Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Funds Admiral Class And ETFs Strategic Asset Allocation – Optimal Moderate | NA | 22.45% | 2.34% | 5.54% | 4.89% | 6.12% | 5.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Funds Admiral Class And ETFs 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 (%) | -1.21 | 22.45 | 2.34 | 5.54 | 4.89 | 6.12 | 5.84 | … | … | 0.07 | 8.74 | 11.20 | -12.79 | 5.97 | 11.92 | 18.66 | -7.53 | 11.32 | 7.69 | -3.17 | 4.93 | 9.11 | 13.13 | -1.53 | 13.24 | 24.19 | -24.50 | 9.24 | 12.84 | 8.74 | 12.85 | 22.17 | -9.63 | -1.27 |
| Sharpe Ratio | NA | 0.40 | -0.17 | 0.16 | 0.30 | NA | NA | … | … | 0.00 | 0.28 | 0.82 | -1.06 | 0.70 | 0.57 | 2.65 | -0.96 | 2.37 | 0.90 | -0.37 | 0.76 | 1.22 | 1.79 | -0.11 | 1.11 | 1.18 | -1.01 | 0.57 | 1.39 | 1.01 | 1.48 | 2.42 | -0.84 | -0.30 |
| Standard Deviation(%) | NA | 7.62 | 10.13 | 12.65 | 10.45 | NA | NA | … | … | 6.81 | 7.69 | 8.45 | 13.32 | 8.52 | 20.47 | 6.50 | 9.23 | 4.51 | 8.34 | 8.72 | 6.47 | 7.47 | 7.32 | 14.40 | 11.85 | 20.46 | 25.05 | 10.92 | 6.88 | 6.49 | 8.02 | 8.89 | 12.72 | 11.74 |
| Draw Down(%) | NA | 4.20 | 20.51 | 24.03 | 24.03 | NA | NA | … | … | 0.58 | 4.20 | 7.22 | 21.05 | 5.11 | 24.03 | 3.10 | 14.24 | 2.12 | 6.25 | 9.62 | 5.13 | 8.55 | 5.41 | 13.50 | 9.20 | 18.26 | 35.98 | 6.43 | 7.00 | 4.18 | 7.54 | 7.69 | 19.77 | 16.51 |
| Yield(%) | NA | 3.45 | 2.78 | 2.75 | 2.49 | NA | NA | … | … | NA | 0.88 | 3.25 | 2.46 | 1.96 | 2.06 | 3.48 | 1.67 | 0.70 | 3.82 | 2.38 | 2.67 | 2.76 | 3.82 | 2.38 | 2.96 | 2.68 | 2.99 | 3.43 | 3.30 | 2.96 | 2.62 | 2.53 | 0.81 | 1.38 |
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 Funds Admiral Class And ETFs Strategic Asset Allocation – Optimal Moderate |
-7.67%
Feb 2006 – Feb 2009 |
-0.82%
Feb 2004 – Feb 2009 |
3.41%
Oct 2013 – Oct 2023 |
3.30%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Funds Admiral Class And ETFs Strategic Asset Allocation – Optimal Moderate |
18.81%
Feb 2009 – Feb 2012 |
14.59%
Feb 2009 – Feb 2014 |
8.95%
Feb 2009 – Feb 2019 |
7.80%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart