QMS Enrollment - Web Book - Ready - Flipbook - Page 47
Investment Factsheet
Inv. Data as of 12/31/22.
VANGUARD MID-CAP VALUE INDEX ADMIRAL VMVAX
MID-CAP VALUE
MANAGERS(S)
Khan/Butler
PRODUCT ASSETS ($MM)
Product: 28346.62 Million
LONGEST MANAGER TENURE
16.38 Years
MF
INCEPTION DATE
Product: 8/17/2006 Share Class: 9/27/2011
Fi360 FIDUCIARY SCORE®
SCORE
BENCHMARK LEGEND
HISTORICAL Fi360 FIDUCIARY SCORES AT QUARTER END
0
0
403
PEERS
25
50
0
Broad Index:
S&P 500 TR USD
Best-fit Index:
-
VOLATILITY METRICS
25
Standard Deviation
50
75
3 YR
5 YR
75
100
100
SHORTFALL
0
0
0
0
0
0
0
0
0
0
0
17 13 11
9
0
0
0
22
0
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
18 18 18 18 19 19 19 19 20 20 20 20 21 21 21 21 22 22 22 22
0 POINTS
0 PERCENTILE
5 YR ROLLING AVG: 5
3 YR ROLLING AVG: 7
SHORTFALL
1 YR R. AVG: 7
RANK
VALUE
36 (403 Peers)
38 (393 Peers)
24.01
21.04
RANK
VALUE
45 (403 Peers)
37 (393 Peers)
0.36
0.34
Sharpe Ratio
3 YR
5 YR
CRITERIA
INVESTMENT
MINIMUM CRITERIA
MPT STATISTICS
Manager Tenure (longest)
Product Assets
Composition
Style Drift
Expense Ratio
16.38 Years
28,346.62 Million
97% US EQ
Mid Cap Value
0.07% (2nd percentile)
>= 2 Years
>= 75 Million
>= 80.00% Allocation to US Equities
Mid Cap Value
Top 75% of peer group
Alpha
Alpha (3yr)
Sharpe (3yr)
1yr Total Return
-0.53% (48th percentile)
0.36% (45th percentile)
-7.90% (47th percentile)
Top 50% of peer group
Top 50% of peer group
Top 50% of peer group
3yr Total Return
5yr Total Return
6.74% (47th percentile)
6.39% (40th percentile)
Top 50% of peer group
Top 50% of peer group
Measured Against Broad Index Benchmark
3 YR
5 YR
RANK
VALUE
48 (403 Peers)
41 (393 Peers)
-0.53
-2.74
R-Squared
The Fi360 Fiduciary Score® is a peer percentile ranking of an investment against a set of quantitative due
diligence criteria selected to reflect prudent fiduciary management. The Fi360 Fiduciary Score® Average is a
one-, three-, five-, or ten-year rolling average of an investment’s Fi360 Fiduciary Score®. All Scores are color
coded based on the quartile they fall in (1st - Green; 2nd - Light Green; 3rd - Yellow; 4th - Red). The composition
and style criteria may be excluded in the table above due to the investment’s peer group. Investments without
the required inception date (3 years) will not receive a Fiduciary Score.
PERFORMANCE
RANK
VALUE
3 YR
10 (403 Peers)
85.31
5 YR
8 (393 Peers)
86.51
Beta
3 YR
5 YR
1.05
1.05
Measured Against Best-Fit Index
1 MO
3 MO
YTD
1 YR
3 YR
5 YR
10 YR
Total Return (no load)
Total Return (with load)
Percentile Rank
Number of Peers
-4.49
-4.49
12.11
12.11
-7.9
-7.9
-7.9
-7.9
47
411
6.74
6.74
47
403
6.39
6.39
40
393
10.98
10.98
11
335
Peer Group Median
+/- Best Fit Index
-4.53
-
-8.12
-
6.51
-
5.84
-
9.53
-
11.95
-
-8.12
-
Mutual funds and Exchange Traded Funds (ETFs) are sold by prospectus. Please consider the investment
objectives, risks, charges and expenses carefully before investing. The prospectus, and, if available, the
summary prospectus, which contains this and other information, can be obtained by calling your financial
advisor. Read the prospectus and, if available, the summary prospectus carefully before you invest. The
performance information shown represents past performance and is not a guarantee of future results.
Investment returns and principal value of an investment will fluctuate so that when shares are redeemed, they
may be worth more or less than their original cost. Current performance may be higher or lower than the data
shown. For the most recent month-end performance and information on expenses, visit
www.fi360.com/directory. Percentile ranks calculated by Fi360, are based on the return shown compared to peer
group (1 = top rank), do not account for sales charges, and are not provided for periods under a year.
3 YR
ALPHA
R-SQUARED
BETA
-0.31
99.46
0.97
EXPENSES
Net Expense Ratio
Gross Expense Ratio
Management Fee
Initial Investment
Investment and Insurance Products: NOT FDIC Insured / NO Bank Guarantee / MAY Lose Value
Please see important disclosures in the Statement of Additional Disclosures. © 2023, Broadridge Financial Solutions, Inc. All rights reserved. The analysis
and opinions generated by Broadridge and its affiliates do not constitute professional investment advice and are provided solely for informational purposes.
0.07
0.07
0.06
3,000
