Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VTMIX (Vanguard Tax-Managed Growth & Inc Instl) | NA | 16.48% | 16.17% | 17.81% | 7.32% | 3.89% | NA | … | … |
Data as of 06/17/2014, Common starting date is 04/07/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTMIX (Vanguard Tax-Managed Growth & Inc Instl) | 04/07/1999 | 06/17/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.48 | 16.17 | 17.81 | 7.32 | 3.89 | NA | … | … | 2.17 | 32.30 | 15.96 | 1.60 | 15.04 | 26.67 | -36.98 | 5.46 | 15.82 | 4.94 | 10.87 | 28.19 | -22.94 | -12.80 | -9.90 | 11.16 |
| Sharpe Ratio | NA | 1.54 | 0.98 | 1.06 | 0.30 | NA | NA | … | … | 0.45 | 2.91 | 1.26 | 0.07 | 0.83 | 0.98 | -0.92 | 0.15 | 1.25 | 0.27 | 0.90 | 1.61 | -0.92 | -0.71 | -0.63 | 0.70 |
| Standard Deviation(%) | NA | 10.69 | 16.55 | 16.70 | 20.62 | NA | NA | … | … | 10.74 | 11.08 | 12.76 | 23.47 | 18.06 | 27.26 | 41.04 | 16.02 | 10.03 | 10.28 | 11.08 | 17.09 | 26.05 | 21.56 | 22.21 | 17.27 |
| Draw Down(%) | NA | 5.73 | 18.39 | 18.67 | 55.22 | NA | NA | … | … | 5.73 | 5.59 | 9.60 | 18.67 | 15.62 | 27.17 | 47.70 | 9.88 | 7.44 | 6.99 | 7.43 | 13.80 | 33.29 | 29.55 | 16.95 | 12.06 |
| Yield(%) | 0.00 | 2.13 | 2.42 | 2.91 | 2.29 | 1.45 | 1.10 | … | … | 0.48 | 2.30 | 2.43 | 1.52 | 2.05 | 2.50 | 1.93 | 1.96 | 1.93 | 1.90 | 2.02 | 1.44 | 0.32 | 0.24 | 0.00 | 0.36 |
Data as of 06/17/2014, Common starting date is 04/07/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTMIX (Vanguard Tax-Managed Growth & Inc Instl) |
-16.98%
Mar 2000 – Mar 2003 |
-6.61%
Feb 2004 – Feb 2009 |
-2.55%
Jun 1999 – Jun 2009 |
4.09%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTMIX (Vanguard Tax-Managed Growth & Inc Instl) |
25.37%
Feb 2009 – Feb 2012 |
22.87%
Feb 2009 – Feb 2014 |
8.49%
Mar 2003 – Mar 2013 |
4.09%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison Chart