Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Vanguard HY Fund Plan Strategic Asset Allocation – Optimal Moderate | NA | 14.85% | 0.03% | 1.68% | 2.79% | 3.90% | 3.84% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Vanguard HY Fund 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 (%) | 0.50 | 14.85 | 0.03 | 1.68 | 2.79 | 3.90 | 3.84 | … | … | -0.47 | 2.99 | 8.37 | -11.76 | 3.86 | 5.14 | 9.18 | 0.05 | 4.90 | 1.14 | 4.15 | 11.64 | -3.22 | 9.37 | 11.46 | 2.29 | 20.14 | -10.46 | 1.56 | 5.54 | 4.34 | 4.99 | 6.25 | 6.30 | 5.16 |
| Sharpe Ratio | NA | -0.97 | -0.92 | -0.22 | 0.22 | NA | NA | … | … | -0.12 | -0.90 | 0.82 | -2.36 | 2.10 | 0.57 | 3.55 | -0.61 | 1.90 | 0.31 | 1.84 | 5.77 | -0.89 | 4.06 | 4.03 | 0.68 | 5.33 | -1.68 | -0.53 | 1.01 | 0.85 | 1.19 | 1.75 | 1.69 | 1.06 |
| Standard Deviation(%) | NA | 4.05 | 4.94 | 5.51 | 4.24 | NA | NA | … | … | 4.35 | 4.01 | 5.02 | 5.57 | 1.83 | 8.66 | 2.19 | 2.07 | 2.25 | 3.04 | 2.25 | 2.01 | 3.67 | 2.30 | 2.84 | 3.25 | 3.76 | 6.76 | 2.72 | 2.25 | 2.56 | 3.40 | 3.17 | 3.08 | 2.70 |
| Draw Down(%) | NA | 2.93 | 16.66 | 17.32 | 17.32 | NA | NA | … | … | 0.66 | 2.93 | 7.17 | 17.15 | 2.31 | 13.29 | 1.60 | 2.79 | 1.39 | 6.22 | 2.36 | 1.10 | 8.10 | 1.83 | 2.77 | 6.11 | 2.93 | 15.22 | 3.12 | 1.21 | 2.49 | 4.61 | 3.94 | 4.24 | 2.86 |
| Yield(%) | NA | 4.05 | 3.64 | 3.59 | 3.30 | NA | NA | … | … | NA | 1.54 | 3.72 | 2.91 | 3.53 | 3.18 | 3.92 | 2.49 | 0.96 | 4.02 | 3.76 | 4.13 | 3.91 | 4.01 | 5.11 | 4.39 | 5.44 | 4.75 | 4.65 | 4.67 | 4.62 | 4.77 | 4.90 | 4.46 | 5.62 |
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 HY Fund Plan Strategic Asset Allocation – Optimal Moderate |
-2.80%
Oct 2019 – Oct 2022 |
0.05%
Oct 2017 – Oct 2022 |
1.81%
Oct 2012 – Oct 2022 |
3.18%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Vanguard HY Fund Plan Strategic Asset Allocation – Optimal Moderate |
11.06%
Dec 2008 – Dec 2011 |
7.71%
Dec 2008 – Dec 2013 |
5.99%
Dec 2008 – Dec 2018 |
5.21%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart