Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 11/11/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VFSVX (VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND INVESTOR SHARES) | NA | 10.31% | 7.75% | 4.42% | 5.32% | NA | NA | 10.21% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VFSVX (VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND INVESTOR SHARES) | 03/20/2009 | 11/11/2019 |
The return data shown below all have the same latest date: 11/11/2019.
AR inception is since 03/20/2009.
AR inception is since 03/20/2009.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.34 | 10.31 | 7.75 | 4.42 | 5.32 | NA | NA | 10.21 | 15.66 | -18.52 | 30.13 | 3.71 | -0.32 | -4.81 | 17.44 | 18.89 | -19.09 | 25.01 | 55.20 |
| Sharpe Ratio | NA | 0.58 | 0.65 | 0.31 | 0.33 | NA | NA | 0.60 | 1.64 | -1.53 | 4.32 | 0.23 | -0.03 | -0.48 | 1.62 | 1.28 | -0.77 | 1.25 | 3.55 |
| Standard Deviation(%) | NA | 11.46 | 10.31 | 12.18 | 14.89 | NA | NA | 15.43 | 10.30 | 12.97 | 6.85 | 15.19 | 13.73 | 10.02 | 10.75 | 14.81 | 24.79 | 20.01 | 21.11 |
| Draw Down(%) | NA | 9.99 | 26.31 | 26.31 | 28.11 | NA | NA | 28.11 | 7.97 | 26.31 | 2.42 | 11.61 | 16.90 | 16.16 | 10.87 | 15.89 | 28.11 | 17.48 | 7.83 |
| Yield(%) | 0.00 | 2.87 | 3.06 | 2.64 | 2.94 | 3.09 | 2.31 | 4.63 | 1.45 | 2.11 | 3.44 | 2.39 | 2.46 | 2.32 | 2.85 | 3.19 | 2.27 | 3.36 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFSVX (VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND INVESTOR SHARES) |
-0.53%
Dec 2013 - Dec 2016 |
-0.21%
Feb 2011 - Feb 2016 |
5.10%
Sep 2009 - Sep 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VFSVX (VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND INVESTOR SHARES) |
17.73%
Apr 2009 - Apr 2012 |
16.23%
Apr 2009 - Apr 2014 |
9.11%
Apr 2009 - Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart