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Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares Fund

347.27 2.56 0.74%
04/22/2024 12:00 AM NAV

NAV

347.27
Nav
04/16/2024
Last Update

Ratings

Morningstar Rating
Sustainability Rating

Key Data

Vanguard
Issuer
S&P SmallCap 600 Value
Benchmark
60.07 M
Net Asset
USD
Currency
11/19/2014
Inception
Yes
Distributing
Small Value
Type
United States
Applied In
The Bank of New York Mellon
Custodian
US9219327601
ISIN
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Sectors

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
Performance Current Year -6.74
Performance since Inception 307.78
High 1 Year 375.99
Maximum Loss 1 Year -16.56
Name %
Alpha 1 Year -0.03
Alpha 3 Years -0.06
Alpha 5 Years 0.02
Average Gain 1 Year 7.04
Average Gain 3 Years 5.55
Average Gain 5 Years 5.71
Average Loss 1 Year -4.85
Average Loss 3 Years -4.87
Average Loss 5 Years -6.36
Batting Average 1 Year 33.33
Batting Average 3 Years 19.44
Batting Average 5 Years 36.67
Beta 1 Year 1.00
Beta 3 Years 1.00
Beta 5 Years 1.00
Capture Ratio Down 1 Year 100.03
Capture Ratio Down 3 Years 100.10
Capture Ratio Down 5 Years 100.02
Capture Ratio Up 1 Year 99.96
Capture Ratio Up 3 Years 99.90
Capture Ratio Up 5 Years 100.07
Correlation 1 Year 100.00
Correlation 3 Years 100.00
Correlation 5 Years 100.00
High 1 Year 375.99
Information Ratio 1 Year -1.20
Information Ratio 3 Years -2.79
Information Ratio 5 Years 0.29
Low 1 Year 296.61
Maximum Loss 1 Year -16.56
Maximum Loss 3 Years -20.41
Maximum Loss 5 Years -37.34
Performance Current Year -6.74
Performance since Inception 307.78
Risk adjusted Return 3 Years -4.11
Risk adjusted Return 5 Years -2.29
Risk adjusted Return Since Inception -3.02
R-Squared (R²) 1 Year 100.00
R-Squared (R²) 3 Years 100.00
R-Squared (R²) 5 Years 100.00
Sortino Ratio 1 Year 0.61
Sortino Ratio 3 Years 0.13
Sortino Ratio 5 Years 0.55
Tracking Error 1 Year 0.02
Tracking Error 3 Years 0.02
Tracking Error 5 Years 0.08
Trailing Performance 1 Month -5.41
Trailing Performance 1 Week -0.49
Trailing Performance 1 Year 5.91
Trailing Performance 10 Years 103.04
Trailing Performance 2 Years -2.68
Trailing Performance 3 Months -1.80
Trailing Performance 3 Years -0.38
Trailing Performance 4 Years 102.41
Trailing Performance 5 Years 36.65
Trailing Performance 6 Months 14.04
Trailing Return 1 Month 3.38
Trailing Return 1 Year 11.61
Trailing Return 2 Months 5.82
Trailing Return 2 Years 1.96
Trailing Return 3 Months 0.15
Trailing Return 3 Years 2.51
Trailing Return 4 Years 21.73
Trailing Return 5 Years 8.78
Trailing Return 6 Months 15.99
Trailing Return 6 Years 7.17
Trailing Return 7 Years 7.65
Trailing Return 8 Years 9.61
Trailing Return 9 Months 9.48
Trailing Return 9 Years 8.11
Trailing Return Since Inception 8.38
Trailing Return YTD - Year to Date 0.15
Treynor Ratio 1 Year 6.04
Treynor Ratio 3 Years -0.46
Treynor Ratio 5 Years 6.62

Charges

Total Expense 0.0761 %
Administrator Fee Expense 0.0647 %
Custodian Fee Expense 0.0044 %
Distribution Fee Expense 0.0036 %
Advisor Fee Expense 0.0025 %
Administrator Fee Expense 0.0647 %
Advisor Fee Expense 0.0025 %
Custodian Fee Expense 0.0044 %
Distribution Fee Expense 0.0036 %
Other Fee Expense 0.0009 %
Total Expense 0.0761 %

Sustainability Rating

Morningstar Sustainability Rating
Average
Rating vs. Category
Equity
Category

Carbon Risk Score

0
14.38
100
0
Low High

Fossil-Fuel Involvement

0
7.62
100
0
Low High

Investment Policy

The investment seeks to track the performance of the S&P SmallCap 600® Value Index that measures the investment return of small-capitalization value stocks in the United States. The advisor employs an indexing investment approach designed to track the performance of the S&P SmallCap 600® Value Index, which represents the value companies, as determined by the index sponsor, of the S&P SmallCap 600 Index. The Advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.

Terms

Initial minimum savings amount 5,000,000.00
Distribution Distributing

funds category comparison

Name 1y Perf.
Transamerica Small Cap Value R 6.80
Mesirow Small Cap Value Equity CIT Founders Class 6.87
Transamerica Small Cap Value A 6.88
Transamerica Small Cap Value R4 7.08
Transamerica Small Cap Value I 7.24

Investment Trust

Name Vanguard
Address Vanguard
Zip Code 19355
City Malvern
Country United States
Phone +1 8776627447
Fax
E-mail
Website http://www.vanguard.com