Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Group Retirement and Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 22.27% | 3.82% | 10.23% | 8.31% | 9.05% | 7.96% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Group Retirement and Savings Plan 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 (%) | -0.94 | 22.27 | 3.82 | 10.23 | 8.31 | 9.05 | 7.96 | … | … | 0.47 | 8.91 | 13.65 | -10.85 | 7.39 | 30.25 | 21.02 | -4.05 | 14.28 | 5.39 | 0.70 | 6.18 | 17.19 | 12.57 | -0.89 | 14.33 | 27.07 | -24.29 | 8.03 | 10.31 | 8.47 | 13.46 | 23.58 | -4.22 | 2.80 |
| Sharpe Ratio | NA | 0.40 | -0.05 | 0.50 | 0.60 | NA | NA | … | … | 0.05 | 0.28 | 1.10 | -0.82 | 0.72 | 1.57 | 2.45 | -0.50 | 2.74 | 0.61 | 0.08 | 0.92 | 2.36 | 1.61 | -0.06 | 1.22 | 1.48 | -1.15 | 0.54 | 0.95 | 1.04 | 1.76 | 2.58 | -0.49 | 0.05 |
| Standard Deviation(%) | NA | 8.27 | 11.06 | 12.97 | 10.93 | NA | NA | … | … | 7.62 | 8.33 | 8.55 | 14.97 | 10.29 | 19.17 | 7.99 | 10.78 | 4.99 | 8.50 | 8.85 | 6.70 | 7.26 | 7.79 | 14.91 | 11.63 | 18.17 | 21.85 | 9.34 | 7.41 | 6.04 | 7.11 | 8.88 | 10.82 | 9.99 |
| Draw Down(%) | NA | 4.93 | 19.66 | 20.80 | 20.80 | NA | NA | … | … | 0.60 | 4.87 | 7.10 | 19.66 | 8.28 | 20.80 | 4.13 | 13.56 | 1.82 | 7.78 | 8.27 | 5.31 | 6.02 | 6.36 | 14.78 | 8.85 | 17.63 | 34.70 | 6.98 | 7.67 | 4.34 | 6.42 | 7.13 | 17.34 | 12.98 |
| Yield(%) | NA | 3.92 | 5.39 | 4.71 | 3.96 | NA | NA | … | … | NA | 0.71 | 3.59 | 6.60 | 4.78 | 4.77 | 2.85 | 5.21 | 0.23 | 2.54 | 4.95 | 3.28 | 3.98 | 3.12 | 2.56 | 2.13 | 2.85 | 4.41 | 6.55 | 5.55 | 4.58 | 2.78 | 2.60 | 2.46 | 3.39 |
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 Group Retirement and Savings Plan Strategic Asset Allocation – Optimal Moderate |
-7.70%
Feb 2006 – Feb 2009 |
-1.05%
Feb 2004 – Feb 2009 |
5.57%
Feb 2006 – Feb 2016 |
6.13%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Group Retirement and Savings Plan Strategic Asset Allocation – Optimal Moderate |
20.04%
Feb 2009 – Feb 2012 |
16.74%
Feb 2009 – Feb 2014 |
11.14%
Feb 2009 – Feb 2019 |
10.85%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart