Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard Brokerage Total Return Bond Plan Strategic Asset Allocation – Optimal Moderate | NA | 12.12% | -0.54% | -0.52% | 1.08% | 3.72% | 4.64% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard Brokerage Total Return Bond 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 (%) | -0.29 | 12.12 | -0.54 | -0.52 | 1.08 | 3.72 | 4.64 | … | … | -0.08 | 3.59 | 5.92 | -10.99 | -1.13 | -0.54 | 8.59 | -1.01 | 4.66 | 4.95 | -1.78 | 6.91 | 4.55 | 12.30 | 4.04 | 13.95 | 19.72 | -1.18 | 8.25 | 7.30 | 3.97 | 7.48 | 16.80 | 11.34 | 9.09 |
| Sharpe Ratio | NA | -0.60 | -0.86 | -0.59 | -0.11 | NA | NA | … | … | -0.10 | -0.72 | 0.29 | -1.99 | -0.45 | -0.09 | 2.04 | -0.99 | 2.54 | 1.77 | -0.53 | 2.52 | 1.37 | 7.27 | 1.33 | 2.78 | 3.78 | -0.30 | 1.25 | 1.20 | 0.58 | 0.93 | 3.41 | 3.46 | 1.27 |
| Standard Deviation(%) | NA | 4.10 | 5.46 | 5.71 | 4.50 | NA | NA | … | … | 1.48 | 4.14 | 5.77 | 6.21 | 2.54 | 8.21 | 3.52 | 2.35 | 1.59 | 2.68 | 3.45 | 2.73 | 3.30 | 1.68 | 3.01 | 4.98 | 5.19 | 7.05 | 4.20 | 3.36 | 3.13 | 7.02 | 4.73 | 2.96 | 5.32 |
| Draw Down(%) | NA | 2.85 | 14.59 | 19.99 | 19.99 | NA | NA | … | … | 0.17 | 2.85 | 6.87 | 15.02 | 3.23 | 16.36 | 2.37 | 3.38 | 0.64 | 1.41 | 3.35 | 3.01 | 5.08 | 0.45 | 3.04 | 4.43 | 3.25 | 6.65 | 3.04 | 2.91 | 2.80 | 7.57 | 6.18 | 1.05 | 4.13 |
| Yield(%) | NA | 5.50 | 4.78 | 4.76 | 4.26 | NA | NA | … | … | NA | 1.96 | 4.69 | 5.02 | 2.84 | 6.12 | 3.62 | 3.25 | 1.73 | 3.90 | 4.09 | 6.46 | 5.42 | 7.59 | 6.14 | 6.29 | 7.27 | 5.57 | 6.15 | 6.07 | 3.85 | 6.62 | 7.05 | 7.38 | 8.36 |
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 Brokerage Total Return Bond Plan Strategic Asset Allocation – Optimal Moderate |
-5.18%
Oct 2019 – Oct 2022 |
-1.82%
Sep 2017 – Sep 2022 |
0.71%
Oct 2013 – Oct 2023 |
2.99%
Oct 2010 – Oct 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard Brokerage Total Return Bond Plan Strategic Asset Allocation – Optimal Moderate |
13.33%
Feb 2009 – Feb 2012 |
11.29%
Feb 2009 – Feb 2014 |
9.99%
May 2001 – May 2011 |
8.08%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart