Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Bond ETF Strategic Asset Allocation – Optimal Moderate | NA | 8.45% | -2.29% | -1.13% | 0.42% | 1.25% | 1.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Bond ETF 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 (%) | -0.23 | 8.45 | -2.29 | -1.13 | 0.42 | 1.25 | 1.70 | … | … | -0.51 | 2.85 | 6.00 | -15.10 | 1.46 | -1.32 | 8.05 | -1.52 | 1.23 | 2.56 | 1.05 | 1.67 | -4.12 | 7.90 | 3.81 | 6.60 | 4.59 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -1.22 | -1.02 | -0.67 | -0.29 | NA | NA | … | … | -0.22 | -1.16 | 0.37 | -1.81 | 0.62 | -0.20 | 3.22 | -1.31 | 0.35 | 1.11 | 0.33 | 0.19 | -0.88 | 2.21 | 1.23 | 1.63 | 0.83 | 0.15 | 1.06 | 2.84 | 0.96 | 0.31 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 3.23 | 6.23 | 6.08 | 4.59 | NA | NA | … | … | 2.63 | 3.22 | 4.76 | 9.11 | 2.33 | 7.93 | 2.07 | 2.16 | 1.71 | 2.11 | 3.09 | 8.90 | 4.73 | 3.55 | 3.08 | 3.99 | 5.45 | 0.03 | 0.03 | 0.01 | 0.02 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 2.97 | 17.96 | 20.82 | 20.82 | NA | NA | … | … | 0.61 | 2.57 | 2.90 | 18.78 | 1.54 | 13.19 | 1.18 | 3.31 | 1.39 | 2.18 | 1.97 | 6.04 | 7.80 | 1.82 | 1.61 | 3.80 | 2.98 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.67 | 2.68 | 2.70 | 2.20 | NA | NA | … | … | NA | 1.25 | 3.40 | 2.10 | 1.68 | 2.42 | 3.56 | 1.62 | 0.90 | 2.25 | 1.71 | 1.55 | 2.05 | 3.94 | 2.13 | 4.20 | 3.56 | 0.93 | 3.02 | 3.30 | 2.19 | 0.95 | 0.69 | 1.11 | 2.31 |
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 Bond ETF Strategic Asset Allocation – Optimal Moderate |
-5.91%
Oct 2019 – Oct 2022 |
-2.69%
Oct 2017 – Oct 2022 |
-1.07%
Oct 2012 – Oct 2022 |
0.86%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Bond ETF Strategic Asset Allocation – Optimal Moderate |
6.09%
Dec 2009 – Dec 2012 |
5.14%
Apr 2008 – Apr 2013 |
3.59%
Apr 2003 – Apr 2013 |
2.82%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison Chart