H & M Enrollment - Web Book - Ready - Flipbook - Page 46
Investment Factsheet
Inv. Data as of 09/30/23.
VANGUARD MID-CAP VALUE INDEX ADMIRAL
VMVAX
LONGEST MANAGER TENURE
17.13 Years
MANAGERS(S)
Khan/Choi/Denis/Butler
MID-CAP VALUE
MF
PRODUCT ASSETS ($MM)
Product: 26713.52 Million
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
25
25
50
50
Broad Index:
S&P 500 TR USD
Best-fit Index:
-
VOLATILITY METRICS
Standard Deviation
57
75
391
PEERS
100
3 YR
5 YR
75
100
SHORTFALL
0
0
0
0
0
0
0
0
17 13 11
9
0
0
0
22
0
40 30 57
Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3
18 19 19 19 19 20 20 20 20 21 21 21 21 22 22 22 22 23 23 23
25 POINTS
57 PERCENTILE
5 YR ROLLING AVG: 10
3 YR ROLLING AVG: 16
1 YR R. AVG: 30
CRITERIA
INVESTMENT
SHORTFALL
Manager Tenure (longest)
17.13 Years
MINIMUM CRITERIA
>= 2 Years
Product Assets
26,713.52 Million
>= 75 Million
Composition
Style Drift
97% US EQ
Mid Cap Value
>= 80.00% Allocation to US Equities
Mid Cap Value
Expense Ratio
0.07% (3rd percentile)
Top 75% of peer group
Alpha (3yr)
1.62% (77th percentile)
5
Top 50% of peer group
Sharpe (3yr)
0.54% (74th percentile)
2.5
Top 50% of peer group
1yr Total Return
10.35% (77th percentile)
5
Top 50% of peer group
3yr Total Return
11.31% (73rd percentile)
5
Top 50% of peer group
5yr Total Return
5.41% (52nd percentile)
7.5
Top 50% of peer group
RANK
VALUE
40 (391 Peers)
39 (383 Peers)
19.22
21.93
RANK
VALUE
74 (391 Peers)
49 (383 Peers)
0.54
0.27
Sharpe Ratio
3 YR
5 YR
MPT STATISTICS
Measured Against Broad Index Benchmark
Alpha
3 YR
5 YR
RANK
VALUE
77 (391 Peers)
54 (383 Peers)
1.62
-4.17
RANK
VALUE
17 (391 Peers)
9 (383 Peers)
79.45
84.84
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
3 YR
5 YR
Beta
3 YR
5 YR
0.96
1.06
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
-4.6
-4.6
-4.85
-4.85
-1.57
-1.57
10.35
10.35
77
401
11.31
11.31
73
391
5.41
5.41
52
383
8.4
8.4
24
329
Peer Group Median
+/- Best Fit Index
-4.35
-
13.29
-
13.42
-
5.48
-
7.46
-
-3.77
-
1.32
-
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
-1.08
99.37
0.98
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
