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ABC Company Retirement Plan
Vanguard Growth Index Admiral - VIGAX
Monitoring Rating: Pass
Objective
The investment seeks to track the performance of a
benchmark index that measures the investment return of
large-capitalization growth stocks. The fund employs an
indexing investment approach designed to track the
performance of the CRSP US Large Cap Growth Index, a
broadly diversified index predominantly made up of growth
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
11/02/1992
Manager Tenure
22.58
Assets($1000s)
$64,163,498
Net Exp Ratio
0.06
12b-1 Fees
-
Average Mkt Cap($1000s)
$83,458,830
# of Holdings
330
% of Assets in Top 10
28.98
Risk Characteristics
VIGAX Cat Avg
3 Yr Std Dev
11.50 11.66
5 Yr Std Dev
10.56 11.01
5 Yr Beta
1.04 1.02
5 Yr Alpha
-0.96 -1.46
5 Yr Sharpe
1.35 1.23
5 Yr Information Ratio
-0.38 -0.45
5 Yr Tracking Error
1.19 3.80
5 Yr Upside Capture
101.87 97.28
5 Yr Downside Capture
109.94 108.39
5 Yr Batting Avg
0.52 0.48
Excess Returns vs. Category/Index
vs Russell 1000 Growth TR USD
vs Category Avg
2
1
0
-1
-2
10-Yr
5-Yr
3-Yr
12-Month
3-Month
-0.11
-0.44
-0.97
-0.28
0.03
1.29
0.99
1.34
0.12
-0.31
Calendar Year Performance
2012
2013
2014
2015
2016
VIGAX
17.01
32.40
13.63
3.30
6.12
Cat Avg
15.70
34.70
10.33
4.01
3.19
Index
15.26
33.48
13.05
5.67
7.08
Cat Rank
34
70
17
58
28
Equity- 12 Month Moving Windows: Jun 2007 - Jun 2017
Vanguard Growth Inde-
x Admiral
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
5
0
-5
-10
Technology
Industrials
Energy
Telecom
Utilities
Healthcare
Defensive
Real Estate
Financials
Cyclical
Materials
-0.65
-0.98
0.15
-2.74
-0.42
-1.32
3.24
3.10
-4.81
0.76
-0.32
+/-Category Avg
Asset Allocation
Other (0.00%)
Non-US Bonds (0.00%)
US Bonds (0.01%)
Non-US Stocks (0.92%)
US Stocks (98.51%)
Cash (0.56%)