Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Liquid ETFs Strategic Asset Allocation – Optimal Moderate | NA | 6.74% | 4.21% | 9.46% | 5.64% | 6.16% | 5.77% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Liquid ETFs Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -0.83 | 6.74 | 4.21 | 9.46 | 5.64 | 6.16 | 5.77 | … | … | 5.63 | 8.60 | 10.09 | -11.50 | 7.48 | 17.63 | 17.67 | -6.54 | 11.28 | 7.17 | -1.32 | 3.84 | 11.84 | 11.08 | -2.23 | 13.88 | 27.22 | -26.22 | 6.67 | 12.21 | 5.94 | 9.45 | 18.08 | -12.02 | 9.58 |
| Sharpe Ratio | NA | 0.59 | 0.34 | 0.56 | 0.43 | NA | NA | … | … | 0.34 | 0.65 | 0.77 | -1.02 | 0.85 | 0.85 | 2.50 | -0.87 | 2.33 | 0.80 | -0.15 | 0.58 | 1.50 | 1.35 | -0.14 | 1.07 | 1.29 | -1.05 | 0.31 | 1.27 | 0.55 | 1.17 | 1.74 | -0.88 | 1.34 |
| Standard Deviation(%) | NA | 10.30 | 10.10 | 10.19 | 10.67 | NA | NA | … | … | 12.95 | 7.64 | 8.38 | 12.73 | 8.79 | 20.54 | 6.48 | 9.08 | 4.56 | 8.72 | 9.01 | 6.61 | 7.88 | 8.16 | 16.05 | 12.91 | 20.98 | 25.87 | 11.53 | 6.93 | 6.67 | 7.21 | 9.97 | 14.94 | 5.34 |
| Draw Down(%) | NA | 8.94 | 12.17 | 19.01 | 22.89 | NA | NA | … | … | 8.94 | 4.20 | 7.37 | 19.01 | 4.61 | 22.89 | 3.23 | 13.13 | 1.80 | 6.57 | 8.94 | 5.24 | 6.88 | 6.73 | 15.49 | 8.80 | 19.10 | 35.92 | 6.82 | 6.35 | 4.18 | 6.13 | 8.08 | 20.34 | 2.44 |
| Yield(%) | NA | 3.34 | 3.13 | 3.81 | 2.93 | NA | NA | … | … | NA | 0.96 | 3.04 | 3.03 | 2.91 | 6.01 | 2.81 | 1.95 | 0.72 | 3.68 | 2.00 | 2.10 | 2.69 | 3.07 | 2.45 | 2.83 | 3.28 | 1.74 | 2.54 | 2.42 | 1.78 | 1.31 | 1.23 | 1.16 | 2.36 |
Data as of 03/31/2025, 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 Liquid ETFs Strategic Asset Allocation – Optimal Moderate |
-9.09%
Feb 2006 – Feb 2009 |
-2.69%
Feb 2004 – Feb 2009 |
4.09%
Feb 2006 – Feb 2016 |
3.89%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Liquid ETFs Strategic Asset Allocation – Optimal Moderate |
19.58%
Feb 2009 – Feb 2012 |
15.26%
Feb 2009 – Feb 2014 |
9.40%
Feb 2009 – Feb 2019 |
8.49%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart