500-501 / 537
ABC Company Retirement Plan
Vanguard 500 Index Admiral - VFIAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
large-capitalization stocks. The fund employs an indexing
investment approach designed to track the performance of
the Standard & Poor's 500 Index, a widely recognized
benchmark of U.S. stock market performance that is
dominated by the stocks of large U.S. companies. 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.
Statistics
Inception Date
08/31/1976
Manager Tenure
1.25
Assets($1000s)
$329,361,723
Net Exp Ratio
0.04
12b-1 Fees
-
Average Mkt Cap($1000s)
$88,194,830
# of Holdings
517
% of Assets in Top 10
18.96
Risk Characteristics
VFIAX Cat Avg
3 Yr Std Dev
10.35 10.66
5 Yr Std Dev
9.56 9.96
5 Yr Beta
1.00 0.99
5 Yr Alpha
-0.03 -1.07
5 Yr Sharpe
1.46 1.30
5 Yr Information Ratio
-3.31 -0.62
5 Yr Tracking Error
0.01 2.45
5 Yr Upside Capture
99.86 96.05
5 Yr Downside Capture
100.10 104.53
5 Yr Batting Avg
0.17 0.43
Excess Returns vs. Category/Index
vs S&P 500 TR USD
vs Category Avg
3
2
1
0
-1
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.04
-0.03
-0.05
-0.02
0.98
1.24
1.98
0.68
0.15
Calendar Year Performance
2012
2013
2014
2015
2016
VFIAX
15.96
32.33
13.64
1.36
11.93
Cat Avg
15.31
32.20
11.44
-0.76
10.45
Index
16.00
32.39
13.69
1.38
11.96
Cat Rank
41
46
18
21
28
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard 500 Index A-
dmiral
Small - Large
2
1
0
-1
-2
Value - Growth
2
1
0
-1
-2
1
0
-1
-
Small Growth
Small Value
Mid Growth
Mid Value
Top Growth
Top Value
Sector Allocation vs. Category
4
2
0
-2
-4
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
2.06
-1.17
0.32
0.23
0.62
0.58
-0.10
0.26
-1.41
-0.97
-0.70
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.01%)
Non-US Stocks (0.91%)
US Stocks (98.63%)
Cash (0.45%)