 |
| Sharpe Ratio | NA | 0.06 | -0.37 | 0.21 | 0.35 | NA | NA | … | … | -0.01 | -0.05 | 0.55 | -1.12 | 0.89 | 1.02 | 2.83 | -0.67 | 1.89 | 0.58 | -0.15 | 1.22 | 0.86 | 1.58 | -0.11 | 1.12 | 1.33 | -1.09 | 0.62 | 1.47 | 1.24 | 1.97 | 2.93 | -0.52 | -0.03 |
| Standard Deviation(%) | NA | 8.14 | 10.39 | 12.42 | 10.22 | NA | NA | … | … | 7.42 | 8.21 | 8.39 | 13.65 | 9.15 | 19.02 | 6.33 | 8.85 | 4.78 | 7.96 | 8.41 | 5.95 | 7.59 | 6.98 | 14.18 | 11.73 | 19.80 | 23.25 | 10.65 | 7.71 | 6.56 | 7.32 | 7.60 | 9.61 | 9.38 |
| Draw Down(%) | NA | 6.50 | 20.65 | 22.50 | 22.50 | NA | NA | … | … | 0.73 | 6.47 | 10.24 | 21.08 | 6.60 | 22.50 | 2.71 | 11.14 | 2.57 | 6.89 | 9.42 | 5.28 | 8.08 | 5.47 | 13.82 | 8.66 | 18.15 | 35.93 | 6.66 | 8.87 | 4.32 | 8.22 | 6.54 | 15.63 | 12.87 |
| Yield(%) | NA | 2.99 | 5.05 | 4.31 | 3.51 | NA | NA | … | … | NA | 0.93 | 2.35 | 5.72 | 5.67 | 2.69 | 4.10 | 3.10 | 0.42 | 3.04 | 4.33 | 2.71 | 1.39 | 3.63 | 2.34 | 2.47 | 2.52 | 2.92 | 3.30 | 3.25 | 3.21 | 3.24 | 3.55 | 3.52 | 5.02 |
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 All Index Funds Investor Class Strategic Asset Allocation – Optimal Moderate |
-7.38%
Feb 2006 – Feb 2009 |
0.13%
Feb 2004 – Feb 2009 |
4.02%
Oct 2007 – Oct 2017 |
3.95%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard All Index Funds Investor Class Strategic Asset Allocation – Optimal Moderate |
19.59%
Feb 2009 – Feb 2012 |
15.80%
Oct 2002 – Oct 2007 |
9.50%
Mar 2003 – Mar 2013 |
8.28%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart